معرفی
Jean-Guy Simonato is a Professor in the Department of Finance at HEC Montréal. He holds a M.Sc. from HEC Montréal and a Ph.D. in Finance from McGill University. His research focuses on financial engineering, derivative products, fixed income securities, and the application of econometrics to financial problems. He has published extensively in top journals such as the International Journal of Forecasting and Journal of Portfolio Management.
His recent work explores dynamic portfolio allocation, goal-based wealth management, and volatility modeling. He supervises master's theses on topics like reinforcement learning in portfolio optimization and risk management. Teaching responsibilities include courses on derivatives pricing and financial instruments.
Simonato's articles consistently address market risk, non-normal return distributions, and asset pricing under GARCH frameworks. His research bridges theoretical models with practical applications in finance, emphasizing empirical validation through econometric techniques.
