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Asset pricing with regime-depe...
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Detemple, Jérôme B.
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29
Garcia, René
18
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Hugonnier, Julien
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Kitapbayev, Yerkin
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Detemple, J.
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Detemple, Jérome
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ECONIS (ZBW)
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1
Asset pricing with beliefs-dependent risk aversion and learning
Berrada, Tony
;
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Journal of financial economics
128
(
2018
)
3
,
pp. 504-534
Persistent link: https://www.econbiz.de/10011981179
Saved in:
2
Volatility during the COVID-19 Pandemic
Berrada, Tony
;
Detemple, Jérôme B.
;
Rindisbacher, Marcel
-
2023
Persistent link: https://www.econbiz.de/10014482989
Saved in:
3
Simulationmethods for optimal portfolios
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Financial engineering
,
(pp. 867-923)
.
2008
Persistent link: https://www.econbiz.de/10003567829
Saved in:
4
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
Saved in:
5
Life-cycle finance and the design of pension plans
Bodie, Zvi
;
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Annual review of financial economics
1
(
2009
),
pp. 249-286
Persistent link: https://www.econbiz.de/10003924500
Saved in:
6
The private information price of risk
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
The handbook of post crisis financial modelling
,
(pp. 190-213)
.
2016
Persistent link: https://www.econbiz.de/10011475766
Saved in:
7
Representation formulas for Malliavin derivatives of diffusion processes
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 349-367
Persistent link: https://www.econbiz.de/10002946698
Saved in:
8
Intertemporal asset allocation : a comparison of methods
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2821-2848
Persistent link: https://www.econbiz.de/10003121055
Saved in:
9
Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 539-568
Persistent link: https://www.econbiz.de/10003121127
Saved in:
10
Asymptotic properties of Monte Carlo estimators of diffusion processes
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Journal of econometrics
134
(
2006
)
1
,
pp. 1-68
Persistent link: https://www.econbiz.de/10003368411
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