PAPER ARCHIVE
This page has links to unpublished papers. For published and
in process papers, please go to my research
page
Ergodicity and the History of Neoclassical Theory
by Geoffrey Poitras
This is one of many versions of a paper that, at one unnamed journal, went three rounds of review only to be rejected. Oddly enough, a paper with surprisingly similar content appeared in the same journal a few years later!
Measuring Port Efficiency:
An Application of Data Envelopment Analysis
by Geoffrey Poitras, Jose Tongzon and Hongyu Li
This paper was written while I was visiting NUS. After
I left there were logistical problems and the paper did not
have enough author contact to get resubmitted.
Potential Biases in Using Student Evaluations
as Summative Teaching Performance Measures
for Business Faculty
by Geoffrey Poitras and George Blazenko.
This paper has detailed information about the teaching
evaluation results in the SFU FBA.
WHAT DETERMINES AUDIT FEES?
EVIDENCE FROM SINGAPORE AND MALAYSIA
by Geoffrey Poitras, Forrest Young and
Ameen Talib
This paper was revise and resubmit at the
Review of Quantitative Finance and Accounting
but did not get finished.
ARMAX Modeling of Term Structure Supply Effects:
Theory and Some Evidence for Canada
by Geoffrey Poitras
This paper is a theoretical and empirical development
on my Ap.Ec. (1989) paper.
Semigroup Properties of
Arbitrage Free Pricing Operators
by John Heaney and Geoffrey Poitras
This mathematical paper that examines the properties of the semigroup
of pricing operators was too far ahead of its time.
From Commercial Arithmetic to Life Annuities:
The Early History of Financial Economics, 1478-1776
by Geoffrey Poitras
This is the paper that eventually became my "Early History" book.
Distributions for Diffusions Subject to
Constant Reflecting Barriers: A Decomposition Result
by John Heaney and Geoffrey Poitras
This mathematical paper provides the basic theory
for the decomposition of the transition
probability density into an ergodic and
a transitory component.
Hedging and Crop Insurance
by John Heaney and Geoffrey Poitras
Despite the title, this paper is an early version of the
Managerial and Decision Economics paper, and is only somewhat
related to the paper of the same name that I published in
the Journal of Futures Markets in 1994.
Public Choice, Government Debt Management
and the Minimization of Interest Costs
by Geoffrey Poitras
This paper was started while I was working at the Bank of
Canada and has gotten lost in the shuffle as my research
orientation has changed.