René Garcia is a full professor in the economics department of the Université de Montréal where he teaches econometrics and finance. He holds a doctorate in economics from Princeton University. From 2007 to 2016 he was a Chair professor at EDHEC Business School. From 1991 to 2007, he was successively assistant, associate and full professor in the economics department of the Université de Montréal. He held the Hydro-Québec chair in integrated risk management and financial mathematics and was the recipient of a research fellowship from the Bank of Canada. From 2003 to 2008, he was the scientific director of CIRANO, an interuniversity center for research on the analysis of organizations. Until 2004 he was vice-president of the center’s finance group. He is the co-founder, together with Eric Renault, of the Journal of Financial Econometrics, published by Oxford University Press, and was its editor-in-chief from January 2003 till June 2012. He is currently a Fellow of CIREQ and CIRANO as well as an associate member of the Toulouse School of Economics. His research interests in finance revolve around the valuation of financial assets, portfolio management, and risk management. In econometrics, he is interested in nonlinear models, in particular regime-switching models. His research is published in leading international journals.