Jerome Detemple Named Co-Editor at Management Science
Boston University School of Management’s Jerome Detemple, Professor of Finance and Everett W. Lord Distinguished Faculty Scholar, has been named a Finance Department co-editor of the journal Management Science.
Professor Detemple served as associate editor at the journal since 2001, and his research in asset allocation and lifecycle finance has broadly impacted the management field. His other areas of focus include asset pricing and derivative securities.
Among Professor Detemple’s most prominent scholarship are his 2010 article “Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications” (with Boston University School of Management’s Marcel Rindisbacher) from the Review of Financial Studies and his 2003 paper “A Monte-Carlo Method for Optimal Portfolios” (with Rene Garcia from the Université de Montréal and Marcel Rindisbacher) from the Journal of Finance.
Other recent publications include:
- Detemple, J., Garcia, R., & Rindisbacher, M. (2006). “Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes.” Journal of Econometrics. 134(1): 1-68.
- Detemple, J., & Rindisbacher, M. (2005). “Closed Form Solutions for Optimal Portfolio Selection with Stochastic Interest Rate and Investment Constraints.” Mathematical Finance. 15(4): 539-568.
- Detemple, J., Garcia, R., & Rindisbacher, M. (2005). “Asymptotic Properties of Monte Carlo Estimators of Derivatives.” Management Science. 51(11): 1657-1675.
Along with two Finance Department co-editors, Professor Detemple’s role at Management Science will involve assigning finance-related submissions to his team’s associate editors and monitoring the subsequent review process, deciding on acceptance or rejection of papers at the end of the review process, and selecting new associate editors when necessary.