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Rindisbacher, Marcel
12
Detemple, Jérôme
9
Hugonnier, Julien
5
Garcia, René
3
Berrada, Tony
2
Hugonnier, J.
2
Bodie, Zvi
1
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Detemple, J#x00e9r#x00f4me
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The review of financial studies
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
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OLC EcoSci
ECONIS (ZBW)
113
RePEc
45
USB Cologne (business full texts)
11
EconStor
2
Other ZBW resources
2
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Heterogeneous preferences and equilibrium trading volume
Berrada, Tony
;
Hugonnier, Julien
;
Rindisbacher, Marcel
- In:
Journal of financial economics
83
(
2007
)
3
,
pp. 719-750
Persistent link: https://www.econbiz.de/10007604733
Saved in:
2
Incomplete information, idiosyncratic volatility and stock returns
Berrada, Tony
;
Hugonnier, Julien
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10010053724
Saved in:
3
Asymptotic Properties of Monte Carlo Estimators of Derivatives
Detemple, J#x00e9r#x00f4me
;
Garcia, Ren#x00e9
; …
- In:
Management science : journal of the Institute for …
51
(
2005
)
11
,
pp. 1657-1675
Persistent link: https://www.econbiz.de/10006076765
Saved in:
4
CLOSED-FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS
Detemple, Jérme
;
Rindisbacher, Marcel
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 539-568
Persistent link: https://www.econbiz.de/10008214126
Saved in:
5
Representation formulas for Malliavin derivatives of diffusion processes
Detemple, Jérôme
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 349-368
Persistent link: https://www.econbiz.de/10008214296
Saved in:
6
Intertemporal asset allocation: A comparison of methods
Detemple, Jérôme
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2821-2848
Persistent link: https://www.econbiz.de/10005880123
Saved in:
7
A Structural Model of Dynamic Market Timing
Detemple, Jérôme
;
Rindisbacher, Marcel
- In:
The review of financial studies
26
(
2013
)
10
,
pp. 2492-2491
Persistent link: https://www.econbiz.de/10010178405
Saved in:
8
Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications
Detemple, Jérôme
;
Rindisbacher, Marcel
- In:
The review of financial studies
23
(
2013
)
1
,
pp. 25-24
Persistent link: https://www.econbiz.de/10010113774
Saved in:
9
Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications
Detemple, Jérôme
;
Rindisbacher, Marcel
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 25-25
Persistent link: https://www.econbiz.de/10008352742
Saved in:
10
Dynamic asset liability management with tolerance for limited shortfalls
Detemple, Jérôme
;
Rindisbacher, Marcel
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 281-294
Persistent link: https://www.econbiz.de/10008149220
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