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Detemple, J., Rindisbacher, M., Robertson, S. (2022). “Dynamic Noisy Rational Expectations Equilibrium with Insider Information: Welfare and Regulation.”, Journal of Economic Dynamics and Control

Berrada, T., Detemple, J., Rindisbacher, M. (2018). “Asset Pricing with Regime Dependent Preferences and Learning”, Journal of Financial Economics, 128 (3), 504-534

Detemple, J., Rindisbacher, M. (2016). The Private Information Price of Risk. In M, Duygun., S, Fedotov., E, Haven., P, Molyneux., J, Wilson. (Eds.), “The Handbook of Post Crisis Financial Modeling”, Palgrave Macmillan 190-213

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

Detemple, J., Rindisbacher, M. (2011). Portfolio Optimization. In J, Duan,., JE, Gentle., W, Hardle. (Eds.), “Handbook of Computational Finance”, Springer Verlag 675-702

Detemple, J., Rindisbacher, M. (2011). Diffusion Models of Asset Prices. In J, Duan., JE, Gentle., W, Hardle. (Eds.), “Handbook of Computational Finance”, Springer Verlag 35-60

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

Bodie, Z., Detemple, J., Rindisbacher, M. (2009). “Life-Cycle Finance and the Design of Pension Plans”, Annual Review of Financial Economics, 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). “Heterogeneous preferences and equilibrium trading volume”, Journal of Financial Economics, 83 (3), 719-750

Detemple, J., Garcia, R., Rindisbacher, M. (2006). Simulation Methods for Optimal Portfolios. In JR, Birge., V, Linetsky. (Eds.), “Handbooks in Operations Research and Management Science, Volume 15, Financial Engineering”, Elsevier 867-923

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., Garcia, R., Rindisbacher, M. (2005). “Intertemporal asset allocation: A comparison of methods”, Journal of Banking and Finance, 29 (11), 2821-2848

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, R., Garcia, R., Rindisbacher, M. (2005). “Representation formulas for Malliavin derivatives of diffusion processes”, Finance and Stochastics, 9 (3), 349-367

Detemple, J., Govindaraj, S., Loewenstein, M. (2005). “Wealth-Robust Intertemporal Incentive Contracts”,

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