His research interests span the area of systemic risk and financial stability, funding valuation adjustments, economics of clearinghouses, fixed income portfolio selection, and market microstructure. For his research on systemic risk, he received a prize from the MIT Center for Finance and Policy and the Harvard Crowd Innovation Laboratory. Agostino's research on concentration risks imposed by clearinghouses, joint with the U.S. Department of the Treasury’s Office of Financial Research, has received attention by various media outlets, including Reuters, Bloomberg, and the American Banker.