Racicot, François-Éric

Teaching

Professor Racicot has taught finance for more than 10 years. He had taught quantitative finance and financial econometrics at the ESG-UQAM for several years (1999-2005). He was subsequently recruited by the Department of administrative sciences of the Université du Québec en Outaouais (UQO) where he had taught finance from 2005 to 2012, and was head of the MBA in financial services and the DESS in finance from 2007 to 2012. He is also one of the principal architects of the new M.Sc. in financial economics that will be offered by UQO. In addition, he is frequently invited to teach quantitative finance at several universities.

Research

Professor Racicot is advisory board member of the financial journal: AESTIMATIO- The IEB International Journal of Finance. He is also a member of the editorial board of the following journals: Journal of Quantitative Methods for Social Sciences and Review of Economics & Finance. He is a research associate at the Corporate Reporting Chair located at ESG-UQAM and a permanent member of the LRSP. He has published several books in quantitative finance and financial econometrics used at the graduate level and has also published several articles in academic journals including: Economics Letters, Applied Financial Economics, Journal of Asset Management, Journal of Derivatives & Hedge Funds, Journal of Wealth Management, AESTIMATIO-IEB, Int Adv Econ Res, and Atlantic Economic Journal. His articles received the Best Paper Award in two international conferences.

Books

Racicot, F.E. et R. Théoret  (2006). Finance computationnelle et gestion des risques : ingénierie financière et applications Excel (Visual Basic) & MATLAB. Presses de l'Université du Québec (PUQ), 740 pages.

Racicot, F.E. et R. Théoret  (2005). Traité de gestion de portefeuille : titres à revenus fixes et produits dérivés. Avec applications Excel (Visual Basic). Presses de l'Université du Québec (PUQ), 4^e ed., 726 pages.

Racicot, F.E. et R. Théoret  (2004). Le calcul numérique en finance empirique et quantitative: ingénierie financière et Excel (Visual Basic). (2ème édition). Presses de l'Université du Québec (PUQ), 2^e ed., 794 pages.

Racicot, F.E. et R. Théoret (2001). Traité d'économétrie financière : modélisation financière. Presses de l'Université du Québec (PUQ), 373 pages.

Best Paper Awards

Racicot, F.E., Théoret, R. et Coën, A. (2007). A new empirical version of the Fama & French model based on the Hausman test: An application to hedge funds. Global Finance Conference (GFC-2007), Melbourne (Australie).

Racicot, F.E., Mesly, O. and Lévy-Mangin, J.P. (2012). The emotional edge of financial predators – A four group longitudinal study, INBAM, Barcelone (Espagne).

Major Articles

Racicot, F.E. et R. Théoret (2012). Optimally weighting higher-moment instruments to deal with measurement errors in financial return models. Applied Financial Economics, 22: 1135-1146.

Racicot, F.E. et Théoret, R. (2009). Integrating volatility factors in the analysis of the hedge fund alpha puzzle. Journal of Asset Management, 10(1): 37-62.

Racicot, F.E., Coën, A. and R. Théoret (2008). Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models, International Advances in Economic Research, 14(1): 112-124.

Racicot, F.E. and Coën, A. (2007). Capital Asset Pricing Models Revisited: Evidence from Errors in Variables, Economics Letters, 95(3): 443-450.

Racicot, F.E., Hamilton, V. Ho, Coupal, L., Grover, S.A., Zowal, H. (1995). The cost-effectiveness of HMG-CoA reductase inhibitors to prevent coronary heart diseases : Estimating the benefits of raising HDL. The Journal of the American Medical Association (JAMA), 273 (13): 1032-1038.