Concepedia
Statistics
Publications
24
Citations
2.4K
H-Index
17
Active since
2002
Affiliations
Federal Reserve Bank of Chicago(Current)
University of Minnesota
National Bureau of Economic Research
École Polytechnique Fédérale de Lausanne
Twin Cities Orthopedics
Luca Benzoni is an author at Federal Reserve Bank of Chicago specializing in business, economics, and finance.
Top concepts
BusinessFinanceEconomicsFinancial EconomicsAsset PricingEconomic AnalysisMacroeconomicsEmpirical FinanceVolatility ModelingManagement
Publications per year
2002–2022
An Empirical Investigation of Continuous‐Time Equity Return Models
Torben G. Andersen, Luca Benzoni, Jesper Lund · The Journal of Finance · 2002 · 931 citations · Full text
Empirical Finance, Volatility Innovations, Volatility Modeling +16
Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated
Luca Benzoni, Pierre Collin‐Dufresne, Robert S. Goldstein · The Journal of Finance · 2007 · 469 citations · Full text
Economics, Financial Economics, Asset Pricing +14
Explaining asset pricing puzzles associated with the 1987 market crash
Luca Benzoni, Pierre Collin‐Dufresne, Robert S. Goldstein · Journal of Financial Economics · 2011 · 250 citations · Full text
Empirical Finance, Economics, Market Failure +9
Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models
Torben G. Andersen, Luca Benzoni · The Journal of Finance · 2010 · 130 citations
Empirical Finance, Volatility Modeling, Term Structure Model +19
Explaining Asset Pricing Puzzles Associated with the 1987 Market Crash
Luca Benzoni, Pierre Collin‐Dufresne, Robert S. Goldstein · SSRN Electronic Journal · 2010 · 95 citations · Full text
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