Geoffrey Poitras

Professor, Finance
B.A. (Dal), M.A. (McMaster), M.Phil., Ph.D. (Columbia)

Burnaby Room: WMC 3333
Burnaby Phone: 778.782.4071

Email Address: poitras@sfu.ca

Personal Website: http://www.sfu.ca/~poitras

Curriculum Vitae: View

Biography

After completing a PhD (Economics) at Columbia University, Professor of Finance, Geoffrey Poitras, began a four-year stint as a securities analyst with the Bank of Canada in Ottawa, where he served as Government of Canada treasury bill and bond auction manager.  This background is well-suited for teaching courses in security analysis and risk management to undergraduate and graduate business students. His research interests focus on financial history, applied financial econometrics, security analysis, the use of derivative securities in financial risk management, and the history of financial economics. A prolific writer, Geoffrey has recently published books on security analysis and risk management as well as books on the histories of early financial economics and equity capital. His interest in the history of economic thought is useful for explaining the foundations of current business practices to students in the Graduate Liberal Studies program, where he also teaches. Geoffrey has extensive experience as a visiting professor in Thailand and Singapore and even considered making his life there. However, instead the Victoria native chose to return to BC, joining SFU Business in 1989. At home in Coquitlam, he has enjoyed hiking, gardening, golfing and coaching community sports teams.

Specialization and Research Interests

Securities Analysis, Applied Econometrics, Risk Management Applications of Futures and Options Contracts, History of Financial Economics, Debt Management, Mathematical Finance, Statistical Simulation.

Selected Publications

Articles and Reports

Geoffrey Poitras; Giovanna Zanotti

Mortgage Contract Design and Systemic Risk Immunization

2014 | International Review of Financial Analysis.

Geoffrey Poitras

Partial immunization bounds and non-parallel term structure shifts

2013 | Annals of Financial Economics. 8(2): 1-27

Geoffrey Poitras

Richard Price, miracles and the origins of bayesian decision theory

2013 | European Journal of the History of Economic Thought. 20(1): 29-57

Geoffrey Poitras

Oxycontin, prescription opioid abuse and economic medicalization

2012 | Medicolegal and Bioethics. 2: 31-43

Ariful Hoque; Geoffrey Poitras; Meher Manzur

Influence of transactions costs on foreign exchange option contracts: Intra-daily tests

2010 | International Journal of Banking, Accounting and Finance. 7(2): 1-18

Geoffrey Poitras; Franck Jovanovic

Pioneers of financial economics: Das Adam Smith Irrelevanz Problem?

2010 | History of Economics Review. 51: 43-64

Meher Manzur; Ariful Hoque; Geoffrey Poitras

Currency option pricing and realized volatility

2010 | Banking and Finance Review. 2(1): 73-86

Geoffrey Poitras

Business ethics, medical ethics and economic medicalization

2009 | International Journal of Business Governance and Ethics. 4(4): 372-389

Geoffrey Poitras; Lindsay Meredith

Ethical transparency and economic medicalization

2009 | Journal of Business Ethics. 86(3): 313-325

Geoffrey Poitras

From Antwerp to Chicago: The history of exchange traded derivative security contracts

2009 | Revue d'Histoire des Sciences Humaines. 20(1): 11-50

Lindsay Meredith; Geoffrey Poitras

Ethical transparency and government regulation of Canada's medical research industry

2008 | Forum on Public Policy.

