Geoffrey Craig is an Associate Professor, Teaching Stream in Finance at the University of Toronto. He teaches undergraduate and graduate courses in corporate finance, capital markets theory, financial trading strategies, derivatives, and risk management, with a focus on simulation-based learning. His research interests include market microstructure, asset pricing, and behavioral finance. Prior to his academic career, he worked as a proprietary equity trader for over a decade and holds the CFA charter. DBA from Alliance Manchester Business School, UK MBA from University of Toronto, Canada B.A. from Queen's University, Canada Geoffrey's teaching emphasizes practical applications in capital markets and he remains actively involved with student competition teams. His professional background bridges academic theory with real-world trading experience.
Mariana Khapko is an Associate Professor of Finance at the University of Toronto, cross-appointed to the Finance Area at the Rotman School of Management from the Department of Management at the University of Toronto Scarborough. Her research focuses on theoretical asset pricing, behavioral finance, and financial market microstructure. Ph.D., Finance, Stockholm School of Economics (2015) M.A., Economics, Central European University (2009) M.A., Finance, National University of Lviv (2007) Research Interests: Theoretical asset pricing models examining how behavioral biases affect market outcomes, behavioral finance studies analyzing investor psychology and market anomalies, and financial market microstructure research investigating trading mechanisms and liquidity dynamics. Professional Affiliations: Research Affiliate, Swedish House of Finance (SHoF)
Jean-François Bégin is an Associate Professor in the Department of Statistics and Actuarial Science at the Faculty of Science, Simon Fraser University. He is a Fellow of both the Society of Actuaries and the Canadian Institute of Actuaries, underscoring his expertise and leadership in actuarial science and financial risk modeling. He obtained his academic training from leading Canadian institutions: a PhD in Administration (Financial Engineering) from HEC Montréal under the supervision of Geneviève Gauthier; an MSc in Mathematics (Applied Mathematics) from Université de Montréal supervised by Mylène Bédard and Patrice Gaillardetz; and a BSc in Mathematics (Financial Mathematics) from the same university. His thesis work centered on simulation schemes for stochastic models in finance. His research lies at the intersection of actuarial science, financial econometrics, and quantitative finance, with major themes including stochastic volatility modeling, filtering methods, option pricing, pension economics, mortality forecasting, credit risk, and climate risk. He develops advanced statistical and computational methods to model financial and insurance risks under uncertainty. His recent publications—appearing in journals such as Management Science , Journal of Econometrics , Insurance: Mathematics and Economics , and North American Actuarial Journal —reflect a strong trend toward integrating econometric modeling with practical applications in pensions, insurance, and derivatives. His work increasingly explores collective risk-sharing mechanisms in pension pools, model uncertainty in economic scenario generation, and the use of high-frequency and aggregated data in risk modeling. His scientific contributions have been recognized through fellowships in two of the most prestigious actuarial bodies: Fellow of the Society of Actuaries Fellow of the Canadian Institute of Actuaries He is an active supervisor of graduate and undergraduate students, mentoring research in areas such as financial econometrics, Bayesian estimation, pension pooling, climate risk, and option pricing. He has advised numerous Master’s and doctoral students and welcomes new applicants with strong quantitative skills. He has also contributed to funded research and industry-oriented reports, particularly through collaborations with the Society of Actuaries and the Canadian Institute of Actuaries. He teaches advanced courses in financial economics, stochastic processes, Monte Carlo simulation, and actuarial communication at SFU, and previously taught at HEC Montréal and Université de Montréal. His research group engages with interdisciplinary challenges in risk modeling and continues to develop innovative frameworks for actuarial and financial decision-making.
