Concepedia

Pierluigi Balduzzi

PB

33

Publications

3.6K

Citations

21

H-Index

1995

Active since

Affiliations

Boston College(Current)

New York University

Sapienza University of Rome

IZA - Institute of Labor Economics

Federal Reserve Bank of Atlanta

Pierluigi Balduzzi is an author at Boston College specializing in finance, economics, and business.

Top concepts

BusinessFinanceEconomicsFinancial EconomicsAsset PricingManagementEconomic AnalysisEmpirical FinanceStatisticsAsset Allocation

Publications per year

1995–2023

33

Publications

33

Economic News and Bond Prices: Evidence from the U.S. Treasury Market

Pierluigi Balduzzi, Edwin J. Elton, T. Clifton Green · Journal of Financial and Quantitative Analysis · 2001 · 921 citations

Empirical Finance, Term Structure Model, U.s. Treasury Market +16

Portfolio Choice and Trading in a Large 401(k) Plan

Julie R. Agnew, Pierluigi Balduzzi, Annika Sundén · American Economic Review · 2003 · 815 citations

Asset Allocation, Portfolio Management, Portfolio Choice +16

Transaction costs and predictability: some utility cost calculations

Pierluigi Balduzzi · Journal of Financial Economics · 1999 · 519 citations

Economics, Cost Allocation, Engineering +8

Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior

Anthony W. Lynch, Pierluigi Balduzzi · The Journal of Finance · 2000 · 216 citations · Full text

Empirical Finance, Asset Allocation, Rebalancing Rules +22

A Simple Approach to Three-Factor Affine Term Structure Models

Pierluigi Balduzzi, Sanjiv Ranjan Das, Silverio Foresi et al. · The Journal of Fixed Income · 1996 · 168 citations

Latent Modeling, Matrix Factorization, Factor Models +3

Rows per page

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