Marcel Rindisbacher

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-0807-7868

Questrom School of Business, Boston University, Boston, Massachusetts 02215

Publications

• Volatility During the COVID-19 Pandemic — Management Science 2026
• Vanishing Contagion Spreads — Management Science 2022
• Dynamic Noisy Rational Expectations Equilibrium With Insider Information — Econometrica 2020
• A Structural Model of Dynamic Market Timing — The Review of Financial Studies 2013
• Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications — The Review of Financial Studies 2010
• Heterogeneous preferences and equilibrium trading volume — Journal of Financial Economics 2007
• Asymptotic Properties of Monte Carlo Estimators of Derivatives — Management Science 2005
• A Monte Carlo Method for Optimal Portfolios — The Journal of Finance 2003