Dr. Dev Mishra is a Full Professor of Finance at the Edwards School of Business, University of Saskatchewan, where he has served since 2005. He holds a Ph.D. in Finance from the University of Connecticut, an MBA in Finance from Indiana University’s Kelly School of Business, and an MBA in Marketing from Tribhuvan University. His research focuses on corporate finance, international corporate finance, corporate governance, and CSR, with a particular emphasis on CEO ability, mergers & acquisitions, and risk-taking strategies. He has been recognized with prestigious awards, including the 2011 Moskowitz Prize for Socially Responsible Investing and the Dean’s Award for Outstanding Research in 2012. Dr. Mishra has held leadership roles, including Department Head of Finance & Management Science (2013–2018) and Edwards Enhancement Chair. His work bridges academic rigor and practical insights, with publications in top journals such as Journal of Corporate Finance and Journal of International Business Studies . His research highlights include studies on CEO incentives, political risk impacts, and the relationship between CSR and cost of capital. He is an active member of professional organizations like the Financial Management Association and American Finance Association, contributing to conference committees and sessions. His research explores dynamic areas like risk-taking outcomes, mergers’ intangible value transfer, and the role of leadership in corporate strategy.
Joann Jasiak is a Professor in the Department of Economics at York University, affiliated with the Faculty of Liberal Arts & Professional Studies. She holds a PhD from the University of Montreal. Her research focuses on econometrics and time series analysis, with recent work emphasizing noncausal processes, stationary martingales, and applications to financial and economic data, including cryptocurrency markets and bubble detection. She has also contributed to cybersecurity analysis in Canadian businesses and epidemiological modeling using stochastic methods. Her research interests span econometric theory, financial econometrics, and the analysis of time series data with noncausal structures. Key areas include developing methodologies for forecasting cryptocurrency returns, modeling common bubbles in asset prices, and optimizing covariance estimation techniques for noncausal processes. Her work integrates advanced statistical tools with real-world applications in finance, economics, and public health. Recent publications (2023–2025) highlight her contributions to topics such as cryptocurrency dynamics, stochastic tree models for asset pricing, and generalized covariance-based inference. Her articles frequently address methodological challenges in econometrics and their practical implications for understanding market behaviors and economic phenomena. Dr. Jasiak’s work has not been explicitly linked to awards or major grants in the provided texts, though her extensive publication record reflects sustained academic engagement. No lab or team affiliations are mentioned in the available data.
Michel Magnan is a Professor at Concordia University's John Molson School of Business and holds the Stephen A. Jarislowsky Chair in Corporate Governance . He is a Fellow of the Royal Society of Canada and the Chartered Professional Accountants of Canada, with expertise in financial reporting, corporate governance, and environmental accounting. His research has been published in over 150 articles across academic and professional journals. PhD in Business Administration (University of Washington) MBA (McGill University) BAA (HEC Montréal) Magnan's research focuses on financial reporting , fair value accounting , corporate governance , and executive compensation . His work examines how disclosure regulations impact environmental performance and the relevance of fair value levels in financial statements. He has presented at major conferences like the American Accounting Association and Academy of Management. Notable awards include the Yvan Allaire Medal of Governance (2023), Haim Falk Award (2024), and multiple best paper/case awards from the Canadian Academic Accounting Association and American Accounting Association. He has supervised 45 graduate students, including 26 doctoral candidates now employed as university faculty globally. Magnan serves on boards for the Desjardins Group , Concordia University Employees Retirement Plan , and previously the Accounting Standards Board of Canada . His teaching spans MBA, EMBA, and PhD programs, with executive education experience across Canada and international visiting appointments.
