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Garcia, René
25
Detemple, Jérôme
15
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11
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4
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4
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4
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The review of financial studies
11
Journal of econometrics
4
Journal of economic dynamics & control
3
The Canadian journal of economics
3
Finance and stochastics
2
Insurance / Mathematics & economics
2
Journal of applied econometrics
2
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OLC EcoSci
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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:
2
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:
3
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
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4
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
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5
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
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6
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
Saved in:
7
Lifecycle consumption-investment policies and pension plans : a dynamic analysis
Bodie, Zvi
;
Detemple, Jérôme
;
Rindisbacher, Marcel
- In:
Journal of investment management : JOIM
10
(
2012
)
1
,
pp. 16-51
Persistent link: https://www.econbiz.de/10010048628
Saved in:
8
Dynamic asset liability management with tolerance for limited shortfalls
Detemple, Jérôme
;
Rindisbacher, Marcel
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 281-295
Persistent link: https://www.econbiz.de/10008893166
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9
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
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10
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
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