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Peter Christoffersen

Peter Christoffersen

    Peter Christoffersen

    Professor of Finance 
    PhD Coordinator, Finance

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


    Peter Christoffersen has published in leading finance and econometrics journals and is the author of Elements of Financial Risk Management. He serves as an Associate Editor of the Review of Financial Studies and the Review of Finance. Peter has won research awards from AIMA Canada and the Q-Group. He is a Fellow of the Bank of Canada and serves on the Model Validation Council at the Federal Reserve Board. Peter formerly taught at McGill University and worked as an Economist at the IMF. You can find him on the web at:

    Academic Positions

    2010-  Professor of Finance; Rotman School, University of Toronto
    2009-2011 (Aug)  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

    Academic / Professional Service

    2014-  Associate Editor; Review of Finance
    2012-  Associate Editor; Review of Financial Studies
    2007-  Associate Editor; Journal of Financial Econometrics

    Honors and Awards

    2013-2018  Fellowship; Bank of Canada
    2014  Best Paper on Asset Management; AIMA Canada
    2011, 2012  Distinguished Referee Award; Review of Financial Studies
    2010  Doctoral Advisor Award; McGill University, Desautels

    Research and Teaching Interests

    Asset Management, Derivatives, Risk Management, Forecasting  

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