Pierluigi Balduzzi
Pierluigi Balduzzi | |
---|---|
Nationality | American |
Occupation | Academic |
Academic background | |
Alma mater | UCLA |
Academic work | |
Discipline | Financial economics |
Institutions | Boston College |
Main interests | Asset pricing |
Website | Home page |
Pierluigi Balduzzi is a Professor of Finance at the Boston College Carroll School of Management. Balduzzi's main interest is in empirical asset pricing. In 2011 -2012 Balduzzi co-authored three papers examining target date retirement funds and retirement savings.[note 1]
Papers
Balduzzi's most cited papers are listed below.
Year | Study |
---|---|
2001 | Economic news and bond prices: Evidence from the US Treasury market[1] |
2003 | Portfolio choice and trading in a large 401 (k) plan[2] |
1999 | Transaction costs and predictability: Some utility cost calculations[3] |
1996 | A simple approach to three-factor affine term structure models[4] |
1997 | A model of target changes and the term structure of interest rates[5] |
1998 | The central tendency: A second factor in bond yields[6] |
2000 | Predictability and transaction costs: The impact on rebalancing rules and behavior[7] |
1997 | Interest rate targeting and the dynamics of short-term rates[8] |
See also
Notes
- ↑ The three papers dealing with target date funds and retirement are:
- Agnew; Balduzzi (2012). "The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia?". Retrieved December 23, 2015.
- Balduzzi; Rutter (2012). "Heterogeneity in Target-Date Funds: Optimal Risk Taking or Risk Matching?". Retrieved December 23, 2015.
- Balduzzi; Rutter (2011). "Heterogeneity in target-date funds and the pension protection act of 2006". Retrieved December 23, 2015.
References
- ↑ Balduzzi, Pierluigi; Elton, Edwin J.; Green, T. Clifton (2001). Economic news and bond prices: Evidence from the US Treasury market. Journal of Financial and Quantitative Analysis: Cambridge University Press. pp. 523–543.
- ↑ Agnew, Julie; Balduzzi, Pierluigi; Sunden, Annika (2003). Portfolio choice and trading in a large 401 (k) plan. American Economic Review: American Economic Association. pp. 193–215.
- ↑ Balduzzi, Pierluigi; Lynch, Anthony W. Transaction costs and predictability: Some utility cost calculations. Journal of Financial Economics: North-Holland. pp. 47–78.
- ↑ Balduzzi, Pierluigi; Das, Sanjiv Ranjan; Foresi, Silverio; Sundaram, Rangarajan K (1996). A simple approach to three-factor affine term structure models. The Journal of Fixed Income: Institutional Investor Journals. pp. 43–53.
- ↑ Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio (1997). A model of target changes and the term structure of interest rates. Journal of Monetary Economics: North-Holland. pp. 223–249.
- ↑ Balduzzi, Pierluigi; Das, Sanjiv Ranjan; Foresi, Silverio (1998). The central tendency: A second factor in bond yields. Review of Economics and Statistics. pp. 62–72.
- ↑ Lynch, Anthony W.; Balduzzi, Pierluigi (2000). Predictability and transaction costs: The impact on rebalancing rules and behavior. The Journal of Finance: Blackwell Publishers, Inc. pp. 2285–2309.
- ↑ Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio; Klappe, Leora (1997). Interest rate targeting and the dynamics of short-term rates. National Bureau of Economic Research.
External links
- Home page
- Author page, Academic search (beta)
- Pierluigi Balduzzi : Citation Profile, CitEc
- Google Scholar page
- RePEc/IDEAS
- Authors page,SSRN