Rotman School of Management, University of Toronto

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Peter Christoffersen

Peter  Christoffersen

Peter Christoffersen

Former Professor of Finance
TMX Chair in Capital MarketsBank of Canada Fellow


PhD in Economics, University of Pennsylvania
BA in Economics, University of Copenhagen


Peter Christoffersen was a Finance Professor and author of Elements of Financial Risk Management. Published in leading finance and econometrics journals, Associate Editor of the Journal of Applied Econometrics, the Journal of Financial Econometrics, and the Journal of Risk, Peter won research awards from Q-Group, KPMG, the Montreal Exchange, and STOXX. Lecturing at Bank of America, Bank of Canada, European Central Bank, Board of Governors of the Federal Reserve, and the International Monetary Fund (IMF), Peter also taught at McGill University and worked as an Economist at the IMF. Peter sadly died on June 22, 2018. He will be deeply missed. To honour Peter, we have created an in memoriam page-  Remembering Peter Christoffersen


Academic Positions

  • 2017-

    Academic Director, Rotman FinHub

  • 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 and Assistant Professor of Finance, McGill University

Non-Academic Positions

  • 1996-1998

    Economist, International Monetary Fund

Selected Publications - Papers

Selected Publications - Books and Chapters

Research and Teaching Interests

Asset Management, Derivatives, Risk Management, Forecasting

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

Academic / Professional Service

  • 2012-2015

    Associate Editor, Review of Financial Studies

  • 2014-2017

    Associate Editor, Review of Finance

  • 2016-

    Associate Editor, Journal of Derivatives

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