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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