St. Bonaventure University

Faculty

Gallagher, Michael

  • Michael Gallagher, St. Bonaventure University

    • ACADEMIC DEPARTMENT
    Finance
    ACADEMIC SCHOOL
    School of Business

    TITLES/RESPONSIBILITIES
    Associate Professor, Finance
    Department Chair of Finance
    CONTACT
    Office phone: (716) 375-2063
    Send an email
    OFFICE
    Swan Business Center 102C
    COURSES TAUGHT
    ACADEMIC DEGREES
    • Ph.D. Economics, Fordham University, New York, N.Y., 2015; Dissertation: “A Nonparametric Approach to Multifactor Modeling”
    • M.A. Economics, Fordham University, 2012
    • M.S. Mathematics, Fairfield University, Fairfield, Conn., 2009
    • B.S. Finance, Fairfield University, 1982
    OTHER EDUCATION
    PROFESSIONAL BACKGROUND
    Business Resume

    Please see “Business Resume” on my website for information on an extensive career in Financial Markets.

    • 2005 – 2007 Financial Advisor with UBS Wealth Management Americas.
    • 2002 – 2005 Independent Trader: Trading the Spread Relationship in the U.S. yield curve.
    • 2000 – 2001 Nordic Options: Basket Arbitrage Trading Equity Derivatives.
    • 1992 – 2000 Independent Trader: Traded the arbitrage relationship in European Sovereign Debt
    Teaching Experience

    Please see “Teaching” on my website for short videos of lectures.

    • Fairfield University
      • 2014-15, full-time visiting instructor, micro- and macroeconomics
      • 2013-14, adjunct professor, micro- and macroeconomics
    • Fordham University
      • 2011-14, micro- and macroeconomics; invited to teach statistics and honors macroeconomics in 2014-15, however accepted full-time visiting instructor position at Fairfield University.
    ACCOMPLISHMENTS
    Scholarships, honors and awards
    • 2013–14, GSAS Senior Teaching Fellowship, Fordham University
    • 2011–13, GSAS Teaching Fellowship, Fordham University
    • 2009–11, Presidential Scholarship, Full tuition remission, Fordham University
    • 2009–11 Departmental Tutor: Statistics, Microeconomics, Macroeconomics 
    Conferences
    • Presenter: Gallagher, Michael J., (January 2014) A Nonparametric Approach to Multifactor Modeling American Economic Association Annual Meeting, Philadelphia, PA
    • Discussant: Adhikari, Bibek, (January 2014) Evaluating the impact of flat tax reform on economic growth American Economic Association Annual Meeting, Philadelphia, PA
    TEACHING PHILOSOPHY
    CURRENT RESEARCH INTERESTS/PROJECTS
    Primary:
    • Macroeconomics
    Secondary:
    • Finance
    • Money/Banking
    • Markets
    • Econometrics
    • High Performance Computing
    Interests:
    • Nonparametric applications to Financial Markets
    • Factor Modeling
    • Risk Management 
    Working Papers:
    • Nonparametric Multifactor Modeling: Cross Validation vs. Plug-in (June 2014)
    • High Performance Computing in the Cloud
    • The Validity of Linear Multifactor Models
    • The Relationship between Nonparametric Bandwidth and Market Volatility
    PERSONAL INTERESTS/COMMUNITY INVOLVEMENT
    Related Skills
    • Matlab
    • R
    • Latex
    • Eviews
    • U.S. & E.U. Citizenship
    LINKS
    Personal website: http://www.michael-j-gallagher.com/
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