Benjamin Holcblat

Assistant Professor 
BI Norwegian Business School
Department of Finance 

E-mail: Benjamin.Holcblat @ 
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

"Econometric Inference Theories and Multiple Use of the Same Data" with S. Grønneberg.

         Presentations: BI, Univ. Catholique de Louvain (CORE), Univ. of Oslo (stat.), RCEF 2014 (Bayesian econometrics), Tinbergen Institute (ector)

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

Work in progress

“A Unifying Econometric Theory"

"Limit Theorems for Smooth Functions of ARMA-X Residuals" with  S. Grønneberg and G. Sucarrat.


PhD in Financial Economics, Carnegie Mellon University, Tepper School of Business, 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.