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Dynamic asset allocation : portfolio decomposition formula and applications
Detemple, Jérôme B.; Rindisbacher, Marcel - In: The review of financial studies 23 (2010) 1, pp. 25-100
Persistent link: https://www.econbiz.de/10003941596
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Dynamic equilibrium with liquidity constraints
Detemple, Jérôme B.; Serrat, Angel - In: The review of financial studies 16 (2003) 2, pp. 597-629
Persistent link: https://www.econbiz.de/10001764240
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American option valuation : new bounds, approximations, and a comparison of existing methods
Broadie, Mark - In: The review of financial studies 9 (1996) 4, pp. 1211-1250
Persistent link: https://www.econbiz.de/10001212386
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Nontraded asset valuation with portfolio constraints : a binominal appraoch
Detemple, Jérôme B.; Sundaresan, Suresh M. - In: The review of financial studies 12 (1999) 4, pp. 835-872
Persistent link: https://www.econbiz.de/10001421875
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Equilibrium asset prices and no-arbitrage with portfolio constraints
Detemple, Jérôme B. - In: The review of financial studies 10 (1997) 4, pp. 1133-1174
Persistent link: https://www.econbiz.de/10001229600
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A structural model of dynamic market timing
Detemple, Jérôme B.; Rindisbacher, Marcel - In: The review of financial studies 26 (2013) 10, pp. 2492-2547
Persistent link: https://www.econbiz.de/10010207251
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The value of green energy : optimal investment in mutually exclusive projects and operating leverage
Detemple, Jérôme B.; Kitapbayev, Yerkin - In: The review of financial studies 33 (2020) 7, pp. 3307-3347
Persistent link: https://www.econbiz.de/10012248922