About
Marcel Rindisbacher is a Professor at Boston University's Questrom School of Business, specializing in Finance and Computational Finance. He serves as the Ravi K. Mehrotra Professor of Business, Finance, and as Director of the Ravi K. Mehrotra Institute for Business, Markets & Society.
His research focuses on asset pricing, portfolio optimization, risk management, and Monte Carlo methods. He has published extensively in top-tier journals such as the Review of Financial Studies, Management Science, and the Journal of Financial Economics, often collaborating with notable scholars like Jérôme Detemple, René Garcia, and Zvi Bodie.
Key themes in his work include dynamic asset allocation, market timing, stochastic processes in finance, and the application of computational methods to financial modeling. His publications span theoretical frameworks and practical applications in financial engineering.
He holds a PhD from Universite de Montreal (2000) and maintains an active academic profile at Boston University, with an office in the Rafik B. Hariri Building at 595 Commonwealth Avenue, Boston, MA.
