Patrick Gagliardini

Faculty of Economics, USI

Patrick Gagliardini  has been visiting fellow at the Laboratoire de Finance-Assurance of CREST (Paris) and assistant professor at the University of St. Gallen in the School of Economics and Political science. Since 2012 Patrick is full professor of Econometrics at USI, where he served as Dean of the Faculty of Economics for the term 2015-2019, and has been recently appointed as Pro-Rector for Research.

Patrick research interests are in the area of Econometrics and Financial Econometrics. Broadly speaking, his work is devoted to mathematical modeling of economic and financial problems - such as understanding asset prices, measuring risks in financial markets, modeling contagion phenomena - and developing novel statistical methodologies for bringing models to data. His current research focuses on large-dimensional factor models for inference on equity risk premia using single stocks returns, the Generalized Method of Moments (GMM) and its use for statistical inference and model comparison in asset pricing, and state space models for time series analysis.

Events
18
August
2022
18.
08.
2022
22
August
2022
22.
08.
2022
04
September
2022
04.
09.
2022

Swiss Summer School 2022

Academy of Architecture
14
September
2022
14.
09.
2022

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Academy of Architecture
15
September
2022
15.
09.
2022

USI Welcome 2022

Academy of Architecture, Faculty of Communication, Culture and Society, Faculty of Biomedical Sciences, Faculty of Economics, Faculty of Informatics
16
September
2022
16.
09.
2022

Giornata di economia politica 2022

Faculty of Economics