Anthony Sanford

Anthony Sanford is an Assistant Professor in the Department of Finance at HEC Montréal. He holds a PhD in Economics from the University of Washington, an MSc in Finance from Seattle University, and a BComm in Finance and Economics from Concordia University. His research focuses on forecasting asset returns using options, portfolio construction methodologies, and understanding firm responses to uncertainty. He collaborates with the Machine Learning in Finance (Fin-ML) CREATE program.

Teaching responsibilities include Macro Asset Pricing (PhD), Financial Econometrics (MSc), and Portfolio Management (BBA) at HEC Montréal, alongside prior teaching roles at the University of Maryland and University of Washington in courses like Macroeconomics, Microeconomics, and Computational Finance.

His research spans asset pricing, behavioral finance, and econometric modeling. Recent work examines gender dynamics in board changes' market reactions, compares analyst forecasts with option-derived predictions, and explores volatility jumps via Twitter sentiment analysis. His portfolio optimization studies emphasize forward-looking risk metrics and ESG integration.

He has advised 2 master's theses and 6 supervised projects on topics such as board gender diversity impacts, robust estimator distortions, climate risk interactions, and neural network portfolio strategies. No scientific awards explicitly listed, though his work has been published in journals like the Journal of Finance and Journal of Corporate Finance.

His academic activities include research on R&D capital complementarity effects on corporate investment and methodological contributions to state price density estimation through multivariate Markov chains.