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Benjamin Holcblat

Benjamin Holcblat

Assistant professor/Senior research scientist

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
Email
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

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2021

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2020

See detailThe ESP estimator
Holcblat, Benjamin; Sowell, Fallaw

Scientific Conference (2020, August 17)

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2019

Full Text
See detailOn partial-sum processes of ARMAX residuals
Holcblat, Benjamin; Gronneberg, Steffen

in Annals of Statistics (2019), 47(6), 3216-3243

See detailAnomaly or Risk Factor? Some Simple Tests
Holcblat, Benjamin; Lioui, Abraham; Weber, Michael

Scientific Conference (2019, December 16)

See detailThe ESP estimator
Holcblat, Benjamin; Sowell, Fallaw

Scientific Conference (2019, October 08)

See detailThe ESP estimator
Holcblat, Benjamin; Sowell, Fallaw

Presentation (2019, January 21)

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2018

See detailOn solutions to estimating equations and the empirical saddlepoint approximation of their distribution
Holcblat, Benjamin; Sowell, Fallaw

Scientific Conference (2018, December 15)

See detailThe Empirical Saddlepoint Estimator
Holcblat, Benjamin; Sowell, Fallaw

Scientific Conference (2018, December 04)

See detailThe Empirical Saddlepoint Estimator
Holcblat, Benjamin; Sowell, Fallaw

Scientific Conference (2018, November 28)

See detailOn the Empirical Saddlepoint Approximation with Application to Asset Pricing
Holcblat, Benjamin; Sowell, Fallaw

Presentation (2018, November 06)

See detailOn the Empirical Saddlepoint Approximation with Application to Asset Pricing
Holcblat, Benjamin; Sowell, Fallaw

Scientific Conference (2018, June 11)

See detailOn the Empirical Saddlepoint Approximation with Application to Asset Pricing
Holcblat, Benjamin; Sowell, Fallaw

Presentation (2018, March 29)

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2017

See detailOn Partial-Sum Processes of ARMAX Residuals
Gronneberg; Holcblat, Benjamin

Presentation (2017, February 11)

See detailDiscussion of "Dissecting Characteristics Nonparametrically" by M. Weber et. al.
Holcblat, Benjamin

Scientific Conference (2017, October)

See detailOn Partial-Sum Processes of ARMAX Residuals
Holcblat, Benjamin; Gronneberg, Steffen

Scientific Conference (2017, December)

See detailThe Empirical Saddlepoint Estimator
Holcblat, Benjamin; Sowell, Fallaw

Scientific Conference (2017, December 17)

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2016

See detailLimit theorems for residuals from VARMAX models with potentially serially correlated errors
Gronneberg, Steffen; Holcblat, Benjamin

Scientific Conference (2016)

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