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
"On Econometric Inference and Multiple Use of the Same Data" with S. Grønneberg.
Presentations: BI, Univ. Catholique de Louvain (CORE), Univ. of Oslo (stat.), Tinbergen Institute (ector), Institut Henri Poincaré (semstats) among others.
"On Smooth Statistics of ARMAX-Residuals" with S. Grønneberg.
Presentations: SNDE, BI.
"Generalized Empirical Saddlepoint Approximation with Applications to Asset Pricing" with C. Almeida.
“A Unifying Econometric Theory"
Econometric Theory for Structural Inference (PhD, BI), Mini-course on GMM (PhD, BI), Empirical Methods in Finance (undergrad., BI); Finance (undergrad. core course, CMU).
PhD in Financial Economics, Carnegie Mellon University, 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.