Jerome Detemple : Citation Profile

Are you Jerome Detemple?

Boston University

21

H index

32

i10 index

1608

Citations

RESEARCH PRODUCTION:

57

Articles

33

Papers

RESEARCH ACTIVITY:

   38 years (1986 - 2024). See details.
   Cites by year: 42
   Journals where Jerome Detemple has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 35 (2.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde1414
   Updated: 2024-11-08    RAS profile: 2024-10-08    
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Relations with other researchers

Works with:

Rindisbacher, Marcel (3)

Moraux, Franck (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jerome Detemple.

Is cited by:

Basak, Suleyman (49)

Pavlova, Anna (22)

Castaneda, Pablo (21)

Scaillet, Olivier (20)

Uppal, Raman (16)

De Donno, Marzia (15)

Guidolin, Massimo (13)

Miao, Jianjun (13)

Rigobon, Roberto (12)

Jouini, Elyès (11)

Dumas, Bernard (11)

Cites to:

merton, robert (37)

Duffie, Darrell (24)

Rindisbacher, Marcel (19)

Brennan, Michael (18)

Jarrow, Robert (18)

Garcia, René (16)

He, Hua (12)

He, Hua (12)

Constantinides, George (12)

Grossman, Sanford (12)

Fleten, Stein-Erik (10)

Main data

Where Jerome Detemple has published?

Journals with more than one article published# docs
The Review of Financial Studies8
Journal of Economic Dynamics and Control6
Energy Economics3
Journal of Finance3
Finance and Stochastics2
Journal of Banking & Finance2
Annual Review of Financial Economics2
Mathematical Finance2
Journal of Econometrics2
Journal of Economic Theory2
L'Actualité Economique2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Jerome Detemple (2024 and 2023)

YearTitle of citing document
2024Beating the curse of dimensionality in options pricing and optimal stopping. (2018). Chen, Yilun ; Goldberg, David A. In: Papers. RePEc:arx:papers:1807.02227.

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2024The Black-Scholes-Merton dual equation. (2019). Liu, Qiang ; Guo, Shuxin . In: Papers. RePEc:arx:papers:1912.10380.

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2023A nonparametric algorithm for optimal stopping based on robust optimization. (2021). Sturt, Bradley. In: Papers. RePEc:arx:papers:2103.03300.

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2024The American put with finite-time maturity and stochastic interest rate. (2021). Cai, Cheng ; Palczewski, Jan ; de Angelis, Tiziano. In: Papers. RePEc:arx:papers:2104.08502.

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2024Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648.

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2023Recent Advances in Reinforcement Learning in Finance. (2021). Yang, Huining ; Xu, Renyuan ; Hambly, Ben. In: Papers. RePEc:arx:papers:2112.04553.

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2023Neural Optimal Stopping Boundary. (2022). Tissot-Daguette, Valentin ; Soner, Mete H ; Reppen, Max A. In: Papers. RePEc:arx:papers:2205.04595.

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2024A mean field game approach to equilibrium consumption under external habit formation. (2022). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Papers. RePEc:arx:papers:2206.13341.

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2024Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2023). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095.

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2024Optimal stopping of Gauss-Markov bridges. (2022). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.05835.

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2023Optimal Mix Among PAYGO, EET and Individual Savings. (2023). Song, Yilun ; Ren, Zhaojie ; Liang, Zongxia ; He, Lin. In: Papers. RePEc:arx:papers:2302.09218.

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2024Equilibrium with Heterogeneous Information Flows. (2023). Robertson, Scott. In: Papers. RePEc:arx:papers:2304.01272.

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2023A greedy algorithm for habit formation under multiplicative utility. (2023). Salisbury, Thomas S ; Kirusheva, Snezhana. In: Papers. RePEc:arx:papers:2305.04748.

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2023American Exchange option driven by a L\evy process. (2023). Marah, Zakaria. In: Papers. RePEc:arx:papers:2307.10900.

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2023Enhancing accuracy for solving American CEV model with high-order compact scheme and adaptive time stepping. (2023). Ware, Tony ; Dai, Weizhong ; Nwankwo, Chinonso. In: Papers. RePEc:arx:papers:2309.03984.

