Finance Research Seminar by Prof. Patrick Gagliardini

His research interests focus on econometric methods (nonparametric methods, generalized method of moments (GMM), inverse problems, nonlinear time series, latent factor models, panel data), financial econometrics, asset pricing, and risk management.

Prof. Gagliardini’s research has been published in many leading journals in Finance and Econometrics, including the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies, the Econometrica, the Journal of Econometrics, the Journal of Financial Econometrics, the Journal of Economic Dynamics and Control, the Journal of Business and Economic Statistics, and the Journal of Banking and Finance.

He is also co-Editor of the Journal of Financial Econometrics.

Prior to joining USI, Patrick has been a visiting fellow at the Laboratories de Finance-Assurance of CREST (Paris) and an Assistant Professor at the Faculty of Economics of the University of St. Gallen. He is a Fellow of the Society for Financial Econometrics (SoFiE), a permanent Guest Professor at the University of St. Gallen, and a Visiting Professor at Henley Business School.