Benjamin Holcblat


Assistant Professor 
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 





Research interests

 Econometrics and Asset Pricing.


Working papers


"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.



Work in progress

“A Unifying Econometric Theory"


Organization of conferences and seminars

Monday lunch seminar

Young Scholars Nordic Finance Workshop, November 27‐28th, 2014.

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


Teaching

Econometric Theory for Structural Inference (PhD, BI), Mini-course on GMM (PhD, BI), Empirical Methods in Finance (undergrad., BI); Finance (undergrad. core course, CMU).



Education


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.