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Can Gao

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Title
Prof. Dr. Dr.
Last Name
Gao
First name
Can
Email
can.gao@unisg.ch
LinkedIn
https://www.linkedin.com/in/gaocan/
Google Scholar
https://scholar.google.com/citations?user=Tho9JN0AAAAJ&hl=en
SSRN
https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=3341334
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Ausbildung

Ph.D. in Finance, Imperial College London


Ph.D. in Mathematics, École Polytechnique Fédérale de Lausanne

M.Sc. in Theoretical Physics, Imperial College London

B.Sc. in Pure and Applied Mathematics, China Agriculture University

Berufserfahrung

Academic Appointments:


Assistant Professor, School of Finance, University of St. Gallen, 2023-

Advanced Researcher, Leibniz Institute for Financial Research SAFE, Frankfurt, 2021-2023

Assistant Professor (by courtesy), Faculty of Economics and Business, Goethe University, 2021-2023 

Visiting Fellow, London School of Economics, 2022

 

Prior Industrial Appointments:

Glen Point Capital, London, 2020

Bank of America Merrill Lynch, London, 2018-20

Bank of England, 2017

Lehraktivitäten

Leibniz-Institut für Finanzforschung SAFE, 2021
- Systemisches Risiko: Frühwarnungen und systemrelevante Finanzinstitute (Ph.D.)


Imperial College Business School, 2015–20
- Derivate (Master), Investment- und Portfoliomanagement (Master), Finanzmathematik (Master), Asset Pricing (Ph.D.)

Universität Lausanne, 2013-14
- Allgemeine Hochschulmathematik I und II

École Polytechnique Fédérale de Lausanne, 2011-13
- Analysis I-III, Lineare Algebra

Projekte

Publications:


“Volatility, Valuation Ratios and Bubbles: An Empirical Measure of Market Sentiment”, with Ian Martin, Journal of Finance, 76:6:3211?3254, 2021

 

Working Papers:

“Debt and Deficit: Fiscal Analysis with Stationary Ratios”, with John Campbell and Ian Martin

“Expected Currency Returns and Term Structure of Risk Preferences”, with Pasquale Della Corte and Alexandre Jeanneret

“Betting Against Correlation: A Systemic Foreign Exchange Risk Index”, with Paul Schneider and Christian Wagner

“Heterogeneous Beliefs on N Tree”, with Brandon Yueyang Han

“Currency Risk in the Long Run”, Pasquale Della Corte, Daniel P.A. Preve and Giorgio Valente

Weitere Informationen

Frühere Veröffentlichungen in der Mathematik:


“On Global Regularity for Systems of Nonlinear Wave Equations with the Null-condition”, with Aparajita Dasgupta and Joachim Krieger, Dynamics of PDE, 12(2015): 115-125.

“Optimal Polynomial Blow Up Range for Critical Wave Maps”, with Joachim Krieger, Communications on Pure and Applied Analysis, 14(2015): 1705-1741.

“Generalized Dressing Method for the Extended 2-D Toda Lattice Hierarchy an Its Reductions”, with Xiaojun Liu, Science China: Mathematics, 54(2011): 365-380.

 

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