Marcel Rindisbacher

Finance · 2005–2008

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Marcel Rindisbacher trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. George K. Chacko
  2. Griselda Deelstra
  3. Luis M. Viceira

Papers from Marcel Rindisbacher's perspective

Ordered by how strongly the researchers Marcel Rindisbacher trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Optimal investment strategies in a CIR framework (Journal of Applied Probability)
  2. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
  3. The Pricing of Options and Corporate Liabilities
  4. Investing for the Long Run When Returns are Predictable
  5. Variable Selection for Portfolio Choice
  6. Estimation of affine asset pricing models using the empirical characteristic function
  7. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  8. The Surprise Element: Jumps in Interest Rates
  9. Trading Costs and Returns for US Equities: The Evidence from Daily Data
  10. A Theory for the Term Structure of Interest Rates

Their papers