Faculty Directory

Pierluigi Balduzzi

Professor

Department

Finance

Profile

Pierluigi Balduzzi is a professor in the Seidner Department of Finance at the °¬¿ÉÖ±²¥ College Carroll School of Management. He holds an undergraduate degree in Economics (DES) from Bocconi University, Milan, and a Ph.D. in Economics from UCLA. His research appears in leading finance and economics journals, such as the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, and American Economic Review and has been presented at leading academic conferences, such as the American Finance Association, Western Finance Association, European Finance Association, and the NBER Summer Institute, as well as non-academic institutions, such as Goldman Sachs, Deutsche Bank, the Board of Governors of the Federal Reserve, and the European Central Bank.

Publications

Ìý
  • (With Robert Savona and Lucia Alessi.) Journal of Financial Econometrics, 21 (5), 1728-1758. Autumn, 2023.Ìý

  • (With Jonathan Reuter.) Review of Financial Studies, 32 (1), 300–337. January, 2019.Ìý

  • (With Emanuele Brancati and Fabio Schiantarelli.) Journal of Financial Intermediation, 36, 1–15. October, 2018.

  • (With Fabio Moneta.) Journal of Financial and Quantitative Analysis, 52, 1927–1950. June, 2017.Ìý

  • (With Fabio Moneta.) Handbook of Fixed Income Securities. March, 2016.Ìý

  • " (With I-Hsuan Ethan Chiang.) Review of Asset Pricing Studies, 2 (2), 203–244. December, 2012.Ìý

  • (With Cesare Robotti.) Journal of Empirical Finance, 17 (1), 54-80. January, 2010.

  • Journal of Economic Dynamics and Control, 31 (8), 2713-2743. August, 2007

  • “ (With Tong Yao.) Journal of Monetary Economics, 54 (2), 369-412. March, 2007.Ìý

  • " (With Julie Agnew and Annika Sunden.) American Economic Review, 93 (1) 193-205. March, 2003.

Selected Appointments, Awards, and Grants

  • Department of Finance, °¬¿ÉÖ±²¥ College (Carroll). September 2008-: Full professor. September 2000-August 2008: Associate Professor. September 1997-August 2000: Assistant Professor.
  • Department of Finance, New York University (Stern). September 1991-August 1997: Assistant Professor.

Professional Activities

His professional experiences include an internship at the International Monetary Fund, consulting for the Social Security Administration, executive teaching at Credit Suisse-First °¬¿ÉÖ±²¥, and serving on the board of advisors of Polaris Investments.

Editorial Positions

From 2006 until 2017, he served as an Associate Editor of the Journal of Business and Economic Statistics.