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                       

rengifomina@fordham.edu               

 

Dr. Jerome Lahaye

Economics Department, Fordham University

(212) 636 6343

jlahaye@fordham.edu

 

Dr. Philip Shaw

Economics Department, Fordham University

(718) 817 3564

pshaw5@fordham.edu

 

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