Can Gao
Can Gao
Prof. Dr. Dr.
Assistenzprofessor
SoF-HSG
Büro 51-5015
Unterer Graben 21
9000 St Gallen
Büro 51-5015
Unterer Graben 21
9000 St Gallen
Publikationen
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.