9
H index
9
i10 index
307
Citations
Marcel Rindisbacher : Citation Profile
Boston University | RESEARCH PRODUCTION: 17 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1994 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Marcel Rindisbacher. | Is cited by:
| Cites to:
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Main data
Where Marcel Rindisbacher has published?
| Journals with more than one article published | # docs |
|---|---|
| The Review of Financial Studies | 2 |
| Journal of Financial Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 2 |
Recent works citing Marcel Rindisbacher (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility. (2022). Robertson, Scott ; Detemple, Jerome ; De Temple, Jerome. In: Papers. RePEc:arx:papers:2211.15573. Full description at Econpapers || Download paper |
| 2024 | Equilibrium with Heterogeneous Information Flows. (2023). Robertson, Scott. In: Papers. RePEc:arx:papers:2304.01272. Full description at Econpapers || Download paper |
| 2023 | Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences. (2023). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.00266. Full description at Econpapers || Download paper |
| 2023 | Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. (2023). Kon, N'Golo ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-03. Full description at Econpapers || Download paper |
| 2024 | Sustainable 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. Full description at Econpapers || Download paper |
| 2024 | Back 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. Full description at Econpapers || Download paper |
| 2023 | International capital markets with interdependent preferences: Theory and empirical evidence. (2023). Curatola, Giuliano ; Dergunov, Ilya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:403-421. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Stated 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. Full description at Econpapers || Download paper |
| 2024 | Liability-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. Full description at Econpapers || Download paper |
Works by Marcel Rindisbacher:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Life-Cycle Finance and the Design of Pension Plans In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 25 |
| 2003 | A Monte Carlo Method for Optimal Portfolios In: Journal of Finance. [Full Text][Citation analysis] | article | 126 |
| 2000 | A Monte-Carlo Method for Optimal Portfolios.(2000) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
| 2005 | CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS In: Mathematical Finance. [Full Text][Citation analysis] | article | 22 |
| 2013 | Asset Pricing with Regime-Dependent Preferences and Learning In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2023 | Volatility during the COVID-19 Pandemic In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2004 | Asymptotic 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: 17 | paper | |
| 2006 | Asymptotic properties of Monte Carlo estimators of diffusion processes.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2007 | Monte Carlo methods for derivatives of options with discontinuous payoffs In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2022 | Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2008 | Dynamic asset liability management with tolerance for limited shortfalls In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 18 |
| 2005 | Intertemporal asset allocation: A comparison of methods In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
| 2018 | Asset pricing with beliefs-dependent risk aversion and learning In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 2007 | Heterogeneous preferences and equilibrium trading volume In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 2005 | Trading Volumes in Dynamically Efficient Markets In: FAME Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Asymptotic Properties of Monte Carlo Estimators of Derivatives In: Management Science. [Full Text][Citation analysis] | article | 9 |
| 2022 | Vanishing Contagion Spreads In: Management Science. [Full Text][Citation analysis] | article | 0 |
| 2010 | Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 24 |
| 2013 | A Structural Model of Dynamic Market Timing In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 0 |
| 1994 | Real Business Cycle Models - Some Evidence for Switzerland In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 0 |
| 2005 | Representation formulas for Malliavin derivatives of diffusion processes In: Finance and Stochastics. [Full Text][Citation analysis] | article | 13 |
| 2020 | Dynamic Noisy Rational Expectations Equilibrium With Insider Information In: Econometrica. [Full Text][Citation analysis] | article | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team