Pierluigi Balduzzi

10 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-9520-8001

Publications

• Bond Risk Characteristics and Factor Risk Premia — Management Science 2026
• Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? — The Review of Financial Studies 2019
• Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence — Journal of Financial and Quantitative Analysis 2017
• Portfolio Choice and Trading in a Large 401(k) Plan — American Economic Review 2003
• Economic News and Bond Prices: Evidence from the U.S. Treasury Market — Journal of Financial and Quantitative Analysis 2001
• Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior — The Journal of Finance 2000
• Transaction costs and predictability: some utility cost calculations — Journal of Financial Economics 1999 (name-matched, not ORCID-linked)
• Risk Premia and Variance Bounds — The Journal of Finance 1997
• Price Barriers and the Dynamics of Asset Prices in Equilibrium — Journal of Financial and Quantitative Analysis 1997
• Asset Price Dynamics and Infrequent Feedback Trades — The Journal of Finance 1995