Author Page for Jonathan Treussard

1.

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 - Department of Finance & Economics and Research Affiliates

Downloads 2,307 (5,569)

Citation 7

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2.

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 - Department of Finance & Economics, Research Affiliates and Federal Reserve Bank of Boston - Research Department

Downloads 2,038 (6,847)

Citation 16

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3.

Contingent Claims Analysis and Life-Cycle Finance

Downloads 1,017 ( 20,774)

Citation 4

2

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 - Department of Finance & Economics, Board of Governors of the Federal Reserve System and Research Affiliates

Downloads 666 (37,098)

Abstract:

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 - Department of Finance & Economics, Research Affiliates and Board of Governors of the Federal Reserve System

Downloads 351 (82,939)

Citation 9

Abstract:

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 867 (26,211)

Citation 3

Abstract:

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 384 (75,321)

Citation 1

Abstract:

6.

Optimal Age-Based Portfolios with Stochastic Investment Opportunity Sets

Number of pages: 18 Posted: 14 Jun 2006

Doriana Ruffino and Jonathan Treussard

Board of Governors of the Federal Reserve System and Research Affiliates

Downloads 208 (144,494)

Abstract:

7.

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 156 (186,782)

Citation 1

Abstract:

8.

Financial Frictions and Risky Corporate Debt

Downloads 144 (199,549)

2

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 132 (214,775)

Abstract:

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 12 (584,762)

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Abstract:

9.

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 106 (251,521)

Abstract:

10.

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 103 (256,653)

Citation 2

Abstract:

11.

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 86 (288,375)

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12.

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 75 (312,892)

Citation 3

Abstract:

13.

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 - Department of Finance & Economics, Nuova Longevità and Research Affiliates

Abstract:

14.

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, Jonathan Treussard, Vivek Viswanathan and Lillian J. Wu

Rayliant Global Advisors, Research Affiliates, Rayliant Global Advisors and Research Affiliates, LLC

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15.

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 - Department of Finance & Economics and Research Affiliates

Jonathan Treussard

Research Affiliates

Partner, Head of Product Management

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Scholarly Papers (15)

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Financial Frictions and Risky Corporate Debt

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