Concepedia

Patrick Gagliardini

PG

38

Publications

1.3K

Citations

18

H-Index

2001

Active since

Affiliations

Università della Svizzera italiana(Current)

Swiss Finance Institute

University of Toronto

University of Geneva

ENSAE Paris

Patrick Gagliardini is an author at Università della Svizzera italiana specializing in statistics, business, and engineering.

Top concepts

StatisticsBusinessEngineeringFinanceEconomicsEconometricsAsset PricingStatistical InferenceEconomic AnalysisManagement

Publications per year

2001–2023

38

Publications

38

Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets

Patrick Gagliardini, Elisa Ossola, Olivier Scaillet · Econometrica · 2016 · 274 citations

Empirical Finance, Economics, Financial Economics +15

Testing Asset Pricing Models With Coskewness

Giovanni Barone Adesi, Patrick Gagliardini, Giovanni Urga · Journal of Business and Economic Statistics · 2004 · 112 citations

Empirical Finance, Asset Allocation, Asset Pricing Models +17

A diagnostic Criterion for approximate factor structure

Patrick Gagliardini, Elisa Ossola, Olivier Scaillet · 2019 · 90 citations

Parallel Analysis, Form Factor (Design), Matrix Factorization +4

Ambiguity Aversion and the Term Structure of Interest Rates

Patrick Gagliardini, Paolo Porchia, Fabio Trojani · Review of Financial Studies · 2008 · 78 citations

Skill, Scale, and Value Creation in the Mutual Fund Industry

Laurent Barras, Patrick Gagliardini, Olivier Scaillet · The Journal of Finance · 2021 · 78 citations · Full text

Economics, Financial Economics, Real Investment +14

Rows per page

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