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2023Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2311.12169.

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2023Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences. (2023). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.00266.

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2023Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:683.

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2024Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137.

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2023Belief aggregation for representative agent models. (2023). Zimper, Alexander. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:2:p:309-342.

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2023Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486.

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2023OPTIMAL PORTFOLIO, CONSUMPTION-LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY. (2008). Shim, Gyoocheol ; Shin, Yong Hyun ; Choi, Kyoung Jin. In: Mathematical Finance. RePEc:bla:mathfi:v:18:y:2008:i:3:p:445-472.

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2023.

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2023Recent advances in reinforcement learning in finance. (2023). Yang, Huining ; Xu, Renyuan ; Hambly, Ben. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:437-503.

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2023Risk management in solar-based power plants with storage: a comparative study. (2023). Mora, Carlos Ruiz ; Oliveira, Fernando S. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:38369.

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2024Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Escribano, Ana ; Diaz, Antonio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029.

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2023Optimal procurement and investment in new technologies under uncertainty. (2023). Zwart, Gijsbert ; Arve, Malin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000118.

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2023Business-cycle consumption risk and asset prices. (2023). Tamoni, Andrea ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001410.

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2023On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. (2023). Vodika, Peter ; Nielsen, Jens Perch ; Kyriakou, Ioannis ; Gerrard, Russell. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:948-962.

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2024An efficient and provable sequential quadratic programming method for American and swing option pricing. (2024). Ma, Jingtang ; Huang, Weizhang ; Shen, Jinye. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:19-35.

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2023Public support and energy innovation: Why do firms react differently?. (2023). Zhang, Lin. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000269.

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2023Green investment and asset stranding under transition scenario uncertainty. (2023). Tankov, Peter ; Flora, Maria. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002712.

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2023Valuation of chooser options with state-dependent risks. (2023). Chen, Jun-Home ; Lian, Yu-Min. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007036.

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2023Optimal consumption and life insurance under shortfall aversion and a drawdown constraint. (2023). Zhang, Qinyi ; Yu, Xiang ; Li, Xun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:25-45.

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2023Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83.

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2024Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans. (2024). Martinez-Carrasco, Miguel ; Garcia-Huitron, Manuel E ; Martellini, Lionel ; Mantilla-Garcia, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002479.

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2023Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091.

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2023Rivals risk-taking incentives and firm corporate policy. (2023). Abdoh, Hussein. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:106-123.

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2024Asset pricing tests for pandemic risk. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1314-1334.

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2024Strategic asset allocation with distorted beliefs. (2024). Wei, Tzu-Wen ; Hung, Mao-Wei ; Chung, San-Lin ; Yeh, Chung-Ying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:804-831.

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2024Optimal stopping of an Ornstein–Uhlenbeck bridge. (2024). Garcia-Portugues, E ; Dauria, B ; Azze, A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000486.

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2023.

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2023.

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2023.

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2024.

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2023The Impact of Commercial Medical Insurance Participation on Household Debt. (2023). Ren, Ting ; He, DI ; Hong, Cancheng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1526-:d:1034220.

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2023The Legacy of Peter Fishburn: Foundational Work and Lasting Impact. (2023). Simon, Jay ; Hupman, Andrea C. In: Decision Analysis. RePEc:inm:ordeca:v:20:y:2023:i:1:p:1-15.

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2023Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2972-3002.

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2023Stated Product Choices of Heterogeneous Agents are Largely Consistent with Standard Models. (2023). Soest, Arthur ; Nijman, Theo ; Dees, Bart. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:3:d:10.1007_s10645-023-09424-0.

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2024Liability-driven investment for pension funds: stochastic optimization with real assets. (2024). Owadally, Iqbal ; Clare, Andrew ; Jang, Chul. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:3:d:10.1057_s41283-024-00141-9.

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2023Deep stochastic optimization in finance. (2023). Tissot-Daguette, Valentin ; Soner, Mete H ; Reppen, Max A. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00074-6.

