Access Statistics for Marcel Rindisbacher

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Monte-Carlo Method for Optimal Portfolios 0 0 3 1,522 0 1 7 3,730
Asset Pricing with Regime-Dependent Preferences and Learning 1 1 1 4 1 1 3 21
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 312 0 0 4 1,200
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 1 0 0 0 319
Trading Volumes in Dynamically Efficient Markets 0 0 0 96 0 0 0 356
Total Working Papers 1 1 4 1,935 1 2 14 5,626


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Monte Carlo Method for Optimal Portfolios 0 0 3 264 1 3 11 574
A Structural Model of Dynamic Market Timing 0 0 0 20 0 0 1 75
Asset pricing with beliefs-dependent risk aversion and learning 2 7 16 67 3 16 57 271
Asymptotic Properties of Monte Carlo Estimators of Derivatives 0 0 0 6 0 0 0 44
Asymptotic properties of Monte Carlo estimators of diffusion processes 0 0 0 40 0 0 1 164
CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS 0 0 1 75 0 1 3 138
Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications 0 0 2 69 0 0 4 185
Dynamic Noisy Rational Expectations Equilibrium With Insider Information 0 0 2 6 4 5 15 31
Dynamic asset liability management with tolerance for limited shortfalls 0 0 1 125 0 1 4 310
Heterogeneous preferences and equilibrium trading volume 0 0 0 41 0 0 0 138
Intertemporal asset allocation: A comparison of methods 0 0 1 73 0 0 3 180
Life-Cycle Finance and the Design of Pension Plans 0 0 1 85 0 1 12 308
Monte Carlo methods for derivatives of options with discontinuous payoffs 0 0 0 65 0 0 0 123
Real Business Cycle Models - Some Evidence for Switzerland 0 0 2 58 2 2 9 171
Representation formulas for Malliavin derivatives of diffusion processes 0 0 0 54 0 1 2 151
Total Journal Articles 2 7 29 1,048 10 30 122 2,863


Statistics updated 2022-11-05