Rotman School of Management

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Call for Papers

The Rotman School of Management, UofT and Desautels Faculty of Management, McGill University are hosting a conference on Risk Management and Financial Innovation on March 8-10, 2019. The aim of the conference is to bring together leading researchers from all areas of risk management and financial innovation as well as industry practitioners.

The conference is in memory of Professor Peter Christoffersen, our friend and colleague, who passed away in June 2018. Peter held the TMX Chair in Capital Markets and a Bank of Canada Fellowship and was a widely respected member of the Rotman School since 2010. Prior to 2010 Peter was a valued member of the Desautels Faculty of Management. In addition to Peter’s transformative work in econometrics and volatility models, financial risk and innovation have been the focus of Peter’s work in recent years.

The conference will be held at the Fairmont Tremblant, approx. 90 min drive from Montreal. Direct flights between Toronto and the Mt. Tremblant airport (YTM) are also available daily. This ski in ski out hotel provides a unique venue to hold a high quality conference combined with alpine skiing experience during peak season.

Those interested in presenting research at this conference should send a draft of their papers in PDF format to by December 7, 2018. A paper submission fee of $40 per paper is payable here or through the conference website under call for papers. The authors of accepted papers will be notified by January 11, 2019. The conference organizers will cover 3 nights of accommodation at Fairmont Tremblant and registration fees for presenters and discussants. Electronic copies of the conference papers will be made available at the conference website, subject to permission from the authors.

Organizing Committee

Ruslan Goyenko, Desautels Faculty of Management, McGill University (co-chair)
Chayawat Ornthanalai, Rotman School of Management, University of Toronto (co-chair)
Susan Christoffersen, Rotman School of Management, University of Toronto
Christian Dorion,
HEC Montréal
Bruno Feunou, Bank of Canada
John Hull, Rotman School of Management, University of Toronto
Tom McCurdy, Rotman School of Management, University of Toronto

Scientific Committee

Robert Battalio, University of Notre Dame
Tim Bollerslev, Duke University
Jan Ericsson, McGill University
Stephen Figlewski, New York University
Jean-Sébastien Fontaine, Bank of Canada
Bing Han, University of Toronto
Steve Heston, University of Maryland
Kris Jacobs, University of Houston
Raymond Kan, University of Toronto
Bryan Kelly, Yale School of Management
Andreas Park, UTM & University of Toronto
Neil Pearson, University of Illinois
Paul Schultz, University of Notre Dame

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