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1

La titrisation aux États-Unis et au Canada

Racicot, François-Éric, Théoret, Raymond, Calmès, Christian

Journal:

La Revue des Sciences de Gestion

Year:

2016

Language:

french

File:

PDF, 2.47 MB

french, 2016

2

A panel data robust instrumental variable approach: a test of the new Fama-French five-factor model

Racicot, François-Eric, Rentz, William F.

Journal:

Applied Economics Letters

Year:

2016

Language:

english

File:

PDF, 711 KB

english, 2016

3

OPTION PRICING MODELS & VOLATILITY USING EXCEL®-VBA

Racicot, François-Éric, Théoret, Raymond

Journal:

Journal of Derivatives & Hedge Funds

Year:

2007

Language:

english

File:

PDF, 51 KB

english, 2007

4

Pricing discrete double barrier options with a numerical method

Rostan, Pierre, Rostan, Alexandra, Racicot, François-Éric

Journal:

Journal of Asset Management

Year:

2015

Language:

english

File:

PDF, 243 KB

english, 2015

5

A Note on Financial Predation: A Marketing Assessment

Mesly, Olivier, Racicot, François-Éric

Journal:

The Journal of Wealth Management

Year:

2012

Language:

english

File:

PDF, 62 KB

english, 2012

6

Handbook of Asian Finance || The Hedge Fund Alpha Puzzle with an Application to Asian Hedge Funds

Racicot, François-Éric

Year:

2014

Language:

english

File:

PDF, 617 KB

english, 2014

7

The procyclicality of hedge fund alpha and beta

Racicot, François-Éric, Théoret, Raymond

Journal:

Journal of Derivatives & Hedge Funds

Year:

2013

Language:

english

File:

PDF, 496 KB

english, 2013

8

The Pástor-Stambaugh empirical model revisited: Evidence from robust instruments

Racicot, François-Eric, Rentz, William F

Journal:

Journal of Asset Management

Year:

2015

Language:

english

File:

PDF, 236 KB

english, 2015

9

Theq-factor model and the redundancy of the value factor: An application to hedge funds

Racicot, François-Éric, Théoret, Raymond

Journal:

Journal of Asset Management

Year:

2016

Language:

english

File:

PDF, 832 KB

english, 2016

10

Heteroscedasticity of deviations in market bubble moments – how the goods and bads lead to the ugly

Mesly, Olivier, Racicot, François-Éric

Journal:

Applied Economics

Year:

2018

Language:

english

File:

PDF, 2.83 MB

english, 2018

11

Multi-moment risk, hedging strategies, & the business cycle

Racicot, François-Éric, Théoret, Raymond

Journal:

International Review of Economics & Finance

Year:

2018

Language:

english

File:

PDF, 2.98 MB

english, 2018

12

Hedge Fund Returns, Kalman Filter, and Errors-in-Variables

François-Éric Racicot, Raymond Théoret

Journal:

Atlantic Economic Journal

Year:

2010

Language:

english

File:

PDF, 65 KB

english, 2010

13

Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models

François-Éric Racicot, Raymond Théoret, Alain Coën

Journal:

International Advances in Economic Research

Year:

2007

Language:

english

File:

PDF, 52 KB

english, 2007

14

Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models

François-Éric Racicot, Raymond Théoret, Alain Coën

Journal:

International Advances in Economic Research

Year:

2008

Language:

english

File:

PDF, 215 KB

english, 2008

15

On Optimal Instrumental Variables Generators: An Application to Hedge Funds Returns

François-Éric Racicot, Raymond Théoret

Journal:

International Advances in Economic Research

Year:

2008

Language:

english

File:

PDF, 52 KB

english, 2008

16

On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns

François-Éric Racicot, Raymond Théoret

Journal:

International Advances in Economic Research

Year:

2009

Language:

english

File:

PDF, 211 KB

english, 2009

17

Capital asset pricing models revisited: Evidence from errors in variables

Alain Coën, François-Éric Racicot

Journal:

Economics Letters

Year:

2007

Language:

english

File:

PDF, 157 KB

english, 2007

18

Accruals, Errors-in-variables, and Tobin’sq

Christian Calmès, Denis Cormier, François-Éric Racicot…

Journal:

Atlantic Economic Journal

Year:

2013

Language:

english

File:

PDF, 80 KB

english, 2013

19

Cumulant instrument estimators for hedge fund return models with errors in variables

Racicot, François-Éric, Théoret, Raymond

Journal:

Applied Economics

Year:

2014

Language:

english

File:

PDF, 536 KB

english, 2014

20

Conditional Financial Models and the Alpha Puzzle

Racicot, François-Éric, Théoret, Raymond

Journal:

The Journal of Wealth Management

Year:

2008

Language:

english

File:

