Jonathan Treussard

Research Affiliates

Partner, Head of Product Management

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

SCHOLARLY PAPERS

14

DOWNLOADS
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Top 8,322

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8,486

SSRN CITATIONS
Rank 25,216

SSRN RANKINGS

Top 25,216

in Total Papers Citations

6

CROSSREF CITATIONS

31

Scholarly Papers (14)

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

Abstract:

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

3.
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)

Abstract:

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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)

Abstract:

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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

Abstract:

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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

Abstract:

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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

Abstract:

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

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)

Abstract:

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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)

Abstract:

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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)

Abstract:

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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

Abstract:

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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)

Abstract:

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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

Abstract:

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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

Abstract:

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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
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