Marcel Rindisbacher

Marcel Rindisbacher

Boston University - Boston / United States
Business & Management / Business Administration
AD Scientific Index ID: 836872
person_outline Marcel Rindisbacher's MOST POPULAR ARTICLES
1-) A Monte Carlo method for optimal portfoliosJB Detemple, R Garcia, M RindisbacherThe Journal of Finance 58 (1), 401-446, 20033692003
2-) Dynamic asset allocation: Portfolio decomposition formula and applicationsJ Detemple, M RindisbacherThe Review of Financial Studies 23 (1), 25-100, 2010722010
3-) Life-cycle finance and the design of pension plansZ Bodie, J Detemple, M RindisbacherAnnu. Rev. Financ. Econ. 1 (1), 249-286, 2009662009
4-) Dynamic asset liability management with tolerance for limited shortfallsJ Detemple, M RindisbacherInsurance: Mathematics and Economics 43 (3), 281-294, 2008662008
5-) Closed‐Form Solutions for Optimal Portfolio Selection with Stochastic Interest Rate and Investment ConstraintsJ Detemple, M RindisbacherMathematical Finance: An International Journal of Mathematics, Statistics …, 2005622005