• Phone: 617-353-4297
  • E-Mail:  detemple@bu.edu
  • Office: 546A
    • Office Hours: By Appointment
  • Address: Boston University School of Management
    595 Commonwealth Avenue
    Boston, MA 02215
  • Education Open or Close

    Doctorat d'Etat, Université Louis Pasteur, Strasbourg, Economics, 1985.

    Ph D, University of Pennsylvania, Wharton School, Philadelphia, Finance, 1983.

    DEA, Université Paris-Dauphine, Paris, Finance, 1980.

    MA, École Supérieure des Sciences Économiques et Commerciales-ESSEC, 1979.

  • Current CoursesOpen or Close

    GSM FE920 F1 Advanced Capital Markets

  • PublicationsOpen or Close

    Journal Articles:

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

      Detemple, J., Serrat, A., (2003). Dynamic Equilibrium with Liquidity Constraints. Review of Financial Studies, 16(2), 597-629.

      Detemple, J., Garcia, R., Rindisbacher, M., (2003). A Monte-Carlo Method for Optimal Portfolios. Journal of Finance, 58(1), 401-446.

      Detemple, J., Karatzas, I., (2003). Non-Addictive Habits: Optimal Consumption-Portfolio Policies. Journal of Economic Theory, 113(2), 265-285.

      Detemple, J., Sundaresan, S., (1999). Non-Traded Asset Valuation with Portfolio Constraints: a Binomial Approach. Review of Financial Studies, 12(4), 835-872.

      Detemple, J., Murthy, S., (1997). Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints. Review of Financial Studies, 10(4), 1133-1174.

      Broadie, M., Detemple, J., (1996). American Option Valuation: New Bounds, Approximations and a Comparison of Existing Methods. Review of Financial Studies, 9(4), 1211-1250.

      Broadie, M., Detemple, J., (1995). American Capped Call Options on Dividend Paying Assets. Review of Financial Studies, 8(1), 161-191.

      Detemple, J., Murthy, S., (1994). Intertemporal Asset Pricing with Heterogeneous Beliefs. Journal of Economic Theory, 62(2), 294-320.

      Detemple, J., Zapatero, F., (1991). Asset Prices in an Exchange Economy with Habit Formation. Econometrica, 59(6), 1633-1657.

      Adler, M., Detemple, J., (1988). On the Optimal Hedge of a Non-Traded Cash Position. Journal of Finance, 43(1), 143-153.

      Detemple, J., (1986). Asset Pricing in a Production Economy with Incomplete Information. Journal of Finance, 41(2), 383-391.

      Detemple, J., Rindisbacher, M., (Accepted). A Structural Model of Dynamic Market Timing. Review of Financial Studies,

    Books:

      Detemple, J., (2006). Book - American-Style Derivatives: Valuation and Computation. : Chapman & Hall/CRC, Financial Mathematics Series.