June 1, 1997, Updated April 1, 2001

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GEOFFREY POITRAS      

FILLING THE VOID





Welcome to my Warped Resume page


In addition to an outdated resume, this page contains interesting pictures and links which are possibly amusing, but be warned




  • SOME OF THE MATERIAL IN THIS DOCUMENT MAY BE OFFENSIVE TO SOME VIEWERS.




    • Those hitting this zone for the first time will find that there is more here than the usual academic web page mumbo-jumbo. In addition to the usual stuff useful to those trying to get too much background on yours truly, there are also a few links which might be of esoteric interest. Enjoy!?!

    Source: The background is courtesy of the NASA website



    Those wanting to contact me by email please use poitras@sfu.ca
    I can also be reached by phone at 604-291-4071



  • Here is that academic stuff I told you about

  • Post-Secondary Degrees

    Columbia U., Ph.D., (Economics) 1982-6
    Columbia U., M.Phil. (Economics) 1980-1
    McMaster U., M.A. (Economics) 1978-9
    Dalhousie U., B.A. (First Class Honours, Economics) 1977.


    In addition to these degrees, I also attended University of Toronto, Ph.D. program during 1979 and even briefly sat in classes for a few weeks at UBC. As an undergraduate, I started my degree at Simon Fraser University (where I now work) and had a brief stint at UVic before ending up at Dalhousie for the last 2+ years of my undergraduate degree.

    SELECTED Published and Other Significant Completed Research:

    (For a more complete listing see my Homepage or just go directly to my professional resume .

    Publications are the name of the game in academics. Publish or perish is a useful motto ... perishing in this sense refers more to a tree than a bird ... the plant does not die quickly, rather a long period of accumulating dead wood is anticipated ...

    Without the research, the job is easy, a real lunch pail heavy ... money for nothing, chicks for free

    I can see Prof. Deadwood now, whistling on his way to work...

    I'm as happy as can be ... Drawing down my salary ... ... I hold office hours regularly! ... High ho, high ho its off to do no work I go ...

    MY BOOKS

    Geoffrey Poitras, Security Analysis and Investment Strategy, Blackwell Publishers, (in press, expected release date early 2004).

    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).

  • Selected Refereed Publications


    Note: Updates from 1997 on, please download my resume. Since I put this list together I have published a number of articles !

    Geoffrey Poitras, "Turtles, Tails and Stereos: Arbitrage and the Design of Futures Spread Trading Strategies", Journal of Derivatives, (forthcoming 1997).

    --This paper provides an overview of the spread trading strategies which are considered to be one of my contributions to research.


    Geoffrey Poitras, "TED Tandems: Arbitrage Configurations for the US Treasury Bill/Eurodollar Futures Spread", International Review of Economics and Finance (forthcoming 1997).

    --This is a much improvved version of a TED strategy paper I wrote back when I was working for the Bank of Canada.


    Geoffrey Poitras, "From Commercial Arithmetic to Life Annuities: The Early History of Financial Economics, 1478-1776", History of Political Economy (forthcoming 1997).

    --This is the only paper which examines this issue. The current status of the paper is actually at the minor revision stage of the refereeing process. As of 1/4/01, this paper is still sitting on my desk.


    .John Heaney and Geoffrey Poitras, "Securities Markets, Diffusion State Spaces and the Implicit Preference Function", Journal of Financial and Quantitative Analysis, 29 (June 1994): 223-239.

    --Considered by many to be my best paper, which just shows where the Finance academics hang their hats.


    Geoffrey Poitras, "Testing Regression Disturbances for Normality with Stable Alternatives: Further Monte Carlo Evidence", Journal of Statistical Computation and Simulation, (1992) 41: 109-23.

    --This is an excellent paper which is the first step toward demonstrating the failings of the Jarque-Bera test so popular with econometricians.


    John Heaney and Geoffrey Poitras, "Estimation of the Optimal Futures Hedge, Expected Utility and Ordinary Least Squares Regression", Journal of Futures of Markets, 11 (Oct. 1991): 603-612.

    --A paper which gets the utility theoretic aspects of the optimal hedging problem sorted out properly. Must reading for the GARCH hedge ratio estimators.


    Geoffrey Poitras, "The When-Issued Market for Government of Canada Treasury Bills", Canadian Journal of Economics, 24 (Aug. 1991): 604-621.

    --Check out the Bank of Canada Review article which lifted so much of what I did here and never provided any citation!!


    Geoffrey Poitras, "The Distribution of Gold Futures Spreads", Journal of Futures Markets, (Dec. 1990): 643-659.

    --Based on my Ph.D. thesis, this paper has many interesting contributions


    Geoffrey Poitras, "The Market Value of Government of Canada Debt: A Comment on the Valuation of Non-Marketable Debt", Canadian Journal of Economics, (April 1989): 395-405.

    --Evidence that publishing in the JME and CJE has a lot to do with reputation effects.


    Geoffrey Poitras, "Optimal Futures Spread Positions", Journal of Futures Markets: (April 1989): 397-412.

    --Also from my Ph.D. thesis, this paper has not received the recognition that I think it deserves.


    Geoffrey Poitras, "Do Changes In Debt Maturity Composition Affect the Term Structure? Some Canadian Evidence", Applied Economics, (April, 1989): 553-66.

    --The history of involved in the publishing of this paper is VERY interesting.


