Faculty Profile

Geoffrey Poitras

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

Burnaby Phone: 778-782-4071
Burnaby Office: WMC 3333

Email Address:
Website: http://www.sfu.ca/~poitras

Biography

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, means that professor of finance Dr.Geoffrey Poitras is well-suited for teaching courses in security analysis and risk management to undergraduate business students. His research interests focus on 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 a book on the history of early financial economics. 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 enjoys 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

Books

Geoffrey Poitras, Commodity Risk Management: Theory and Application, New York: Routledge (2012, in press).

Geoffrey Poitras (ed.),  Handbook of Research on Stock Market Globalization, Northampton, MA: Edward Elgar, 2012 (328 pages, ISBN 978-1-84720-756-2).

Geoffrey Poitras, Valuation of Equity Securities: History, Theory and Application, Singapore: World Scientific Publishing, 2011 (753 pages, ISBN-13: 978-981-4295-38-3; ISBN-10: 981-4295-38-8).

Geoffrey Poitras and Franck Jovanovic (eds.), Pioneers of Financial Economics: Twentieth Century Contributions, (vol.2), Cheltenham, UK: Edward Elgar, 2007 (244 pages, ISBN: 1-84542-382-8).

Geoffrey Poitras (ed.), Pioneers of Financial Economics: Contributions Prior to Irving Fisher , (vol.1), Cheltenham, UK: Edward Elgar, 2006 (274 pages, ISBN: 1-84542-382-7).

Geoffrey Poitras, Security Analysis and Investment Strategy , Boston, Mass. and Oxford, UK: Blackwell Publishing, 2005 (655 pages, ISBN: 1-4051124-8).

Geoffrey Poitras, Risk Management, Speculation and Derivative Securities , New York: Academic Press, 2002 (601 pgs., ISBN: 0-12-558822-4).

Geoffrey Poitras, The Early History of Financial Economics, 1478-1776; From Commercial Arithmetic to Life Annuities and Joint Stocks , Aldershot, U.K.: Edward Elgar, 2000 (522 pgs., ISBN:1-84064-455-9).

Journal Articles

Geoffrey Poitras, "Richard Price, Miracles and the Origins of Bayesian Decision Theory",  European Journal of the History of Economic Thought (2012 forthcoming).

Geoffrey Poitras, “Arbitrage: Historical Perspectives”, in Rama Cont (ed.), Encyclopedia of Quantitative Finance, vol. 1, New York: Wiley, 2010: 1-10.

Meher Manzur, Ariful Hoque, and Geoffrey Poitras, "Currency Option Pricing and Realized Volatility", Banking and Finance Review (2010) 2: 73-86.

Geoffrey Poitras and Franck Jovanovic, "Pioneers of Financial Economics: Das Adam Smith Irrelevanzproblem?", History of Economics Review (2010): 43-64.

Geoffrey Poitras, "From Antwerp to Chicago: The History of Exchange Traded Derivative Security Contracts", Revue d'Histoire de Sciences Humaines (Journal for the History of the Social Sciences) (2009) 20: 11-50.

Geoffrey Poitras and Lindsay Meredith, "Ethical Transparency and Economic Medicalization", Journal of Business Ethics (June 2009) 86: 313-25.

Geoffrey Poitras, "More on the Correct Use of Omnibus Normality Tests", Economics Letters (2006) vol. 90: 304-9.

Geoffrey Poitras and Albert Teoh, "The Crack Spread: Day Trading the Oil Futures Complex", Derivatives Use, Trading and Regulation , (2003) 9: 102-116.

Geoffrey Poitras, 'The Philosophy of Investment: A Post Keynesian Perspective', Journal of Post Keynesian Economics , (2002) 25: 105-121.

Geoffrey Poitras, Trevor Wilkins and Y.S. Kwan, "Earnings Management and the Timing of Asset Sales", Journal of Business Finance and Accounting , (2002) 29: 903-34.

Geoffrey Poitras, "Short Sales Restrictions and Rights Issues on the Stock Exchange of Singapore", Pacific Basic Journal of Finance , (2002) 10: 141-62.

John Heaney and Geoffrey Poitras, "Securities Markets, Diffusion State Spaces and Arbitrage Free Shadow Prices", Journal of Financial and Quantitative Analysis , (June 1994) 29: 223-239.