Curriculum Vitae (HTML)

Curriculum Vitae

CURRENT APPOINTMENTS

Associate Professor with tenure in Finance                                    2018 - 

ITAM, Business School

Assistant Professor in Finance                                                         2010 - 2018

         ITAM, Business School

EDUCATION

Ph.D. in Finance                                                                                 2005 – 2010

McGill University, Desautels Faculty of Management

Master in Mathematical Finance                                                       1999 – 2000

University of Toronto

B.Sc. in Industrial Engineering                                                         1992 - 1997

Universidad de Los Andes, Colombia

 

RESEARCH AND TEACHING INTERESTS

Empirical Asset Pricing, Derivatives, Investments, Risk Management and Fixed Income

 

PUBLISHED PAPERS

Journal of Financial Economics, 2015, Volume 118, Issue 1, Pages 135-167.

Featured in: Video (in Spanish), The BAM Alliance, ETF.com, VERTR Croudsource stock ratings, CXO Advisory Group

Journal of Financial and Quantitative Analysis, 2017, Volume 52, Issue 6, Pages 2727-2754.

Featured in: CXO Advisory Group, Alpha Architect

The North American Journal of Economics and Finance, 2020, Volume 53, Pages 101188.

        Management Science, Accepted

  Journal of Banking and Finance, 2023, Volume 149, Pages 106755.

 Journal of Finance, Forthcoming.

Quarterly Journal of Finance, Volume 13 Number 1, 2350005.

Finance Research Letters, 58, December 2023, 104641.

Journal of Financial and Quantitative Analysis, conditionally accepted.

WORKING PAPERS

ACADEMIC TEACHING EXPERIENCE

Course taught

Finance 1                                                                                       Winter 2011

Fixed Income Analysis                                                                   2010-2017

Market Risk Models, undergraduate                                              2009-2019

Empirical Finance, graduate                                                          2016-2019

Market Risk Models, graduate                                                       Summer 2009

Empirical Asset Pricing                                                                  2015-2017

AWARDS AND ACCOMPLISHMENTS

IFSID Research Grant                                                             2019-2020

IFSID Research Grant                                                             2018-2019

Fundef Research award                                                          2006-2009

IFM­­­­2 doctoral fellowship award                                               2006-2009

Colfuturo Scholarship Loan Program                                      2007-2009

McGill doctoral entrance fellowship                                         2005-2006

University of Toronto graduate fellowship                               1999-2000

PROFESSIONAL EXPERIENCE

MANAGER, Valuation Product Control                                        2004 – 2005

Bank of Montreal, Toronto

SENIOR ANALYST, Value-at-Risk Projects                                2000 – 2004

Bank of Montreal, Toronto

ANALYST, Trading Division                                                          Jan - Apr 2000

Redpath Sugars, Toronto

BUDGET ASSISTANT, Financial Division                                    1998 - 1999

Bell Canada International, Colombia

 

COMPUTER SKILLS AND ADDITIONAL INFORMATION

Computer software: SAS, C/C++, Matlab, SQL, Perl, Visual Basic, Bloomberg, Unix, Microsoft Access, and Microsoft Excel

Languages: Fluent in French, Spanish and English

Sports and recreational activities: certified Kundalini yoga teacher. Soccer, basketball and biking

 

IMMIGRATION STATUS

Canadian Citizen

REFERENCES

Kris Jacobs

Professor of Finance

C.T. Bauer College of Business

University of Houston

Tel: 1 713 743 2826

kjacobs@bauer.uh.edu

Lars Stentoft

Associate Professor of Finance

Department of Finance

HEC Montreal

Tel: 1 514 340 6671

lars.stentoft@hec.ca