1

A Monte Carlo Method for Optimal Portfolios

Jérôme B. Detemple, René Garcia, Marcel Rindisbacher
Journal:
The Journal of Finance
Year:
2003
Language:
english
File:
PDF, 651 KB
english, 2003
2

Life-Cycle Finance and the Design of Pension Plans

Bodie, Zvi, Detemple, Jérôme, Rindisbacher, Marcel
Journal:
Annual Review of Financial Economics
Year:
2009
Language:
english
File:
PDF, 1.71 MB
english, 2009
4

Intertemporal asset allocation: A comparison of methods

Jérôme Detemple, René Garcia, Marcel Rindisbacher
Journal:
Journal of Banking & Finance
Year:
2005
Language:
english
File:
PDF, 309 KB
english, 2005
7

Asymptotic Properties of Monte Carlo Estimators of Derivatives

Detemple, Jérôme, Garcia, René, Rindisbacher, Marcel
Journal:
Management Science
Year:
2005
Language:
english
File:
PDF, 331 KB
english, 2005
8

Heterogeneous preferences and equilibrium trading volume

Tony Berrada, Julien Hugonnier, Marcel Rindisbacher
Journal:
Journal of Financial Economics
Year:
2007
Language:
english
File:
PDF, 322 KB
english, 2007
9

A Structural Model of Dynamic Market Timing

Detemple, Jérôme, Rindisbacher, Marcel
Journal:
Review of Financial Studies
Year:
2013
Language:
english
File:
PDF, 1.32 MB
english, 2013
10

A Monte Carlo Method for Optimal Portfolios

Jérôme B. Detemple, René Garcia and Marcel Rindisbacher
Journal:
The Journal of Finance
Year:
2003
Language:
english
File:
PDF, 1.43 MB
english, 2003