Susan Fournier, Allen Questrom Professor and Dean, Boston University Questrom School of Business, has announced the appointment of Marcel Rindisbacher to the role of Senior Associate Dean for Faculty & Research.
“Marcel’s commitment to the institution, high standards, and balanced hand will serve the School well as we enter a new phase of growth and development,” says Fournier.
An Associate Professor of Finance, Rindisbacher’s early research focused on asset pricing and portfolio choice. He developed new numerical Monte Carlo methods to solve large-scale, inter-temporal asset allocation problems such as those faced by pension funds and institutional investors. Using similar techniques, he has also extensively studied hedging problems for non-linear and discontinuous derivative contracts. He won the Martin Excellence in Research Award while at the Rotman School of Management, University of Toronto and he earned the Harry Markowitz Prize Special Distinction Award for his research on life-cycle portfolio choice from the Journal of Investment Management while at Questrom.
His more recent research is on asymmetric information and macro-finance. Rindisbacher studies asset prices and volume in economies with asymmetrically informed investors who can dynamically trade on anticipative information. He has also derived a new macro-finance model that explains the time-variation in the risk premium and the volatility of assets as consequences of regime-dependent risk aversion and learning about economic regimes.
Rindisbacher serves as an Associate Editor of Mathematical Finance and has been a referee for all top Finance journals. He has been Department Chair of the Finance Department at Questrom and served as Faculty Director of the MSMF program.
He holds a BA in Economics from the University of Berne, Switzerland, a MSc in Econometrics and Mathematical Economics from the London School of Economics, UK and a PhD from the Université de Montréal, Canada. Before joining the Finance Department at Questrom Marcel was Associate Professor at the Rotman School of Management, University of Toronto.