Pierluigi Balduzzi

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Pierluigi Balduzzi
PierluigiBalduzzi.jpeg
Nationality American
Occupation Academic
Website Home page
Academic background
Alma mater UCLA
Academic work
Discipline Financial economics
Institutions Boston College
Main interests Asset pricing

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

References

  1. 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. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=iA16S-8AAAAJ&citation_for_view=iA16S-8AAAAJ:u5HHmVD_uO8C.
  2. 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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=iA16S-8AAAAJ&citation_for_view=iA16S-8AAAAJ:u-x6o8ySG0sC.
  3. Balduzzi, Pierluigi; Lynch, Anthony W.. Transaction costs and predictability: Some utility cost calculations. Journal of Financial Economics: North-Holland. pp. 47-78. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=iA16S-8AAAAJ&citation_for_view=iA16S-8AAAAJ:d1gkVwhDpl0C.
  4. 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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=iA16S-8AAAAJ&citation_for_view=iA16S-8AAAAJ:qjMakFHDy7sC.
  5. 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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=iA16S-8AAAAJ&citation_for_view=iA16S-8AAAAJ:9yKSN-GCB0IC.
  6. 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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=iA16S-8AAAAJ&citation_for_view=iA16S-8AAAAJ:2osOgNQ5qMEC.
  7. 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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=iA16S-8AAAAJ&citation_for_view=iA16S-8AAAAJ:UeHWp8X0CEIC.
  8. Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio; Klappe, Leora (1997). Interest rate targeting and the dynamics of short-term rates. National Bureau of Economic Research. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=iA16S-8AAAAJ&citation_for_view=iA16S-8AAAAJ:IjCSPb-OGe4C.

External links