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Anthony Sanford

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Assistant Professor, HEC Montréal

I am currently an assistant professor of finance at HEC Montreal. I received my Ph.D. in Economics from the University of Washington. My research interests include finance; portfolio design and management; asset pricing; derivatives; financial econometrics.

Experience

  • 2022–present
    Assistant Professor, HEC Montreal
  • 2018–2022
    Postdoctoral fellow, University of Maryland
  • 2012–2018
    Instructor/Teaching Assistant, University of Washington

Education

  • 2018 
    University of Washington, Economics
  • 2012 
    Seattle University, Finance
  • 2009 
    Concordia University, Montreal, Finance

Publications

  • 2022
    Corporate Investment and Growth Opportunities: The Role of R&D Capital Complementarity, Journal of Corporate Finance
  • 2021
    State price density estimation with an application to the recovery theorem, Studies in Nonlinear Dynamics & Econometrics
  • 2021
    Optimized portfolio using a forward-looking expected tail loss, Finance Research Letters
  • 2020
    Does Perception Matter in Asset Pricing? Modeling Volatility Jumps Using Twitter-Based Sentiment Indices, Journal of Behavioral Finance

Honours

FRQSC Fellow, Buechel Fellow