Professor Giglio’s research interests span several topics, including asset pricing, macroeconomics, and climate finance, with a particular focus on hedging macroeconomic risks, like crash risk, uncertainty risk, and climate risk, using different financial instruments.
Before joining Yale, Professor Giglio was an Associate Professor of Finance at the University of Chicago Booth School of Business, after receiving his PhD in Economics from Harvard University. He is a Faculty Research Fellow at the National Bureau of Economic Research and a Research Affiliate at the Center for Economic Policy Research, and has served as an editor for the Review of Financial Studies. He has been awarded several prizes, including the 2021 Carlo Alberto medal, awarded to an Italian economist under the age of 40 for outstanding research contributions to the field of Economics, the AQR Insight Award, and the Fama-DFA Prize, and the Moskowitz prize for sustainable finance.