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2023Optimal execution with multiplicative price impact and incomplete information on the return. (2023). Ferrari, Giorgio ; Dammann, Felix. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:3:d:10.1007_s00780-023-00508-y.

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2023.

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Works by Jerome Detemple:

YearTitleTypeCited
2009Life-Cycle Finance and the Design of Pension Plans In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article25
2014Optimal Exercise for Derivative Securities In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article6
2017On American VIX options under the generalized 3/2 and 1/2 models In: Papers.
[Full Text][Citation analysis]		paper7
2018On American VIX options under the generalized 3/2 and 1/2 models.(2018) In: Mathematical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2017American Options with Discontinuous Two-Level Caps In: Papers.
[Full Text][Citation analysis]		paper0
2024Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility In: Papers.
[Full Text][Citation analysis]		paper1
1986 Asset Pricing in a Production Economy with Incomplete Information. In: Journal of Finance.
[Full Text][Citation analysis]		article135
1988 On the Optimal Hedge of a Nontraded Cash Position. In: Journal of Finance.
[Full Text][Citation analysis]		article21
2003A Monte Carlo Method for Optimal Portfolios In: Journal of Finance.
[Full Text][Citation analysis]		article125
2000A Monte-Carlo Method for Optimal Portfolios.(2000) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 125		paper
1997The Valuation of American Options on Multiple Assets In: Mathematical Finance.
[Full Text][Citation analysis]		article55
1994The Valuation of American Options on Multiple Assets.(1994) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2013Asset Pricing with Regime-Dependent Preferences and Learning In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper11
2023Volatility during the COVID-19 Pandemic In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2003Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper16
2004Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes..(2004) In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2006Asymptotic properties of Monte Carlo estimators of diffusion processes.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
1994American Capped Call Options on Dividend Paying Assets In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper26
1993American Capped Call Options on Dividend Paying Assets..(1993) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has nother version. Agregated cites: 26		paper
1995American Capped Call Options on Dividend-Paying Assets..(1995) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
1994American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper155
1996American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods..(1996) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 155		article
1995Asset and Commodity Prices with Multiattribute Durable Goods In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper12
1996Asset and commodity prices with multi-attribute durable goods.(1996) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
1996American Options on Dividend-Paying Assets In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
1996Recent Advances in Numerical Methods for Pricing Derivative Securities In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper1
1996Nonparametric Estimation of American Options Exercise Boundaries and Call Prices In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper19
2000Nonparametric estimation of American options exercise boundaries and call prices.(2000) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
1996American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper42
2000American options with stochastic dividends and volatility: A nonparametric investigation.(2000) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		article
1997Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper10
1998Aggregation, efficiency and mutual fund separation in incomplete markets.(1998) In: Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
1997Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper70
1997Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints..(1997) In: The Review of Financial Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 70		article
1998Dynamic Equilibrium with Liquidity Constraints In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper32
2003Dynamic Equilibrium with Liquidity Constraints.(2003) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
1999Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper66
1999Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach..(1999) In: The Review of Financial Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 66		article
1999The Valuation of Volatility Options In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper60
2000The Valuation of Volatility Options.(2000) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		article
1999American Options: Symmetry Properties In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper1
1990The relevance of financial policy In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper4
1995The relevance of financial policy.(1995) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1995The relevance of financial policy.(1995) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
1989THE RELEVANCE OF FINANCIAL POLICY..(1989) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1991Asset Prices in an Exchange Economy with Habit Formation. In: Econometrica.