    Geoffrey Poitras, "Arbitrage Boundaries, Treasury Bills and Covered Interest Parity", Journal of International Money and Finance, (December 1988): 429-445.

    --This paper is original in developing the theoretical notion of a one-sided arbitrage. An interesting attempt at testing for the presence of a one-sided arbitrage boundary is also provided.


    Geoffrey Poitras, "Hedging Canadian Treasury Bill Positions with US Money Market Futures", Review of Futures Markets, (Spring 1988): 176-191.

    --An early paper on synthetic securities and the impact of ARCH errors on hedge ratio estimation


    Geoffrey Poitras, "Golden Turtle Tracks: In Search of Unexploited Profits in Gold Spreads", Journal of Futures Markets: 7 (Aug. 1987): 397-412.

    --My claim to fame... I am the inventor of the Golden turtle!


    Geoffrey Poitras, "Futures Hedging Policies for the South African Gold Mining Industry", South African Journal of Economics, 54 (Dec. 1986): 395-405.

    --My first published academic article.



    Contributions to Papers and Proceedings

    Geoffrey Poitras, "Recent Indian Financial Market Reforms: Lessons from the North American Experience", Keynote Speech, Proceedings of the Fifth Conference of the Association of Indian Management Schools, Aug. 25-27, 1993.

    --The reason for one of my numerous trips to South Asia. My most memorable experience of this trip was the time spent in my rooms overlooking Kovalum Beach.



  • In Addition to Publishing like crazy, I have also had too may jobs

  • Full-time Academic Experience

    Current Positions:

    Sept 1998- , Professor of Finance, Faculty of Business Administration, Simon Fraser University, Burnaby, BC

    June 1995-1997, Senior Fellow, Department of Economics and Statistics, National University of Singapore.

    Sept. 1991-1998, Associate Professor, Faculty of Business Administration, Simon Fraser University, Burnaby, B.C., Canada

    May 1989-Sept. 1991, Assistant Professor, Faculty of Business Administration, Simon Fraser University

  • Courses taught:Futures and Options (DMBA and U/G), Managerial Finance (EMBA), Advanced Corporate Finance, International Financial Management, Investments, Theory of Finance (Ph.D.).

  • Previous Full-time Positions:

    January 1995-April 1995: Visiting Professor of Finance, Joint Doctoral Program in Business Administration, Chulalongkorn University, Bangkok, Thailand

    June 1991- May 1992: Visiting Senior Fellow, Department of Finance and Banking, Faculty of Business Administration, National University of Singapore, Singapore.

    Jan.- June 1989: Visiting Assistant Professor of Finance, Faculty of Commerce and Business Administration, University of British Columbia, Vancouver, B.C.

    Sept. 1981- July 1985: Lecturer/Assistant Professor, Dept. of Economics and Finance, College of Business Administration, St. John's U., New York City, N.Y.

  • Courses taught included: Investments, Capital and Money Markets, Money and Banking, Econometrics, Forecasting, Corporate Finance, Principles of Economics, Economic History.

  • Part-time Academic Experience

    January 1995-May 1995: part-time faculty member, Bachelor of Business Administration (English), Thammasat University, Bangkok, Thailand.
    Jan.-April 1988, part-time faculty member, Graduate Faculty of Administration, University of Ottawa, teaching MBA Finance.
    Sept. 1986-May 1987, part-time faculty member, Economics Dept., University of Ottawa teaching advanced undergraduate Macro/ Microeconomics.
    Summer 1982 and 1983, Summer session appointments at Columbia U.; course of instruction was 'History of Economic Thought'.

  • Significant Full-time Professional Experience

    From July 1985-December 1988, Securities Analyst, Securities Department, Bank of Canada, Ottawa, Ontario, Canada.





  • What Do I Do in My Real Life



    I have liked my various jobs... met lots of good people... especially all the students who had a genuine interest in learning... which leads to my pet peeve.... those academic career managers who are taking up valuable space in the university community.

    Outside my academic life, I have developed skills as a youth teams coach... in softball, hardball and soccer. I always emphasized fair play and the team concept. Please remember that the umpires and referees are part of the game and blaming the officials is poor sportsmanship.

    My other important interests are photographic arts and mountain hiking. For those determined and patient enough, there are some examples of my photograph efforts hidden in my web pages.



    Time for those with politically correct sensibilities to EXIT NOW

    Certain images that appear past this point have an element of adult content. This content appears in a context that highlights issues of intellectual interest --- some would say profound interest. The adult content is essential to the issues being raised and is not intended as pandering to crude sensibilities. Please do not activate links that you may find disturbing.









  • I conclude this warped resume with some cool links

    Well, for sports fans, we have NBA or NHL, or NFL or whatever ... there always seems to be another crucial game to be played somewhere.

    For those who want to know if justice is blind and are not into being politically correct Please note that the adult-content picture attached to this link may offend some individuals. (Picture by Hisayoshi Osawa at www.atom.co.jp) This link to Osawa may no longer be active ... Adults only

    Finally for those who would seek to find out more about education in ASEAN go to NUS

    Here is the obligatory link for X-Philes TV Addicts

    For those into cartoons and related images Cartoons

    And please remember to check out my personal page

    Another recent endeavor
    A recent endeavor

    Finally, there is the inevitable accounting data

    oops
    More oops
    Even more oops