• 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.

  • Current CoursesOpen or Close

    GSM FE918 A1 Doctoral Seminar in Finance

    GSM MF600 A1 Math Refresher Program

    GSM MF600 B1 Math Refresher Program

    GSM MF730 F1 Portfolio Theory

    GSM MF730 F2 Portfolio Theory

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

      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). 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. (Accepted). 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). Portfolio Optimization, in Handbook of Computational Finance, Jin-Chuan Duan, Wolfgang Karl Härdle, James E. Gentle, Heidelberg: Springer-Verlag Berlin Heidelberg, pp 675-702.

      Detemple, J. B., & Rindisbacher, M. (2011). Diffusion Models of Asset Prices, in Handbook of Computational Finance, Jin-Chuan Duan, Wolfgang Karl Härdle, James E. Gentle, Heidelberg: Springer-Verlag Berlin Heidelberg, pp 35-60.

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

      Detemple, J. B., & Rindisbacher, M. (Accepted). in The Information Price of Risk in "The Handbook of Post Crisis Financial Management" : New Palgrave.

  • 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