George Gao
Assistant Professor of Finance
375 Sage Hall
Samuel Curtis Johnson Graduate School of Management
Cornell University
Ithaca, NY 14853-6201
Phone: 607-255-8729
Professor Gao's research interests are in the areas of asset pricing, investments and financial econometrics. His current research study the impact of cross-sectional information transfer on security prices and the applications of characteristic-based covariance measure on portfolio optimization and firm expected return. His teaching interests are in financial derivatives, portfolio strategy and investments, and financial econometrics. George earned his PhD and MBA from the University of Chicago Booth School of Business, and he worked as a research consultant for UBS O'Connor Quantitative Strategies in Chicago.