[Full Text][Citation analysis]		article93
2007Monte Carlo methods for derivatives of options with discontinuous payoffs In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
2022Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
1991Further results on asset pricing with incomplete information In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article25
2004Optimal consumption-portfolio choices and retirement planning In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article53
2009American chooser options In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article6
2020American step options In: European Journal of Operational Research.
[Full Text][Citation analysis]		article6
2020American Step Options.(2020) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2022Optimal technology adoption for power generation In: Energy Economics.
[Full Text][Citation analysis]		article1
2024Renewable energy investment under stochastic interest rate with regime-switching volatility In: Energy Economics.
[Full Text][Citation analysis]		article0
2020The value of green energy under regulation uncertainty In: Energy Economics.
[Full Text][Citation analysis]		article15
2008Dynamic asset liability management with tolerance for limited shortfalls In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article18
1990Option listing and stock returns : An empirical analysis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article55
2005Intertemporal asset allocation: A comparison of methods In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2003Non-addictive habits: optimal consumption-portfolio policies In: Journal of Economic Theory.
[Full Text][Citation analysis]		article17
1994Intertemporal Asset Pricing with Heterogeneous Beliefs In: Journal of Economic Theory.
[Full Text][Citation analysis]		article93
2018Asset pricing with beliefs-dependent risk aversion and learning In: Journal of Financial Economics.
[Full Text][Citation analysis]		article9
2002Asset pricing in an intertemporal partially-revealing rational expectations equilibrium In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article7
1993Bounds and Approximations for American Option Values. In: Columbia - Graduate School of Business.
[Citation analysis]		paper0
1989FINANCIAL INNOVATION, VALUES AND VOLATILITIES WHEN MARKETS ARE INCOMPLETE. In: Columbia - Graduate School of Business.
[Citation analysis]		paper2
1989OPTION LISTING AND STOCK RETURNS. In: Columbia - Graduate School of Business.
[Citation analysis]		paper8
1989BOUD COVENANTS AND THE VALUATION OF RISK DEBT: A NEW APPROACH. In: Columbia - Graduate School of Business.
[Citation analysis]		paper0
1989OPTIMAL CONSUMPTION-PORTFOLIO POLICIES WITH HABIT FORMATION. In: Columbia - Graduate School of Business.
[Citation analysis]		paper1
2021Optimal Power Investment and Pandemics: A Micro-Economic Analysis In: Energies.
[Full Text][Citation analysis]		article1
2018Optimal Investment under Cost Uncertainty In: Risks.
[Full Text][Citation analysis]		article1
1998Generalized optimal stopping problems and financial markets, by Dennis Wong In: International Journal of Stochastic Analysis.
[Full Text][Citation analysis]		article0
1991A General Equilibrium Analysis of Option and Stock Market Interactions. In: International Economic Review.
[Full Text][Citation analysis]		article81
2002The Valuation of American Options for a Class of Diffusion Processes In: Management Science.
[Full Text][Citation analysis]		article41
2004ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications In: Management Science.
[Full Text][Citation analysis]		article72
2005Asymptotic Properties of Monte Carlo Estimators of Derivatives In: Management Science.
[Full Text][Citation analysis]		article9
2002Book Reviews In: Journal of Economics.
[Full Text][Citation analysis]		article0
2010Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications In: The Review of Financial Studies.
[Full Text][Citation analysis]		article23
2013A Structural Model of Dynamic Market Timing In: The Review of Financial Studies.
[Full Text][Citation analysis]		article0
2020The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage In: The Review of Financial Studies.
[Full Text][Citation analysis]		article4
1990Financial Innovation, Values and Volatilities when Markets Are Incomplete* In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]		article5
1987Acquisition d’information dans un modèle intertemporel en temps continu In: L'Actualité Economique.
[Full Text][Citation analysis]		article5
1993Demande de portefeuille et politique de couverture de risque sous information incomplète In: L'Actualité Economique.
[Full Text][Citation analysis]		article0
2005Wealth-Robust Intertemporal Incentive Contracts In: Computing in Economics and Finance 2005.
[Citation analysis]		paper0
2012An optimal stopping problem with a reward constraint In: Finance and Stochastics.
[Full Text][Citation analysis]		article3
2005Representation formulas for Malliavin derivatives of diffusion processes In: Finance and Stochastics.
[Full Text][Citation analysis]		article12
2014Portfolio Selection: A Review In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]		article13
2021Callable barrier reverse convertible securities In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2020Dynamic Noisy Rational Expectations Equilibrium With Insider Information In: Econometrica.
[Full Text][Citation analysis]		article5
1988Hedging with futures in an intertemporal portfolio context In: Journal of Futures Markets.
[Full Text][Citation analysis]		article5
2022Asset Prices and Pandemics: The Effects of Lockdowns In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article2

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