PDF, 1.16 MB

english, 2008

21

Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution

Belhachemi, Rachid, Rostan, Pierre, Racicot, François-Éric

Journal:

Applied Economics

Year:

2015

Language:

english

File:

PDF, 834 KB

english, 2015

22

Optimally weighting higher-moment instruments to deal with measurement errors in financial return models

Racicot, François-Éric, Théoret, Raymond

Journal:

Applied Financial Economics

Year:

2012

Language:

english

File:

PDF, 303 KB

english, 2012

23

Engineering robust instruments for GMM estimation of panel data regression models with errors in variables: a note

Racicot, François-Éric

Journal:

Applied Economics

Year:

2015

Language:

english

File:

PDF, 368 KB

english, 2015

24

Yield Curve Forecasting with the Burg Model

Rostan, Pierre, Belhachemi, Rachid, Racicot, François-Eric

Journal:

Journal of Forecasting

Year:

2016

Language:

english

File:

PDF, 31.14 MB

english, 2016

25

A Reliance on Predatory Behavior in theContext of Financial Negotiation asSoon as Given a Chance? A Three Group Cross-Sectional and Longitudinal Study on the Concept of Perceived Predation

Mesly, Olivier, Mangin, Jean-Pierre Lévy, Racicot, François-Éric

Journal:

The Journal of Wealth Management

Year:

2012

Language:

english

File:

PDF, 1.76 MB

english, 2012

26

Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Fund Returns

Racicot, François-Éric, Théoret, Raymond

Journal:

The Journal of Wealth Management

Year:

2010

Language:

english

File:

PDF, 2.05 MB

english, 2010

27

Specification Errors in Financial Models of Returns

Théoret, Raymond, Racicot, François-Éric

Journal:

The Journal of Wealth Management

Year:

2007

Language:

english

File:

PDF, 993 KB

english, 2007

28

A Study of Dynamic Market Strategies of Hedge Funds Using the Kalman Filter

Racicot, François-Éric, Théoret, Raymond

Journal:

The Journal of Wealth Management

Year:

2007

Language:

english

File:

PDF, 1.63 MB

english, 2007

29

Integrating volatility factors in the analysis of the hedge fund alpha puzzle

Racicot, François-Éric, Théoret, Raymond

Journal:

Journal of Asset Management

Year:

2009

Language:

english

File:

PDF, 313 KB

english, 2009

30

A stylized model of home buyers’ and bankers’ behaviours during the 2007-2009 US subprime mortgage crisis: a predatory perspective

Mesly, Olivier, Racicot, François-Éric

Journal:

Applied Economics

Year:

2016

Language:

english

File:

PDF, 1.49 MB

english, 2016

31

Rolling Regression Analysis of the Pástor-Stambaugh Model: Evidence from Robust Instrumental Variables

François-Éric Racicot,William F. Rentz…

Journal:

International Advances in Economic Research

Year:

2017

Language:

english

File:

PDF, 539 KB

english, 2017

32

Procyclicality and diversification in the hedge fund industry in the aftermath of the subprime crisis

François-Éric Racicot,Raymond Théoret

Journal:

Journal of Derivatives & Hedge Funds

Year:

2014

Language:

english

File:

PDF, 1.26 MB

english, 2014

33

A new empirical version of the Fama and French model based on the Hausman specification test: An application to hedge funds

François-Éric Racicot,Raymond Théoret,Alain Coën

Journal:

Journal of Derivatives & Hedge Funds

Year:

2011

Language:

english

File:

PDF, 255 KB

english, 2011

34

On comparing hedge fund strategies using new Hausman-based estimators

François-Éric Racicot,Raymond Théoret

Journal:

Journal of Derivatives & Hedge Funds

Year:

2008

Language:

english

File:

PDF, 230 KB

english, 2008

35

The beta puzzle revisited: A panel study of hedge fund returns

François-Éric Racicot,Raymond Théoret

Journal:

Journal of Derivatives & Hedge Funds

Year:

2007

Language:

english

File:

PDF, 202 KB

english, 2007

36

Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?

Mesly, Olivier, Chkir, Imed, Racicot, François-Éric

Journal:

Economic Modelling

Year:

2018

Language:

english

File:

PDF, 1.40 MB

english, 2018

37

Increment Variance Reduction Techniques with an Application to Multi-name Credit Derivatives

Rostan, Pierre, Rostan, Alexandra, Racicot, François-Éric

Journal:

Computational Economics

Year:

2018

Language:

english

File:

PDF, 1.83 MB

english, 2018

38

Hedge fund return higher moments over the business cycle

Racicot, François-Éric, Théoret, Raymond

Journal:

Economic Modelling

Year:

2018

Language:

english

File:

PDF, 3.03 MB

english, 2018

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