Jonathan Treussard

Research Affiliates

Partner, Head of Product Management

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

  • Research Affiliates

SCHOLARLY PAPERS

14

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8,486

SSRN CITATIONS
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in Total Papers Citations

6

CROSSREF CITATIONS

31

Scholarly Papers (14)

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1.

The Theory of Life-Cycle Saving and Investing

FRB of Boston Public Policy Discussion Paper No. 07-3
Number of pages: 27 Posted: 27 Jul 2007
Zvi Bodie, Jonathan Treussard and Paul Willen
Boston University, Research Affiliates and Federal Reserve Bank of Boston - Research Department
Downloads 2,760 (7,271)
Citation 15

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2.

Making Investment Choices as Simple as Possible: An Analysis of Target Date Retirement Funds

Number of pages: 15 Posted: 04 May 2006
Zvi Bodie and Jonathan Treussard
Boston University and Research Affiliates
Downloads 2,450 (8,761)
Citation 9

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Life-Cycle Planning under Uncertainty, Risky Labor Income, Target-Date Retirement Funds, Pension Design

3.

Contingent Claims Analysis and Life-Cycle Finance

Downloads 1,066 (31,603)
Citation 7

Contingent Claims Analysis and Life-Cycle Finance

MIT Sloan Research Paper No. 4676-08
Number of pages: 12 Posted: 27 Dec 2007 Last Revised: 16 Nov 2008
Zvi Bodie, Doriana Ruffino and Jonathan Treussard
Boston University, Board of Governors of the Federal Reserve System and Research Affiliates
Downloads 695 (55,983)

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contingent claims analysis, life-cycle finance, retirement saving plans

Contingent Claims Analysis and Life Cycle Finance

American Economic Review, Forthcoming
Number of pages: 12 Posted: 21 Jan 2008 Last Revised: 27 Mar 2012
Zvi Bodie, Jonathan Treussard and Doriana Ruffino
Boston University, Research Affiliates and Board of Governors of the Federal Reserve System
Downloads 371 (121,049)

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Contingent claims, job-switching, life-cycle, Arrow-Debreu securities

4.

Derman and Taleb's 'the Illusions of Dynamic Replication': A Comment

Number of pages: 5 Posted: 23 Mar 2006
Doriana Ruffino and Jonathan Treussard
Board of Governors of the Federal Reserve System and Research Affiliates
Downloads 992 (35,029)
Citation 3

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Black-Scholes Formula, Option Pricing, Dynamic Replication

5.

The Non-Monotonicity of Value-at-Risk and the Validity of Risk Measures Over Different Horizons

Number of pages: 13 Posted: 16 Aug 2005
Jonathan Treussard
Research Affiliates
Downloads 443 (99,437)
Citation 2

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Decisions under Uncertainty, Value-at-Risk, Conditional Tail Expectation, Option Pricing Theory

6.

Lumps and Clusters in Duopolistic Investment Games: An Early Exercise Premium Approach

Number of pages: 61 Posted: 18 Aug 2006
Doriana Ruffino and Jonathan Treussard
Board of Governors of the Federal Reserve System and Research Affiliates
Downloads 170 (262,728)
Citation 1

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Real Options Games, Strategic Investment, Lumpy Investment, Investment Clusters, Duopolistic Competition, American Options, Early Exercise Premium Representation

7.

Financial Frictions and Risky Corporate Debt

Downloads 158 (279,487)

Financial Frictions and Risky Corporate Debt

Number of pages: 9 Posted: 21 Mar 2006
Doriana Ruffino and Jonathan Treussard
Board of Governors of the Federal Reserve System and Research Affiliates
Downloads 145 (300,488)

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Corporate Debt, Merton Model, No-Arbitrage Pricing

Financial Frictions and Risky Corporate Debt

Economic Notes, Vol. 36, No. 1, pp. 77-87, February 2007
Number of pages: 11 Posted: 01 Jun 2007
Doriana Ruffino and Jonathan Treussard
Board of Governors of the Federal Reserve System and Research Affiliates
Downloads 13 (858,455)

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8.

I Was Blind, But Now I See: Bubbles in Academe

Number of pages: 12 Posted: 22 Sep 2017
Jonathan Treussard and Robert D. Arnott
Research Affiliates and Research Affiliates, LLC
Downloads 154 (285,507)

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bubbles, academic bubble

9.

Life-Cycle Consumption Plans and Portfolio Policies in a Heath-Jarrow-Morton Economy

Boston University Economics Working Paper No. Sept-2005-01
Number of pages: 19 Posted: 12 Oct 2005
Jonathan Treussard
Research Affiliates
Downloads 111 (365,690)
Citation 1

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Optimal portfolios, Detemple-Garcia-Rindisbacher, Heath-Jarrow-Morton model

10.

A Study of Inaction in Investment Games Via the Early Exercise Premium Representation

Number of pages: 32 Posted: 17 Jul 2006
Doriana Ruffino and Jonathan Treussard
Board of Governors of the Federal Reserve System and Research Affiliates
Downloads 98 (397,970)

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Real Options Games, Strategic Investment, Inaction Equilibria, American Options, Early Exercise Premium Representation

11.

Repeated Career Options: A Contingent Claims Approach

Number of pages: 29 Posted: 01 Aug 2007 Last Revised: 25 Oct 2007
Jonathan Treussard
Research Affiliates
Downloads 84 (438,348)
Citation 1

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Career Choice, Occupational Mobility, American Options, Exchange Options, Reset Options, Compound Options

12.

Unsafe at Any Speed? The Designed-In Risks of Target-Date Glide Paths

Journal of Financial Planning, Vol. 23, No. 3, March 2010, p42-48
Posted: 04 Mar 2018
Zvi Bodie, Richard K. Fullmer and Jonathan Treussard
Boston University, Nuova Longevità Research and Research Affiliates

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Defined Contribution, Target-Date Funds, Glide Path, Retirement, Risk Measurement

13.

Two Determinants of Lifecycle Investment Success

Journal of Retirement, vol. 2, no. 4, 2015 (Spring), pp. 14-21.
Posted: 01 Jun 2015 Last Revised: 07 Feb 2017
Jason C. Hsu, Jason C. Hsu, Jonathan Treussard, Vivek Viswanathan and Lillian J. Wu
Research AffiliatesRayliant Global Advisors, Research Affiliates, Rayliant Global Advisors and Research Affiliates, LLC

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Investment Management, Retirement, Target Date Funds

14.

Perspectives: Making Investment Choices as Simple as Possible, but not Simpler

Financial Analysts Journal, Vol. 63, No. 6, pp. 42-47, 2007
Posted: 11 Jun 2007
Zvi Bodie and Jonathan Treussard
Boston University and Research Affiliates

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Private Wealth Management, Asset Allocation, Investment Policy Formulation, Portfolio Management, Asset Allocation