Michael J. Gallagher, PhD.
Associate Professor of Finance, St Bonaventure University
Curriculum Vitae
Michael J. Gallagher
Economics Department
Fordham University
Bronx, NY 10458
203 543 6871
mgallagher32@fordham.edu
michael.gallagher1@fairfield.edu
EDUCATION
Ph.D. Economics, Fordham University
Expected Completion: February 2015
DISSERTATION: “A Nonparametric Approach to Multifactor Modeling”
M.A. Economics, Fordham University 2012
M.S. Mathematics, Fairfield University, Fairfield, CT 2009
B.S. Finance, Fairfield University, Fairfield, CT 1982
DISSERTATION COMMITTEE
Dr. Erick Rengifo
Economics Department, Fordham University
(718) 817 4061
Dr. Jerome Lahaye
Economics Department, Fordham University
(212) 636 6343
Dr. Philip Shaw
Economics Department, Fordham University
(718) 817 3564
Teaching Reference:
Dr. Bartholomew Moore
Economics Department, Fordham University
(718) 817 4049
bmoore@fordham.edu
RESEARCH
Primary: Macroeconomics
Secondary: Finance, Money/Banking, Markets, Econometrics, High Performance Computing
Interests: Nonparametric applications to Financial Markets, Factor Modeling, Risk Management
Working Papers:
1) Nonparametric Multifactor Modeling: Cross Validation vs. Plug-in (June 2014)
2) High Performance Computing in the Cloud
3) The Validity of Linear Multifactor Models
4) The Relationship between Nonparametric Bandwidth and Market Volatility
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 EXPERIENCE
Please see “Teaching” on my website for short videos of lectures.
Fordham University
Fall 2011: Microeconomics Spring 2012, Microeconomics
Fall 2012: Microeconomics Spring 2013: Microeconomics
Fall 2013: Macroeconomics Spring 2014: Macroeconomics
Invited to teach Statistics and Honors Macroeconomics; Fall 2014 Spring 2015.
However I accepted a full time Visiting Instructor position at Fairfield University.
Fairfield University
Fall 2013: Microeconomics Spring 2014: Macroeconomics - Adjunct
Fall 2014: Microeconomics Spring 2015: Macroeconomics – Full Time Visiting Instructor
SCHOLARSHIPS, HONORS AND AWARDS
2013 – 2014 GSAS Senior Teaching Fellowship, Fordham University
2011 – 2013 GSAS Teaching Fellowship, Fordham University
2009 – 2011 Presidential Scholarship, Full tuition remission, Fordham University
2009 – 2011 Departmental Tutor: Statistics, Microeconomics, Macroeconomics
RELEVANT POSITIONS
2005 – 2007 UBS Financial Services Inc., Stamford, Ct. Financial Advisor
2002 – 2005 Independent Proprietary Trader New York, N.Y.
2000 – 2001 Arbitrage Trader New York, N.Y.
1992 – 2000 Independent Proprietary Trader London, UK
RELATED SKILLS
Matlab, R, Latex, Eviews U.S. & E.U. Citizenship