• PHONE: 617-353-4152
  • EMAIL:  rindisbm@bu.edu
  • OFFICE: 520C
  • OFFICE HOURS: By Appointment
  • ADDRESS: BOSTON UNIVERSITY
    Questrom School of Business
    Rafik B. Hariri Building
    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 Y1 Math Refresher Program

    GSM MF600 Y2 Math Refresher Program

    GSM MF730 F2 Portfolio Theory

  • PUBLICATIONSOpen or Close

    JOURNAL ARTICLES:

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

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

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

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

      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.

      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.

      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). 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, 15, 539-568.

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

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

    BOOK CHAPTERS:

      Detemple, J. B., & Rindisbacher, M. (2011). Portfolio Optimization. In Jin-Chuan Duan, Wolfgang Karl Härdle, James E. Gentle (Eds.), Handbook of Computational Finance (pp 675-702). Heidelberg Germany: Springer-Verlag Berlin Heidelberg.

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

      Detemple, J., Garcia, R., & Rindisbacher, M. (2008). In Simulation Methods for Optimal Portfolios, in Handbooks in Operations Research and Management Science, (Vol 15, pp 867-923). Amsterdam, Netherlands Netherlands: Elsevier.

  • 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