Overview
Stefano Giglio is a financial economist (Yale School of Management; NBER, CEPR), working on asset pricing, macro-finance, climate finance, and the econometrics of the cross-section of returns.
Key Contributions / Features
- Taming the factor zoo (Feng-Giglio-Xiu 2020): with Feng and Xiu, valid high-dimensional inference on new asset-pricing factors.
- Work on climate-finance risk, systemic risk measurement, and test-asset/large-cross-section methods.
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