| A Monte Carlo method for optimal portfolios JB Detemple, R Garcia, M Rindisbacher The Journal of Finance 58 (1), 401-446, 2003 | 393 | 2003 |
| Dynamic asset allocation: Portfolio decomposition formula and applications J Detemple, M Rindisbacher The Review of Financial Studies 23 (1), 25-100, 2010 | 76 | 2010 |
| Life-cycle finance and the design of pension plans Z Bodie, J Detemple, M Rindisbacher Annu. Rev. Financ. Econ. 1 (1), 249-286, 2009 | 73 | 2009 |
| Dynamic asset liability management with tolerance for limited shortfalls J Detemple, M Rindisbacher Insurance: Mathematics and Economics 43 (3), 281-294, 2008 | 66 | 2008 |
| Closed‐Form Solutions for Optimal Portfolio Selection with Stochastic Interest Rate and Investment Constraints J Detemple, M Rindisbacher Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 62 | 2005 |
| Representation formulas for Malliavin derivatives of diffusion processes J Detemple, R Garcia, M Rindisbacher Finance and Stochastics 9, 349-367, 2005 | 50 | 2005 |
| Intertemporal asset allocation: A comparison of methods J Detemple, R Garcia, M Rindisbacher Journal of Banking & Finance 29 (11), 2821-2848, 2005 | 45 | 2005 |
| Heterogeneous preferences and equilibrium trading volume T Berrada, J Hugonnier, M Rindisbacher Journal of Financial Economics 83 (3), 719-750, 2007 | 42 | 2007 |
| Asset pricing with beliefs-dependent risk aversion and learning T Berrada, J Detemple, M Rindisbacher Journal of Financial Economics 128 (3), 504-534, 2018 | 39* | 2018 |
| Asymptotic properties of Monte Carlo estimators of diffusion processes J Detemple, R Garcia, M Rindisbacher Journal of Econometrics 134 (1), 1-68, 2006 | 30 | 2006 |
| Asymptotic properties of Monte Carlo estimators of derivatives J Detemple, R Garcia, M Rindisbacher Management science 51 (11), 1657-1675, 2005 | 25 | 2005 |
| A structural model of dynamic market timing J Detemple, M Rindisbacher The Review of Financial Studies 26 (10), 2492-2547, 2013 | 18* | 2013 |
| Simulation methods for optimal portfolios J Detemple, R Garcia, M Rindisbacher Handbooks in Operations Research and Management Science 15, 867-923, 2007 | 16 | 2007 |
| Dynamic noisy rational expectations equilibrium with insider information J Detemple, M Rindisbacher, S Robertson Econometrica 88 (6), 2697-2737, 2020 | 10 | 2020 |
| Optimal portfolio allocations with hedge funds J Detemple, R Garcia, M Rindisbacher AFA 2010 Atlanta Meetings Paper, 2009 | 10 | 2009 |
| Monte Carlo methods for derivatives of options with discontinuous payoffs J Detemple, M Rindisbacher Computational statistics & data analysis 51 (7), 3393-3417, 2007 | 9 | 2007 |
| Lifecycle consumption-investment policies and pension plans: A dynamic analysis Z Bodie, J Detemple, M Rindisbacher Journal of Investment Management 10 (1), 16, 2012 | 4 | 2012 |
| Insider information, arbitrage and optimal portfolio and consumption policies M Rindisbacher Arbitrage and Optimal Portfolio and Consumption Policies (June 2001), 2001 | 4 | 2001 |
| Vanishing Contagion Spreads D Duarte, R Prieto, M Rindisbacher, Y Saporito Available at SSRN 3086679 forthcoming Management Science, 2019 | 3 | 2019 |
| Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation J Detemple, M Rindisbacher, S Robertson Journal of Economic Dynamics and Control 141, 104375, 2022 | 2 | 2022 |
Jerome DetempleMorton H. and Charlotte Friedman Professor in FinanceVerified email at bu.edu
