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

  • Computational Financial Econometrics, Pisa, Dec 15th, conference;
  • EDHEC, Nov 11th, seminar;
  • Tilburg University, June 11-12th, EBC conference;
  • Lausanne-EPFL, March 29th, seminar.


Main research fields

 Data Science, Econometrics and Asset Pricing.

Papers (available upon request)

"On Bayesian Theory in Empirical Economics and Finance.with S. Grønneberg 

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

"On Partial-Sum Processes of ARMAX Residuals" with S. Grønneberg. Accepted at The Annals of Statistics. 

"On GFI Adequacy" with S. Grønneberg.

"The ESP estimator" with F. Sowell.


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

Organization of conferences and seminars

CFE Session, December 15th 2018.

CFE Session, December 17th 2017.

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

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

CAPR Monday lunch seminar, 2012-2016.


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

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

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

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