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Benjamin Holcblat, PhD candidate in Financial Economics

Welcome to my homepage! I am a  Ph.D candidate in Financial Economics at Carnegie Mellon University at the Tepper School of Business. My current research interests include asset pricing, financial econometrics and international finance.


Tepper School of Business (formerly GSIA)
Carnegie Mellon University

GSIA, 3rd floor, Office 311
Pittsburgh, PA
Email: my_last_name@cmu.edu




Working papers

 "A Classical Moment-Based Approach with Bayesian Properties: The ESP." 

 "The ESP Approach: Simulation Evidence from Consumption-Based Asset Pricing."


Works in progress

"ESP selection of portfolios.”

"ESP Estimation of Consumption-Based Asset Pricing Models” with Fallaw Sowell.

 

"Solving Consumption-Based Asset Pricing Models."

 

"Bootstrap for linear GMM without recentering."

 

"Currency Market and Stock Market."


Education


Carnegie Mellon University, Tepper School of Business: PhD in Financial Economics, expected 2012.
                                                                                M.S.I.A. in Finance, 2009.

University of Paris at Panthéon Sorbonne-Paris School of Economics : M.Res. in Economics, 2007.


INSEE-ENSAE ParisTech: "Economist-Statistician" diploma, 2007.
  
Preparatory class “Literature and Social Sciences” (Hypokhâgne-Khâgne B/L), 2004.