Concepedia

Marcel Rindisbacher

MR

Statistics

Publications

13

Citations

483

H-Index

12

Active since

2000

Affiliations

Boston University(Current)

Center for Interuniversity Research and Analysis on Organizations

University of Toronto

Université de Montréal

Quest University Canada

Marcel Rindisbacher is an author at Boston University specializing in financial economics, economics, and finance.

Publications per year

2000–2020

13

Publications

13

Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications

Jérôme Detemple, Marcel Rindisbacher · Review of Financial Studies · 2009 · 69 citations

Business, Economics, Finance +15

Dynamic asset liability management with tolerance for limited shortfalls

Jérôme Detemple, Marcel Rindisbacher · Insurance Mathematics and Economics · 2008 · 57 citations

Management, Finance, Risk Management +13

CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS

Jérôme Detemple, Marcel Rindisbacher · Mathematical Finance · 2005 · 57 citations

Business, Economics, Finance +17

A Monte Carlo Method for Optimal Portfolios

Jérôme Detemple, René García, Marcel Rindisbacher · SSRN Electronic Journal · 2000 · 49 citations · Full text

Business, Economics, Finance +17

Life-Cycle Finance and the Design of Pension Plans

Zvi Bodie, Jérôme Detemple, Marcel Rindisbacher · Annual Review of Financial Economics · 2009 · 47 citations

Public Affairs, Economics, Finance +17

1–5 of 13