Tom is Professor of Finance and Bonham Chair in International Finance at the Rotman School of Management, University of Toronto. Tom’s recent research focuses on developing and applying quantitative methods for forecasting the dynamics of asset return distributions. He has a particular interest in sources of volatility and skewness, as well as the measurement and management of risk that results from the changing shape of return distributions. He has also co-authored over 45 learning-by-doing simulation cases designed to practice deriving robust strategies for decisions associated with topics in market microstructure, valuation, derivatives, commodities, portfolio and risk management.