Benjamin Holcblat

Research Associate (Assistant Chercheur)

E-mail: benjamin dot holcblat at uni dot lu 

Office Phone: (+352) 46 66 44 68 08
Address: University of Luxembourg, LSF6 Rue Richard Coudenhove-Kalergi, 1359 Luxembourg
Office: F 003

News
  • CEMFI, Madrid, April 24th, seminar,
  • Visit at LSE and BI, Feb,
  • University of Oxford, Feb 10th, seminar.
  • CFE-ERCIM, Sevilla, Dec 9-11th, presentation.


 



Main research fields

 Data Science and Asset Pricing.


Preprints




"Why Has Econometric Inference Been Possible?" with S. Grønneberg. 


"Limit Theorems for Residuals from VARMAX Models with Potentially Serially Correlated Errors" with S. Grønneberg.


"On GFI Adequacy" with S. Grønneberg.



Teaching

 Econometric Theory for Structural Inference in Finance (PhD, BI), Mini-course on GMM (PhD, BI), Analysis of Financial Data (undergrad., BI), Empirical methods in Finance (undergrad., BI), Finance (undergrad. core course, Carnegie Mellon University).  



Organization of conferences and seminars

BI-SHoF Conference, June 3-4th 2016.

BI-SHoF Conference, June 5-6th 2015.

Monday lunch seminar


Education


Ph.D. in Financial Economics, Carnegie Mellon University, Pittsburgh, 2012. 

M.Sc. in Finance,  Carnegie Mellon University, Pittsburgh, 2009.

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

"Economist-Statistician" diploma, INSEE-ENSAE ParisTech, 2007.