• Phone: 617-353-4297
  • E-Mail:  detemple@bu.edu
  • Office: 546A
  • Office Hours: By Appointment
  • Address: Boston University Questrom School of Business
    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.

  • 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.

      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.

    Books:

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

  • General ServiceOpen or Close

    Service to the School:

      Local, QST, Finance  Department, Committee Chair, 3rd Year Faculty Review - Rodolfo Prieto. (September 1, 2013 - October 31, 2013).

    Service to the Profession:

      International, Professional/To the Academy, Committee Chair, FMA - Financial Management Association - Prize Committee Chair. (July 1, 2015 - October 10, 2015).

  • Web LinksOpen or Close