Marcel Rindisbacher

Questrom School of Business, Boston University

Associate Professor of Finance

595 Commonwealth Avenue

Boston, MA MA 02215

United States

Center for Interuniversity Research and Analysis on Organization (CIRANO)

2020 rue University, 25th Floor

Montreal, Quebec H3C 3J7

Canada

SCHOLARLY PAPERS

9

DOWNLOADS
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Top 9,388

in Total Papers Downloads

3,934

CITATIONS
Rank 4,762

SSRN RANKINGS

Top 4,762

in Total Papers Citations

110

Scholarly Papers (9)

1.
Downloads 1,789 ( 6,479)
Citation 81

A Monte Carlo Method for Optimal Portfolios

Number of pages: 52 Posted: 16 Nov 2000
Jerome Detemple, René Garcia and Marcel Rindisbacher
Boston University - Department of Finance & Economics, Université de Montréal - CIREQ - Département de sciences économiques and Questrom School of Business, Boston University
Downloads 1,789 (6,335)
Citation 81

Abstract:

A Monte Carlo Method for Optimal Portfolios

Journal of Finance, Vol. 58, pp. 401-446, 2003
Posted: 04 Aug 2003
Jerome Detemple, René Garcia and Marcel Rindisbacher
Boston University - Department of Finance & Economics, Université de Montréal - CIREQ - Département de sciences économiques and Questrom School of Business, Boston University

Abstract:

2.
Downloads 1,033 ( 15,843)
Citation 4

Life Cycle Finance and the Design of Pension Plans

Annual Review of Financial Economics, Forthcoming, Boston U. School of Management Research Paper Series No. 2009-5
Number of pages: 54 Posted: 30 Apr 2009 Last Revised: 06 Apr 2010
Zvi Bodie, Jerome Detemple and Marcel Rindisbacher
Boston University - Department of Finance & Economics, Boston University - Department of Finance & Economics and Questrom School of Business, Boston University
Downloads 1,033 (15,551)
Citation 4

Abstract:

Life cycle finance, portfolio choice, pension, consumption, leisure

3.

Optimal Portfolio Allocations with Hedge Funds

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 64 Posted: 24 Oct 2010
Jerome Detemple, Marcel Rindisbacher and René Garcia
Boston University - Department of Finance & Economics, Questrom School of Business, Boston University and Université de Montréal - CIREQ - Département de sciences économiques
Downloads 322 (63,945)

Abstract:

Asset Allocation, Hedge Funds, Performance Measurement, Market Timing, Market Price of Risk

Asset Pricing with Regime-Dependent Preferences and Learning

Swiss Finance Institute Research Paper No. 13-44
Number of pages: 79 Posted: 22 Aug 2013 Last Revised: 28 Oct 2013
Tony Berrada, Jerome Detemple and Marcel Rindisbacher
University of Geneva, Boston University - Department of Finance & Economics and Questrom School of Business, Boston University
Downloads 173 (140,356)

Abstract:

Asset pricing puzzles, regime-dependent preferences, incomplete information, equity premium, riskless rate, equity volatility, term structure, bond volatility, dividend strips, implied recession probability, recession detection

Asset Pricing with Regime-Dependent Preferences and Learning

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 82 Posted: 04 Oct 2013 Last Revised: 15 Aug 2014
Tony Berrada, Jerome Detemple and Marcel Rindisbacher
University of Geneva, Boston University - Department of Finance & Economics and Questrom School of Business, Boston University
Downloads 110 (203,510)

Abstract:

Asset pricing puzzles, regime-dependent preferences, incomplete information, equity premium, riskless rate, equity volatility, term structure, bond volatility, dividend strips, implied recession probability, recession detection

5.

Insider Information, Arbitrage and Optimal Portfolio and Consumption Policies

Number of pages: 65 Posted: 04 Mar 2002
Marcel Rindisbacher
Questrom School of Business, Boston University
Downloads 210 (109,457)

Abstract:

insider information, free lunch, arbitrage, contingent claim, utility maximization, portfolio policies, enlargements of filtrations, Malliavin calculus

6.

Heterogenous Preferences and Equilibrium Trading Volume

Swiss Finance Institute Research Paper
Number of pages: 38 Posted: 19 Apr 2005 Last Revised: 28 Oct 2008
Tony Berrada, Julien Hugonnier and Marcel Rindisbacher
University of Geneva, Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne and Questrom School of Business, Boston University
Downloads 207 (117,230)
Citation 12

Abstract:

General equilibrium, trading volume, heterogenous agents, multiple goods, incomplete markets, no-trade theorem

7.

Closed-Form Solutions for Optimal Portfolio Selection with Stochastic Interest Rate and Investment Constraints

Mathematical Finance, Vol. 15, No. 4, pp. 539-568, October 2005
Number of pages: 30 Posted: 02 Oct 2005
Jerome Detemple and Marcel Rindisbacher
Boston University - Department of Finance & Economics and Questrom School of Business, Boston University
Downloads 26 (400,061)
Citation 11
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Abstract:

8.

Lifecycle Consumption-Investment Policies and Pension Plans: A Dynamic Analysis

Journal of Investment Management (JOIM), First Quarter, 2012
Posted: 24 May 2012
Zvi Bodie, Jerome Detemple and Marcel Rindisbacher
Boston University - Department of Finance & Economics, Boston University - Department of Finance & Economics and Questrom School of Business, Boston University

Abstract:

Lifecycle finance, consumption, labor, portfolio, hedging, wealth, pension plan, target-date-funds, dynamic analysis

9.

Dynamic Asset-Liability Management for Defined-Benefit Pension Plans

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Posted: 10 Jan 2008
Jerome Detemple, Marcel Rindisbacher and Jing Zhou
Boston University - Department of Finance & Economics, Questrom School of Business, Boston University and affiliation not provided to SSRN

Abstract: