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Pierluigi Balduzzi

Affiliations: 
Boston College, Newton, MA, United States 
Area:
Finance, General Economics
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"Pierluigi Balduzzi"
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Parents

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Children

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Julie R. Agnew grad student 2001 Boston College
Cesare Robotti grad student 2001 Boston College
Tong Yao grad student 2001 Boston College
Gergana Jostova grad student 2002 Boston College
I-Hsuan E. Chiang grad student 2009 Boston College
Fabio Moneta grad student 2009 Boston College

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Publications

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Balduzzi P, Chiang IE. (2020) Real Exchange Rates and Currency Risk Premiums The Review of Asset Pricing Studies. 10: 94-121
Balduzzi P, Reuter J. (2019) Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? Review of Financial Studies. 32: 300-337
Balduzzi P, Brancati E, Schiantarelli F. (2017) Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises Journal of Financial Intermediation. 36: 1-15
Balduzzi P, Moneta F. (2017) Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence Journal of Financial and Quantitative Analysis. 52: 1927-1950
Balduzzi P, Reuter J. (2015) Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching? National Bureau of Economic Research
Balduzzi P, Chiang IE. (2012) A Simple Test of the Affine Class of Term Structure Models The Review of Asset Pricing Studies. 2: 203-244
Balduzzi P, Robotti C. (2010) Asset pricing models and economic risk premia: A decomposition Journal of Empirical Finance. 17: 54-80
Balduzzi P, Robotti C. (2008) Mimicking portfolios, economic risk premia, and tests of multi-beta models Journal of Business and Economic Statistics. 26: 354-368
Balduzzi P, Yao T. (2007) Testing heterogeneous-agent models: an alternative aggregation approach Journal of Monetary Economics. 54: 369-412
Balduzzi P. (2007) Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy Journal of Economic Dynamics and Control. 31: 2713-2743
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