Geoffrey Poitras

Accounting standards for employee stock option disclosure

2007 | International Journal of Business Governance and Ethics. 3(1): 473-487

Geoffrey Poitras; Chris Veld; Yuriy Zabolotnyuk

European put-call parity and the early exercise premium for currency options

2007 | Review of Futures Markets. 16: 159-169

Geoffrey Poitras

Accounting standards for employee stock option disclosure: The current debate

2007 | Corporate Ownership and Control. 4: 87-95

Geoffrey Poitras

More on the correct use of omnibus normality tests

2006 | Economics Letters. 90: 304-309

Geoffrey Poitras

The philosophy of investment: A post keynesian perspective

2002 | Journal of Post Keynesian Economics. 25: 105-121

Geoffrey Poitras

Short sales restrictions and rights issues on the stock exchange of Singapore

2002 | Pacific-Basin Finance Journal. 10(2): 141-162

Chris Veld; Geoffrey Poitras; Yuriy Zabolotnyuk

European put-call parity and the early exercise premium for American currency options

2009 | Multinational Finance Journal. 13(1/2): 39-54

Geoffrey Poitras; John W. Heaney

'How is the stock market doing?' using absence of arbitrage to measure stock market performance

2009 | Annals of Financial Economics. 4: 1-44

Geoffrey Poitras

Earnings management and the timing of asset sales

2002 | Journal of Business Finance & Accounting. 29: 903-934

John W. Heaney; Geoffrey Poitras

Securities markets, diffusion state spaces and arbitrage free shadow prices

1994 | Journal of Financial & Quantitative Analysis. 29(2): 223-239

Geoffrey Poitras

Immunization bounds, time value and non-parallel yield curve shifts

2007 | Assurances et Gestion des Risques [Insurance and Risk Management]. 75(3): 323-356

Books, Book Chapters and Monographs

Geoffrey Poitras

Commodity risk management: Theory and application (Routledge)

2013

Geoffrey Poitras; Peter A. Clark

Medical ethics and economic medicalization

2012 | Contemporary Issues in Bioethics. Chapter 4: 51-68

Geoffrey Poitras

'Prologue' and 'Introduction'

2012 | Handbook of Research on Stock Market Globalization. xi-14

Geoffrey Poitras

From the renaissance exchanges to cyberspace: A history of stock market globalization

2012 | Handbook of Research on Stock Market Globalization. Chapter Chapter 3:

Geoffrey Poitras

Handbook of Research on Stock Market Globalization (Edward Elgar)

2012

Geoffrey Poitras

What happened May 6, 2010? Anatomy of the flash crash

2012 | Handbook of research on Stock Market Globalization. Chapter 11: 225-243

Geoffrey Poitras

Valuation of Equity Securities: History, theory and application (World Scientific Publishing)

2011

Geoffrey Poitras; Rama Cont

Arbitrage: Historical perspectives

2010 | Encyclopedia of Quantitative Finance (volume 1). 1-10

Geoffrey Poitras; Wolfgang Hafner; Heinz Zimmerman

The early history of option contracts

2009 | Vincenz Bronzin’S Option Pricing Models: Exposition and Appraisal. Chapter Chapter 18: 487-518

William A. Darity, Jr. ; Geoffrey Poitras

Risk

2008 | International Encyclopedia of the Social Sciences (volume 7). 251-253

Geoffrey Poitras; William A. Darity, Jr.

Forward markets and futures markets

2008 | International Encyclopedia of the Social Sciences (volume 3). 180-182

Geoffrey Poitras

Fredrick R. Macaulay, Frank M. Redington and the emergence of modern fixed income analysis

2007 | Pioneers of Financial Economics (volume 2). Chapter 4:

Geoffrey Poitras

Security Analysis and Investment Strategy (Wiley-Blackwell Publishing)

2005

Geoffrey Poitras; Franck Jovanovic

Pioneers of Financial Economics: Twentieth century contributions (vol. 2) (Edward Elgar)

2007

Geoffrey Poitras

Pioneers of Financial Economics: Contributions prior to Irving Fisher (vol.1) (Edward Elgar)

2006 | Pioneers of Financial Economics: Contributions Prior to Irving Fisher , (vol.1).

Geoffrey Poitras

Risk Management, Speculation and Derivative Securities (Academic Press)

2002

Geoffrey Poitras

The Early History of Financial Economics: From commercial arithmetic to life annuities and joint stocks

2000 | Edward Elgar Publishing. 1478-1776

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