René Garcia

TSE Associate Faculty

Professor, University of Montreal, Canada

Biography

Professor René Garcia is a graduate of ESSEC and received his doctorate in economics from Princeton University. After several years at EDHEC Business School (2007-2016) as a Chair professor in Finance, he just accepted a position in the Economics Department at the Université de Montréal where he taught econometrics and finance from 1991 till 2007. He was also the holder of the Hydro-Québec chair in integrated risk management and financial mathematics as well as the recipient of a research fellowship from the Bank of Canada. In addition to research and teaching, he was the scientific director of CIRANO, an interuniversity center for research on the analysis of organizations. Until 2004 he was vice-president of the center’s finance group. He is the co-founder, together with Eric Renault, of the Journal of Financial Econometrics, published by Oxford University Press, and was its editor-in-chief from January 2003 till June 2012. His research interests in finance revolve around the valuation of financial assets, portfolio management, and risk management. In econometrics, he is interested in nonlinear models, in particular regime-switching models. René has published his research in leading international journals.

Contact

E-mail : see the e-mail