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Carroll School of Management

Pierluigi Balduzzi

professor - finance department

Pierluigi Balduzzi

Fulton Hall 330B
617.552.3976
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EDUCATION

Ph.D., University of California at Los Angeles (UCLA)
B.A., Bocconi University

EXPERTISE/RESEARCH INTERESTS

Dr. Pierluigi Balduzzi is a professor of finance and coordinator of the Ph.D. program in finance. His research interests focus on models for asset management, tests of equilibrium asset-pricing models, fixed-income markets, and household finance. His teaching interests focus on investments and fixed-income securities.

SELECTED PUBLICATIONS

  • “Asset-pricing Models and Economic Risk Premia: A Decomposition.” (With Cesare Robotti.) Journal of Empirical Finance, 17 (2010), 54-80.
  • “Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-beta Models.” (With Cesare Robotti.) Journal of Business and Economic Statistics, 26 (2008), 354-368.
  • “Money and Asset Prices in a Continuous-time Lucas and Stokey Cash-in-advance Economy.” Journal of Economic Dynamics and Control, 31 (2007), 2713-2743.
  • “Testing Heterogeneous-agent Models: An Alternative Aggregation Approach.” (With T. Yao.) Journal of Monetary Economics, 54 (2007), 369-412.
  • "Portfolio Choice and Trading in a Large 401 (k) Plan." (With J. Agnew and A. Sunden.) American Economic Review, 93 (2003) 193-205.


PROFESSIONAL ACTIVITIES

His professional experience includes executive teaching at Nomura Securities and Credit Suisse-First Boston, consulting for the Social Security Administration, and an internship at the International Monetary Fund.