Can Gao is Assistant Professor of Finance at the University of St.Gallen. He holds two doctoral degrees in Mathematics and Finance. Before joining UNISG in 2023, he worked in the financial industry in London. In 2026, he will spend some research stays at Luiss Guido Carli University, London School of Economics, Collegio Carlo Alberto and Bank for International Settlements. 

Expertise

Professor Gao focuses on asset pricing, international finance, and macro-finance. In one of his recent working papers with his coauthors, they introduce a new measure of a government's fiscal position that exploits cointegrating relationships among fiscal variables.

Expertise Fields

  • Financial Markets
    • Central Banks and Monetary Policy
    • Financial Crises
    • Financial Forecasting
    • Information and Market Efficiency
    • International Financial Markets and Emerging Markets
  • Portfolio Management and Asset Classes
    • Asset Pricing
    • Equities
    • Fixed Income
    • Foreign Exchange
    • Options and Other Derivatives
  • Frontier Topics
    • Big Data and Fintech
    • Operations Research and Decision Theory

Current Publications:

N°25-95: What 200 Years of Data Tell Us About the Predictive Variance of Long-Term Bonds

N°25-61: Pricing News and No News with Heterogeneous Beliefs

N°23-101: Debt and Deficits: Fiscal Analysis with Stationary Ratios

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