Can Gao

Can Gao

Can Gao

Prof. Dr. Dr.
Büro 51-5015
Unterer Graben 21
9000 St Gallen

Ph.D. in Finanzen, Imperial College London

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

M.Sc. in Theoretischer Physik, Imperial College London

B.Sc. in Peiner und Angewandter Mathematik, China Agriculture University


Akademische Termine:

Assistenzprofessor, School of Finance, Universität St. Gallen, 2023-

Advanced Researcher, Leibniz-Institut für Finanzforschung SAFE, Frankfurt, 2021-2023

Assistenzprofessor (mit freundlicher Genehmigung), Fakultät für Wirtschaftswissenschaften, Goethe-Universität, 2021-2023

Visiting Fellow, London School of Economics, 2022


Frühere Industrietermine:

Glen Point Capital, London, 2020

Bank of America Merrill Lynch, London, 2018-20

Bank of England, 2017


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



“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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