معرفی
François-Éric Racicot is a Full Professor at the Telfer School of Management of the University of Ottawa. He holds a B.Sc. and M.Sc. in Economics from the University of Montreal, and a Ph.D. in Applied Economics/Finance from ESG UQAM. He has over 15 years of teaching experience, specializing in quantitative finance, financial engineering, and econometrics at both undergraduate and graduate levels. His research focuses on hedge fund risk dynamics, macroeconomic shocks, systemic risk, and financial crises.
- Education: B.Sc. (UdeM), M.Sc. (UdeM), Ph.D. (UQAM)
- Teaching Roles: Courses in quantitative finance, financial engineering, and applied econometrics at Telfer School of Management
- Past Experience: Head of MBA in Financial Services and DESS in Finance (2007-2012) at UQO; founder of UQO's M.Sc. in Financial Economics
Research Interests: Applied econometrics, derivatives pricing, systemic risk analysis, liquidity risk, and the impact of macroeconomic factors on financial markets. His work integrates advanced statistical methods like nonlinear VAR models and dynamic panel data techniques.
Recent Research Trends: Focus on hedge fund risk responses to macroeconomic shocks, illiquidity pricing in asset models, and taxation effects on portfolio diversification. His 2024 studies explore procyclical hedge fund strategies and tax policy implications.
- Funded Research (2018–2025): Over $90k in grants including SSHRC projects on macroeconomic risk in hedge funds and IPAG Business School fellowships.
Affiliations: Member of the GREFA research group at Université de Sherbrooke. Authored five textbooks on computational finance, financial econometrics, and derivatives.
