Marcel Rindisbacher
Names
| first: |
Marcel |
| last: |
Rindisbacher |
Identifer
Contact
Affiliations
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Boston University
/ Questrom School of Business
/ Department of Finance
Research profile
author of:
- Life-Cycle Finance and the Design of Pension Plans (RePEc:anr:refeco:v:1:y:2009:p:249-286)
by Zvi Bodie & Jérôme Detemple & Marcel Rindisbacher - A Monte Carlo Method for Optimal Portfolios (RePEc:bla:jfinan:v:58:y:2003:i:1:p:401-446)
by Jérôme B. Detemple & Ren Garcia & Marcel Rindisbacher - Closed‐Form Solutions For Optimal Portfolio Selection With Stochastic Interest Rate And Investment Constraints (RePEc:bla:mathfi:v:15:y:2005:i:4:p:539-568)
by Jér^me Detemple & Marcel Rindisbacher - Asset Pricing with Regime-Dependent Preferences and Learning (RePEc:chf:rpseri:rp1344)
by Tony Berrada & Jerome Detemple & Marcel Rindisbacher - Volatility during the COVID-19 Pandemic (RePEc:chf:rpseri:rp2395)
by Tony Berrada & Jerome Detemple & Marcel Rindisbacher - A Monte-Carlo Method for Optimal Portfolios (RePEc:cir:cirwor:2000s-05)
by Jérôme Detemple & René Garcia & Marcel Rindisbacher - Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes (RePEc:cir:cirwor:2003s-11)
by Jérôme Detemple & René Garcia & Marcel Rindisbacher - Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes (RePEc:ecm:nawm04:483)
by Marcel Rindisbacher & Jérôme Detemple & René Garcia - Monte Carlo methods for derivatives of options with discontinuous payoffs (RePEc:eee:csdana:v:51:y:2007:i:7:p:3393-3417)
by Detemple, Jerome & Rindisbacher, Marcel - Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation (RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000793)
by Detemple, Jerome & Rindisbacher, Marcel & Robertson, Scott - Asymptotic properties of Monte Carlo estimators of diffusion processes (RePEc:eee:econom:v:134:y:2006:i:1:p:1-68)
by Detemple, Jerome & Garcia, Rene & Rindisbacher, Marcel - Dynamic asset liability management with tolerance for limited shortfalls (RePEc:eee:insuma:v:43:y:2008:i:3:p:281-294)
by Detemple, Jérôme & Rindisbacher, Marcel - Intertemporal asset allocation: A comparison of methods (RePEc:eee:jbfina:v:29:y:2005:i:11:p:2821-2848)
by Detemple, Jérôme & Garcia, René & Rindisbacher, Marcel - Asset pricing with beliefs-dependent risk aversion and learning (RePEc:eee:jfinec:v:128:y:2018:i:3:p:504-534)
by Berrada, Tony & Detemple, Jérôme & Rindisbacher, Marcel - Heterogeneous preferences and equilibrium trading volume (RePEc:eee:jfinec:v:83:y:2007:i:3:p:719-750)
by Berrada, Tony & Hugonnier, Julien & Rindisbacher, Marcel - Trading Volumes in Dynamically Efficient Markets (RePEc:fam:rpseri:rp139)
by Tony Berrada & Julien Hugonnier & Marcel Rindisbacher - Asymptotic Properties of Monte Carlo Estimators of Derivatives (RePEc:inm:ormnsc:v:51:y:2005:i:11:p:1657-1675)
by Jérôme Detemple & René Garcia & Marcel Rindisbacher - Vanishing Contagion Spreads (RePEc:inm:ormnsc:v:68:y:2022:i:1:p:740-772)
by Diogo Duarte & Rodolfo Prieto & Marcel Rindisbacher & Yuri F. Saporito - Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications (RePEc:oup:rfinst:v:23:y:2010:i:1:p:25-100)
by Jérome Detemple & Marcel Rindisbacher - A Structural Model of Dynamic Market Timing (RePEc:oup:rfinst:v:26:y:2013:i:10:p:2492-2547)
by Jérome Detemple & Marcel Rindisbacher - Real Business Cycle Models - Some Evidence for Switzerland (RePEc:ses:arsjes:1994-i-2)
by Guido Kürsteiner & Marcel Rindisbacher - Representation formulas for Malliavin derivatives of diffusion processes (RePEc:spr:finsto:v:9:y:2005:i:3:p:349-367)
by Jérôme Detemple & René Garcia & Marcel Rindisbacher - Dynamic Noisy Rational Expectations Equilibrium With Insider Information (RePEc:wly:emetrp:v:88:y:2020:i:6:p:2697-2737)
by Jerome Detemple & Marcel Rindisbacher & Scott Robertson