Rotman School of Management, University of Toronto

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Risk Management and Financial Innovation Conference

In memory of Peter Christoffersen | March 8-10, 2019, Mt. Tremblant, PQ

The Rotman School of Management, University of Toronto and Desautels Faculty of Management, McGill University are hosting a conference on Risk Management and Financial Innovation on March 8-10, 2019. 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. He published in top finance and econometrics journals, and served as an associate editor at Journal of Derivatives, Review of Finance, Journal of Financial Econometrics, Journal of Applied Econometrics, Review of Financial Studies, Journal of Risk, Journal of Business and Economic Statistics, and Journal of Forecasting. While widely known for his transformative work in econometrics and volatility models, in recent years, Peter's research focused on financial risk and innovations.

This conference would never have taken place without the overwhelming support of our sponsors and scientific committee members. We want to express our sincerest gratitude to our two co-hosting institutions, McGill-Desautels and Rotman, for their incredible cooperation in pulling this together. All the sponsors on the program have a special connection to Peter either through his academic involvement in various research activities or through his professional engagement with practitioners and policymakers. Their willingness to provide the financial and logistical support have been invaluable in making this event a success. Merci à tous!

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

Mont Tremblant

location pin


Fairmont, Tremblant
3045 Chemin de la Chapelle
Mont Tremblant, Quebec, Canada
J8E 1E1

Or you can book the hotel by calling the Global Reservations Centre at 1-800-441-1414 (or at 1 506-863-6301 for those calling outside of Canada or the US) and mention the Group Code: MCGI0319.



Click here to register

Lead Sponsors

Bank of Canada
Logo of the Global Risk Institute

McGill Desautels School of Management

Supporting Sponsors

Logo of Waterfront International
Canadian Derivatives Institute
Capital Markets Institute
Rotman FinHub

McGill - Demarais Global Finance Research Centre

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