BI Norwegian Business School
Department of Finance
E-mail: Benjamin.Holcblat @ bi.no
Address: Handelshøyskolen BI, Nydalsveien 37,0484 Oslo, Norway
Phone:(+47) 46 41 04 94
Office: B4 098
Econometrics and Asset Pricing.
"A Classical Moment-Based Approach with Bayesian Properties: Econometric Theory and Empirical Evidence from Asset Pricing." SLIDES
Presentations: Carnegie Mellon University (fin.&econ.), Univ. of Copenhagen (math.), McGill (fin.), BI, Univ. of Toulouse (TSE), Univ. of Oslo (stat.& sto. ana.), Financial econometrics conf. in Toulouse, Econometric Society European Meeting among others
"Econometric Inference Theories and Multiple Use of the Same Data" with S. Grønneberg.
Presentations: BI, Univ. Catholique de Louvain (CORE), Univ. of Oslo (stat.), RCEF 2014 (Bayesian econometrics), Tinbergen Institute (ector)
"Generalized Empirical Saddlepoint Approximation with Applications to Asset Pricing" with C. Almeida.
“A Unifying Econometric Theory"
"Limit Theorems for Smooth Functions of ARMA-X Residuals" with S. Grønneberg and G. Sucarrat.
PhD in Financial Economics, Carnegie Mellon University, Tepper School of Business, Pittsburgh, 2012.
M.Res. in Economics, University of Paris at Panthéon Sorbonne-Paris School of Economics, 2007.
"Economist-Statistician" diploma, INSEE-ENSAE ParisTech, 2007.
Preparatory class “Literature and Social Sciences” (Hypokhâgne-Khâgne B/L), 2004.