• PHONE: 617-353-4297
  • EMAIL:  detemple@bu.edu
  • OFFICE: 546A
  • OFFICE HOURS: By Appointment
    Questrom School of Business
    Rafik B. Hariri Building
    595 Commonwealth Avenue
    Boston, MA 02215
  • EDUCATION Open or Close

    DOCTORAT D'ETAT, Université Louis Pasteur, Strasbourg, France, Economics, 1985.

    PH D, University of Pennsylvania, Wharton School, Philadelphia, USA, Finance, 1983.

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

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

  • PUBLICATIONSOpen or Close


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

      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., & 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.

      Berrada, T., Detemple, J. B., & Rindisbacher, M. (Accepted). Asset Pricing with Beliefs-Dependent Risk Aversion and Learning. Journal of Financial Economics.

      Detemple, J. B., & Kitapbayev, Y. (Accepted). On American VIX Options under the Generalized 3/2 and 1/2 Models. Mathematical Finance.
      See Publication Online


      Detemple, J. (2006). Book - American-Style Derivatives: Valuation and Computation.4, 248. : Chapman & Hall/CRC, Financial Mathematics Series.

  • WEB LINKSOpen or Close