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Peter Christoffersen

Peter Christoffersen

    Peter Christoffersen

    Professor of Finance
    TMX Chair in Capital Markets
    Bank of Canada Fellow

    Degrees: PhD in Economics, University of Pennsylvania
    BA in Economics, University of Copenhagen
    Email: Send an email to Peter Christoffersen
    Phone: 416-946-5511

    Bio

    Peter Christoffersen is the TMX Chair in Capital Markets and a Fellow of the Bank of Canada. He publishes in empirical asset pricing and financial econometrics and is the author of Elements of Financial Risk Management. He serves as an Associate Editor of the Journal of Derivatives. Peter has won research awards from AIMA Canada and the Q-Group. He previously taught at McGill University and worked at the IMF. You can find him on the web at: www.christoffersen.com.

    Academic Positions

    2015-  TMX Chair in Capital Markets; University of Toronto
    2010-  Professor of Finance; Rotman School, University of Toronto
    2009-  Visiting Professor; Copenhagen Business School
    2004-2010  Associate Professor of Finance; McGill University
    1998-2004  Assistant Professor of Finance; McGill University

    Non-Academic Positions

    1996-1998  Economist;International Monetary Fund

    Selected Publications - Papers

    Selected Publications - Books and Chapters

    Academic / Professional Service

    2012-2015  Associate Editor; Review of Financial Studies
    2014-2017  Associate Editor; Review of Finance
    2016-  Associate Editor; Journal of Derivatives

    Honors and Awards

    2014  Best Paper on Asset Management; AIMA Canada
    2015  Chair in Capital Markets; TMX
    2013-2018  Fellowship; Bank of Canada
    2017  Roger Martin Excellence in Research Award; Rotman School

    Research and Teaching Interests

    Asset Management, Derivatives, Risk Management, Forecasting  

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