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Jonathan Treussard

Research Affiliates

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620 Newport Center Dr

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Newport Beach, CA 92660

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  • Research Affiliates

SCHOLARLY PAPERS

14

DOWNLOADS
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Top 5,060

in Total Papers Downloads

6,906

CITATIONS
Rank 13,894

SSRN RANKINGS

Top 13,894

in Total Papers Citations

27

Scholarly Papers (14)

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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 2,070 (4,779)
Citation 5

Abstract:

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

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 1,533 (6,847)
Citation 7

Abstract:

3.

Contingent Claims Analysis and Life-Cycle Finance

Downloads 1,004 ( 17,253)
Citation 6

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 658 (31,295)
Citation 6

Abstract:

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 - Department of Finance & Economics, Research Affiliates and Board of Governors of the Federal Reserve System
Downloads 346 (70,635)
Citation 6

Abstract:

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 755 (23,736)
Citation 3

Abstract:

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 349 (70,469)

Abstract:

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

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 197 (124,462)

Abstract:

Life-Cycle Investing, Welfare Analysis, First-Best Portfolios, Age-Based Investment Rules, Numerical Optimization

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 141 (162,866)
Citation 1

Abstract:

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

8.

Financial Frictions and Risky Corporate Debt

Downloads 141 (173,344)

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 129 (186,714)

Abstract:

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 12 (511,366)
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Abstract:

9.

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

Abstract:

Investment Management, Retirement, Target Date Funds

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 97 (224,562)
Citation 2

Abstract:

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

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 83 (251,439)
Citation 1

Abstract:

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

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 72 (271,300)
Citation 2

Abstract:

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

13.

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

Abstract:

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

14.

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 0

Abstract:

bubbles, academic bubble

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