Marcel Rindisbacher

Senior Associate Dean, Faculty & Research, Associate Professor Finance
  • Phone 617-353-4152
  • Office 520C
  • BOSTON UNIVERSITY
    Questrom School of Business
    Rafik B. Hariri Building
    595 Commonwealth Avenue
    Boston, MA 02215

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    Education
  • PhD, Universite de Montreal, 2000
    Publications
  • Kuersteiner , G., Rindisbacher, M. (In Press) "Real Business Cycle Models - Some Evidence for Switzerland", Swiss Journal of Economics and Statistics, 2 (130), 21-43
  • Berrada, T., Detemple, J., Rindisbacher, M. (2018) "Asset Pricing with Beliefs-Dependent Risk Aversion and Learning", Journal of Financial Economics, 128 (3), 504-534
  • Detemple, J., Rindisbacher, M. (2016) "The Handbook of Post Crisis Financial Modeling", Palgrave Macmillan190-213
  • Detemple, J., Rindisbacher, M. (2013) "A Structural Model of Dynamic Market Timing", Review of Financial Studies, 26 (10), 2492-2547
  • Bodie, Z., Detemple, J., Rindisbacher, M. (2012) "Lifecycle Consumption-Investment Policies and Pension Plans: a Dynamic Analysis", Journal of Investment Management, 10 (1), 16-51
  • Detemple, J., Rindisbacher, M. (2011) "Handbook of Computational Finance", Springer-Verlag Berlin Heidelberg (1), 675-702
  • Detemple, J., Rindisbacher, M. (2011) "Handbook of Computational Finance", Springer-Verlag Berlin Heidelberg (1), 35-60
  • Detemple, J., Rindisbacher, M. (2010) "Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications", Review of Financial Studies, 23 (1), 25-100
  • Bodie, Z., Detemple, J., Rindisbacher, M. (2009) "Life Cycle Finance and the Design of Pension Plans", Annual Review of Financial Economics, 1 (1), 249-286
  • Detemple, J., Garcia, R., Rindisbacher, M. (2008) "Simulation Methods for Optimal Portfolios, in Handbooks in Operations Research and Management Science,", Elsevier, 15867-923
  • Detemple, J., Rindisbacher, M. (2008) "Dynamic Asset Liability Management with Tolerance for Limited Shortfalls", Insurance: Mathematics and Economics, 43 (3), 281-294
  • Detemple, J., Rindisbacher, M. (2007) "Monte Carlo Methods for Derivatives of Options with Discontinuous Payoffs", Computational Statistics and Data Analysis, 51 (7), 3393-3417
  • Berrada, T., Hugonnier, J., Rindisbacher, M. (2007) "Heterogenous Preferences and Equilibrium Trading Volume", Journal of Financial Economics, 3 (83), 719-750
  • 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., Garcia, R., Rindisbacher, M. (2005) "Representation Formulas for Malliavin Derivatives of Diffusion Processes", Finance and Stochastics, 9 (3), 349-367
  • Detemple, J., Garcia, R., Rindisbacher, M. (2005) "Intertemporal Asset Allocation: A Comparison of Methods", Journal of Banking and Finance, 4 (29), 2821-2848
  • Detemple, J., Garcia, R., Rindisbacher, M. (2005) "Asymptotic Properties of Monte Carlo Estimators of Derivatives", Management Science, 51 (11), 1657-1675
  • 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
    Research Presentations
  • Rindisbacher, M., Detemple, J., Yang, W.Information and Derivatives, PUC University Rio de Janeiro, Porto Seguro, Brazil, 2017
    Awards and Honors
  • 2013, Harry Markowitz Special Distinction Award, Journal of Investment Management
  • 2008, Nancy Lang & Roger Martin Excellence in Research Award, Rotman School of Management, University of Toronto