Profile

George Gao

George Gao

Assistant Professor of Finance

Email: pg297@cornell.edu
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.

Curriculum Vitae (CV)

Click here to view the curriculum vitae (PDF document).

Accepted Papers

  • Alan, Yasin; Gao, George; Gaur, Vishal.  "Does Inventory Turnover Predict Future Stock Return? A Retailing Industry Perspective"  Management Science  (Accepted)

Published Papers

  • Gao, George; Shi, J..  "The Empirical Analysis of Anticipatory Effect of Price Change in China"  Statistical Research  .3  (2002):  24-39.

  • Gao, George; Shi, J..  "An Empirical and Comparative Study of GDP Growth and Savings between China and the United States"  Statistical Research  .13  (2000):  15-28.

Working Papers