Lorne N. Switzer serves as Full Professor of Finance and Van Berkom Endowed Chair in Small Cap Equities at Concordia University's John Molson School of Business. He has held significant leadership roles including Associate Dean of Research, Associate Director of the Institute for Governance of Public and Private Organizations, Finance Department Chair, and Director of MSc/PhD Programs. His academic credentials include a PhD from the University of Pennsylvania (1982) and Wharton School education. PhD, University of Pennsylvania (1982) Graduate of the Wharton School, University of Pennsylvania Dr. Switzer's research spans investments, corporate governance, and small-cap equities with deep expertise in portfolio management, fintech, international finance, capital markets, and market microstructure. His work consistently addresses regulatory impacts on market efficiency and risk dynamics across global contexts, particularly examining small-cap premium behaviors and governance mechanisms affecting firm performance. Recent publications reveal strong empirical focus on corporate governance effects in Chinese firms, options market regulation, and small-cap equity dynamics across business cycles. His collaborative international research frequently examines emerging markets, regulatory interventions, and market anomalies with direct implications for financial practice and policy. His scholarly contributions have earned significant recognition: Best Paper Award at the McMaster World Congress of Corporate Governance Bank of Canada Prize for Best Paper in Canadian Financial Markets Research (Northern Finance Association) Best Paper in Canadian Journal of Administrative Sciences (2021) As an educator, Dr. Switzer directs graduate programs and serves on editorial boards for European Financial Management, La Review Financier, and Risk and Decision Analysis. His extensive consulting portfolio includes Bourse de Montréal, Caisse de Dépot et Placement du Québec, and Canadian government agencies. He maintains active international engagement through lectures at universities in New Zealand, Israel, China, and India. His research is anchored by the Van Berkom Endowed Chair in Small-Cap Equities, facilitating ongoing collaborative work with global finance scholars and practitioners on market structure, governance, and small-cap investment strategies.
Peter Miu serves as Professor and Acting Director of the Master of Finance program at McMaster University's DeGroote School of Business within the Finance and Business Economics department. His academic affiliation spans both teaching and research leadership roles in financial economics. Dr. Miu's research focuses on critical areas of modern finance including credit risk modeling, financial institution regulation, exchange-traded fund mechanics, and empirical investment analysis. His scholarly work addresses practical challenges in regulatory capital requirements under Basel frameworks while advancing theoretical understanding of market dynamics. Recent publications demonstrate particular expertise in cryptocurrency applications, oil market volatility, and the complex interplay between probability of default, loss given default, and exposure at default metrics. Analysis of his publication record reveals a strong trajectory in financial risk management research, with increasing emphasis on regulatory compliance frameworks (particularly IFRS 9 implementation) and the behavioral aspects of leveraged ETF performance. His work bridges theoretical finance with practical risk management applications, often co-authored with industry practitioners to ensure real-world relevance. Dr. Miu's professional activities extend beyond academia through consulting engagements focused on credit risk measure validation, regulatory capital modeling, and stress testing frameworks. He has co-authored authoritative texts on Basel II and III implementation that serve as practical guides for risk management professionals implementing complex regulatory requirements. His teaching portfolio includes advanced courses in international finance and fixed-income securities, directly applying his research expertise to graduate education. The acting directorship of the Master of Finance program reflects his institutional leadership in shaping finance curriculum and professional development.
Dr. Qian Yang is an Assistant Professor at the Finance and Business Economics department of DeGroote School of Business, McMaster University. His research focuses on behavioral biases, emerging technologies, and information frictions in financial markets. Research interests include empirical asset pricing, machine learning, and natural language processing applied to finance. Recent work explores cyber risk, retail investor behavior, and the use of large language models in predicting market dynamics. Publications highlight trends in leveraging alternative data to identify risk-return patterns, combining econometric rigor with AI tools.
Dr. Lu Zhang is an Associate Professor in the Department of Finance at Toronto Metropolitan University's Ted Rogers School of Management. She holds a PhD in Finance from the University of Alberta and maintains an active research profile focused on corporate finance and financial economics. Her research examines: Market valuation mechanisms and information environments Corporate governance structures and director behavior Taxation impacts on financial decision-making Investment strategies and market comovement Productivity measurement methodologies Dr. Zhang's publication record shows consistent output from 2010-2022, with recent work emphasizing behavioral aspects of finance and corporate strategy. Earlier contributions focused on governance in emerging markets and productivity analysis. She has secured multiple research grants: SSHRC Institutional Grant (2016) TRSM Research Development Grant (2016) SSHRC Insight Development Grant as Co-Investigator (2018) At TRSM, she teaches foundational and advanced finance courses including AFF 310 (Managerial Finance) and FIN 401 (Managerial Finance II). No research lab or student advisees are currently mentioned in available materials.
