Skip to content


I’m presently a Professor (Professeur Titulaire) in Finance at HEC MontrĂ©al.

I spent three years in the HEC’s International Business Department and 9 years at the Bank of Canada. I’m a CIRANO fellow, a member of CIREQ and a visiting scholar at the FRB Philadelphia. I do some technical consulting via my firm Ergodic Quantitative Consulting Inc.,

I no longer update this blog; for something more current, see my Personal Web Site.