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.