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Jerome Detemple

Institution: Boston University

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www.bu.edu/questrom/profile/jerome-detemple/

First Publication: 1986

Most Recent: 2024

RePEc ID: pde1414 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 3.36 0.67 0.00 4.04 78%
Last 10 Years 2.69 8.07 0.67 0.00 11.44 91%
All Time 2.69 38.01 12.78 1.51 55.00 98%

Publication Statistics

Raw Publications 36
Coauthorship-Adjusted Count 35.51

Publications (36)

Year Article Journal Tier Authors
2024 Renewable energy investment under stochastic interest rate with regime-switching volatility Energy Economics A 3
2022 Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation Journal of Economic Dynamics and Control B 3
2022 Optimal technology adoption for power generation Energy Economics A 2
2020 The value of green energy under regulation uncertainty Energy Economics A 2
2020 The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage The Review of Financial Studies A 3
2020 Dynamic Noisy Rational Expectations Equilibrium With Insider Information Econometrica S 3
2018 Asset pricing with beliefs-dependent risk aversion and learning Journal of Financial Economics A 3
2013 A Structural Model of Dynamic Market Timing The Review of Financial Studies A 2
2010 Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications The Review of Financial Studies A 2
2009 American chooser options Journal of Economic Dynamics and Control B 2
2006 Asymptotic properties of Monte Carlo estimators of diffusion processes Journal of Econometrics A 3
2005 Intertemporal asset allocation: A comparison of methods Journal of Banking & Finance B 3
2005 Asymptotic Properties of Monte Carlo Estimators of Derivatives Management Science B 3
2004 Optimal consumption-portfolio choices and retirement planning Journal of Economic Dynamics and Control B 4
2004 ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications Management Science B 2
2003 A Monte Carlo Method for Optimal Portfolios Journal of Finance A 3
2003 Non-addictive habits: optimal consumption-portfolio policies Journal of Economic Theory A 2
2003 Dynamic Equilibrium with Liquidity Constraints The Review of Financial Studies A 2
2002 Asset pricing in an intertemporal partially-revealing rational expectations equilibrium Journal of Mathematical Economics C 1
2002 The Valuation of American Options for a Class of Diffusion Processes Management Science B 2
2000 Nonparametric estimation of American options' exercise boundaries and call prices Journal of Economic Dynamics and Control B 4
2000 American options with stochastic dividends and volatility: A nonparametric investigation Journal of Econometrics A 4
2000 The Valuation of Volatility Options Review of Finance B 2
1999 Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach. The Review of Financial Studies A 2
1998 Aggregation, efficiency and mutual fund separation in incomplete markets Economic Theory B 2
1997 Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints. The Review of Financial Studies A 2
1996 Asset and commodity prices with multi-attribute durable goods Journal of Economic Dynamics and Control B 2
1996 American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods. The Review of Financial Studies A 2
1995 The relevance of financial policy European Economic Review B 3
1995 American Capped Call Options on Dividend-Paying Assets. The Review of Financial Studies A 2
1994 Intertemporal Asset Pricing with Heterogeneous Beliefs Journal of Economic Theory A 2
1991 Further results on asset pricing with incomplete information Journal of Economic Dynamics and Control B 1
1990 Option listing and stock returns : An empirical analysis Journal of Banking & Finance B 2
1988 On the Optimal Hedge of a Nontraded Cash Position Journal of Finance A 1
1988 Hedging with futures in an intertemporal portfolio context Journal of Futures Markets C 2
1986 Asset Pricing in a Production Economy with Incomplete Information. Journal of Finance A 1