Patrick Coggi

Patrick Coggi

Adjunct Professor, International Finance and Economics

Ph.D. University of St. Gallen, Switzerland
M.Sc. London School of Economics, UK

Profile:

Dr. Coggi is a member of the executive board at Banca del Ceresio, a Swiss bank at the head of an international asset management and private banking Group. He used to be the CEO and CIO of a Lugano and Zurich-based bank, and was previously the head of quantitative analysis, financial engineering and product development for a major international private bank. Patrick also worked as an advisor to institutional and UHNW private clients and as a hedge fund manager. As part of his academic career, he was a research fellow at the Institute of Mathematics and Statistics of the University of St. Gallen, has taught undergraduate classes at the LSE and has lectured on risk management at the research and teaching center of the Ticino Banking Association. Patrick is a member of the group of experts of the Association of Swiss Asset and Wealth Management Banks.

2018-2019 Courses:

MGT 535International Business EconomicsSPRING 2019

Publications:

Books:

Optimal portfolio choice with housing and tenure decisions: portfolio theory and real estate finance in continuous time, 2010.

Refereed publications:

“A multifactor model of stock returns with stochastic regime switching” (with Bogdan Manescu), University of St. Gallen Economics Discussion Paper No. 2004-1, 2004

Articles:

“On the forecasting power of intraday volatility, volatility transmission across markets and regime switches in volatility”, Quantica Capital - Quant Note, 2007.

“The informational content of technical analysis: an econometric study of ‘chartism’ on the Swiss stock exchange”, Swiss Institute of Banking and Finance (s/bf-HSG), mimeo, 2003.

“A general equilibrium analysis of tax reform in the Swiss housing market”, University of St. Gallen, mimeo, 2000.

“Steady-growth dynamics in real estate markets” (with Jörg Baumberger), University of St. Gallen, mimeo, 1998.

“Einführung in der Informationsökonomik: Versicherungsmärkte” (An introduction to the economics of information: insurance markets), University of St. Gallen, mimeo, 1998.

Awards and Honors:

Trinity College External Research Studentship for PhD students, University of Cambridge, UK, 1999.

Research Interests:

Banking, Asset and Risk Management, Quantitative Finance, Real Estate Economics, International Macroeconomics and Finance.

Social businesses. Ethics in Finance and Economics.