Benjamin Holcblat
|
|
||||
| Faculty or Centre | Faculty of Law, Economics and Finance | ||||
| Department | Department of Finance | ||||
| Postal Address |
Campus Kirchberg, Université du Luxembourg 6, rue Richard Coudenhove-Kalergi L-1359 Luxembourg |
||||
| Campus Office | F 004 | ||||
|
|||||
| Telephone | (+352) 46 66 44 6808 | ||||
| Social Media & Blogs | |||||
Benjamin’s main research interests are data science, asset pricing and econometrics. Some of his research is forthcoming in the Annals of Statistics.
Benjamin Holcblat earned his PhD at Carnegie Mellon University, after earning Master degrees from ENSAE ParisTech, University of Paris at Panthéon-Sorbonne, and the Paris School of Economics.
Last updated on: Thursday, 17 September 2020
2021
Discussion of "Dynamic Asset (Mis)Pricing: Build-up vs. Resolution Anomalies" by Jules Van Binsbergen et al.Scientific Conference (2021, December 20)
2020
2019
Discussion of "Do ETFs Increase Liquidity?" by Mehmet Saglam, Tugkan Tuzun and Russ WermersScientific Conference (2019, October 18)
2018
Discussion of "Competition, cost efficiency and cross-border banking :Evidence from African banking industry" by Luc Matabaro BorauzimaScientific Conference (2018, November 23)
Discussion of "The Private Use of Credit Ratings :Evidence from Investment Mandates" by R.P.Baghai, B. Becker et. al.Scientific Conference (2018, October)
On solutions to estimating equations and the empirical saddlepoint approximation of their distribution;
Scientific Conference (2018, December 15)
On the Empirical Saddlepoint Approximation with Application to Asset Pricing;
Presentation (2018, November 06)
On the Empirical Saddlepoint Approximation with Application to Asset Pricing;
Scientific Conference (2018, June 11)
On the Empirical Saddlepoint Approximation with Application to Asset Pricing;
Presentation (2018, March 29)
2017
Discussion of "Dissecting Characteristics Nonparametrically" by M. Weber et. al.Scientific Conference (2017, October)
On the Empirical Saddlepoint Approximation with Application to Asset PricingPresentation (2017, April 27)
2016
Limit theorems for residuals from VARMAX models with potentially serially correlated errors;
Scientific Conference (2016)
Discussion of "Estimating Mutual Fund Skill: A New Approach" by Filippos Papakonstantinou et. al.Scientific Conference (2016)
