• Phone: 617-353-4152
  • E-Mail:  rindisbm@bu.edu
  • Office: 520C
  • Office Hours: By Appointment
  • Address: Boston University Questrom School of Business
    595 Commonwealth Avenue
    Boston, MA 02215
  • Education Open or Close

    Ph D, Universite de Montreal, Economics, 2000.

    Other.

  • PublicationsOpen or Close

    Journal Articles:

      Detemple, J. B., Rindisbacher, M., (2013). A Structural Model of Dynamic Market Timing. Review of Financial Studies, 26(10), 2492-2547.

      Bodie, Z., Detemple, J. B., Rindisbacher, M., (2012). Lifecycle Consumption-Investment Policies and Pension Plans: a Dynamic Analysis. Journal of Investment Management, 10(1), 16-51.

      Detemple, J., Rindisbacher, M., (2010). Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications. Review of Financial Studies, 23(1), 25-100.

      Bodie, Z., Detemple, J., Rindisbacher, M., (2009). Life Cycle Finance and the Design of Pension Plans. Annual Review of Financial Economics, 1(1), 249-286.

      Detemple, J., Rindisbacher, M., (2008). Dynamic Asset Liability Management with Tolerance for Limited Shortfalls. Insurance: Mathematics and Economics, 43(3), 281-294.

      Detemple, J., Rindisbacher, M., (2007). Monte Carlo Methods for Derivatives of Options with Discontinuous Payoffs. Computational Statistics and Data Analysis, 51(7), 3393-3417.

      Berrada, T., Hugonnier, J., Rindisbacher, M., (2007). Heterogenous Preferences and Equilibrium Trading Volume. Journal of Financial Economics, 3(83), 719-750.

      Detemple, J., Garcia, R., Rindisbacher, M., (2006). Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes. Journal of Econometrics, 134(1), 1-68.

      Detemple, J., Rindisbacher, M., (2005). Closed Form Solutions for Optimal Portfolio Selection with Stochastic Interest Rate and Investment Constraints. Mathematical Finance, 15(4), 539-568.

      Detemple, J., Garcia, R., Rindisbacher, M., (2005). Asymptotic Properties of Monte Carlo Estimators of Derivatives. Management Science, 51(11), 1657-1675.

      Detemple, J., Garcia, R., Rindisbacher, M., (2005). Representation Formulas for Malliavin Derivatives of Diffusion Processes. Finance and Stochastics, 9(3), 349-367.

      Detemple, J. B., Rindisbacher, M., (2005). Explicit Solutions for a Portfolio Problem with Incomplete Markets and Investment Constraints. Mathematical Finance,

      Detemple, J., Garcia, R., Rindisbacher, M., (2005). Intertemporal Asset Allocation: A Comparison of Methods. Journal of Banking and Finance, 4(29), 2821-2848.

      Kuersteiner , G., Rindisbacher, M., (1994). Real Business Cycle Models - Some Evidence for Switzerland. Swiss Journal of Economics and Statistics, 2(130), 21-43.

    Book Chapters:

      Detemple, J. B., Rindisbacher, M., (2011). Diffusion Models of Asset Prices, in Handbook of Conputational Finance,, Heidelberg: Springer Verlag, pp 35-60.


      Detemple, J. B., Rindisbacher, M., (2011). Portfolio Optimization, in Handbook of Computational Finance,, Heidelberg: Springer Verlag, pp 675-702.


      Detemple, J., Garcia, R., Rindisbacher, M., (2008). Simulation Methods for Optimal Portfolios, in Handbooks in Operations Research and Management Science,, Amsterdam, Netherlands: Elsevier, pp 867-923.


  • Editorial And Review ActivitiesOpen or Close

    Rindisbacher, M., Mathematical Finance, Associate Editor, International, Standing Editorship (Edited Multiple Publications), Appointed, Academic. (December 2008 - Present).

    Choose referees in peer review process. Send recommendations to publish or not to Editor


  • Awards and HonorsOpen or Close

    Harry Markowitz Special Distinction Award, Journal of Investment Management, Research. (March 16, 2013).

    Best paper award for Lifecycle "Consumption-Investment Policies and Pension Plans: a Dynamic Analysis"


    Nancy Lang & Roger Martin Excellence in Research Award, Rotman School of Management, University of Toronto, Research. (February 2, 2008).
    Winner of annual excellence in research competition at the Rotman School of Management