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Peter Christoffersen
Desautels Faculty of Management
Finance
BA University of Copenhagen
MA University of Pennsylvania
PhD University of Pennsylvania
Peter Christoffersen is an Associate Professor of Finance and a Leibovitch Faculty Scholar at the Desautels Faculty of Management at McGill University. He is the author of the book Elements of Financial Risk Management, and his research has also been published in a number of leading finance and econometrics journals.
He is currently an associate editor of the Journal of Applied Econometrics, the Journal of Financial Econometrics, and the Journal of Risk. He has won research awards from the Q-Group, KPMG, the Montreal Exchange, and STOXX. He has given invited lectures at the Bank of America, the Bank of Canada, the European Central Bank, the Board of Governors of the Federal Reserve, and the International Monetary Fund among others.
Before joining McGill University he worked as an economist at the International Monetary Fund in Washington, DC. You can find him on the web at www.christoffersen.com.