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Treussard, Jonathan's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,612 |
Total
Citations
25 |
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1.
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Bodie, Zvi
Boston University - Department of Finance & Economics Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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1,825
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5
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Life-Cycle Planning under Uncertainty, Risky Labor Income, Target-Date Retirement Funds, Pension Design
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2.
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Bodie, Zvi
Boston University - Department of Finance & Economics Treussard, Jonathan
Ziff Brothers Investments - Risk Management Willen, Paul
Federal Reserve Bank of Boston - Research Department
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1,265
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7
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3.
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Contingent Claims Analysis and Life-Cycle Finance
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Bodie, Zvi
Boston University - Department of Finance & Economics Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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Posted:
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27 Dec 07
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Last Revised:
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27 Mar 12
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929
(10,530)
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4
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Bodie, Zvi
Boston University - Department of Finance & Economics Treussard, Jonathan
Ziff Brothers Investments - Risk Management Ruffino, Doriana
University of Minnesota
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21 Jan 08
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Last Revised:
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27 Mar 12
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320
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4
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Contingent claims, job-switching, life-cycle, Arrow-Debreu securities
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Bodie, Zvi
Boston University - Department of Finance & Economics Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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27 Dec 07
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Last Revised:
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16 Nov 08
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609
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4
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contingent claims analysis, life-cycle finance, retirement saving plans
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4.
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Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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638
(18,498)
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3
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Black-Scholes Formula, Option Pricing, Dynamic Replication
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5.
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Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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250
(59,871)
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Decisions under Uncertainty, Value-at-Risk, Conditional Tail Expectation, Option Pricing Theory
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6.
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Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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190
(79,873)
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Life-Cycle Investing, Welfare Analysis, First-Best Portfolios, Age-Based Investment Rules, Numerical Optimization
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7.
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Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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139
(105,649)
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1
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Real Options Games, Strategic Investment, Lumpy Investment, Investment Clusters, Duopolistic Competition, American Options, Early Exercise Premium Representation
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8.
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Financial Frictions and Risky Corporate Debt
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Versions (2)
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hide multiple versions |
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Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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Posted:
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21 Mar 06
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Last Revised:
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12 Jun 07
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132
(110,350)
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Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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12
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Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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120
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Corporate Debt, Merton Model, No-Arbitrage Pricing
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9.
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Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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94
(142,374)
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2
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Optimal portfolios, Detemple-Garcia-Rindisbacher, Heath-Jarrow-Morton model
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10.
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Ruffino, Doriana
University of Minnesota Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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81
(156,703)
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1
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Real Options Games, Strategic Investment, Inaction Equilibria, American Options, Early Exercise Premium Representation
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11.
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Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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01 Aug 07
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Last Revised:
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25 Oct 07
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69
(172,374)
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2
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Career Choice, Occupational Mobility, American Options, Exchange Options, Reset Options, Compound Options
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12.
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Bodie, Zvi
Boston University - Department of Finance & Economics Treussard, Jonathan
Ziff Brothers Investments - Risk Management
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Private Wealth Management, Asset Allocation, Investment Policy Formulation, Portfolio Management, Asset Allocation
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