Ben Gillen - Claremont McKenna College
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Ben Gillen
Associate Professor of Economics
Claremont McKenna College
Robert Day School of Economics and Finance
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As a financial econometrician, I study how to make empirical economic analysis more reliable in complex settings. My research develops econometric methods for high-dimensional data, strategic environments, and imperfect measurement, with applications in experimental economics, industrial organization, and finance.

A central theme of my work is improving the reliability and interpretability of empirical results when standard assumptions break down, such as in the presence of measurement error, complex treatment assignment, or large sets of covariates. My research has been published in leading journals including the Journal of Political Economy, the Journal of Financial Economics, The Econometrics Journal, and Economic Theory.

I teach undergraduate and graduate courses in econometrics, data analysis, and finance and advise the Claremont Student Quantitative Finance Club.

Current Work in Progress
  • Barriers to Information Aggregation on Networks
  • Betting Against Multi-Factor Beta
  • Optimized Indexation for Asset Allocation
  • Predictability of Optimal Portfolio Weights
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Selected Publications
  • Experimenting with Measurement Error: Techniques with Applications to the Caltech Cohort Study, Journal of Political Economy (2019)
  • BLP-2LASSO: Estimation and Inference with High-Dimensional Controls, Econometrics Journal (2019)
  • A Parimutuel-Like Mechanism for Information Aggregation: A Field Test Inside Intel, Journal of Political Economy (2017)
  • The Cross-Section of Conditional Mutual Fund Performance in European Stock Markets, Journal of Financial Economics (2013)
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