Benjamin Holcblat

Post-Doc./Assistant Prof. in Financial Economics

E-mail: Benjamin.Holcblat @ 

Address: Handelshøyskolen BI, Nydalsveien 37,0484 Oslo, Norway
Office: B4 098 



Main research fields

 Econometrics and Asset Pricing.


"On Econometric Practices, Multiple Uses of the Same Data, and Past-Realized Data" with S. Grønneberg. (older version on arXiv)

"On Partial Sums of Smooth Functions of ARMAX Residuals" with S. Grønneberg.(available upon request)

Works in progress

 "Generalized Empirical Saddlepoint Approximation with Application to Asset Pricing" with C. Almeida.

“Estimation of Multivariate Log-GARCH-X Models” with S. Grønneberg and G. Sucarrat


 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 5-6th 2015.

Monday lunch seminar


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.