Sebastien Betermier

McGill University - Desautels Faculty of Management

Assistant Professor

1001 Sherbrooke St. West

Montreal, Quebec H3A1G5 H3A 2M1

Canada

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 23,999

SSRN RANKINGS

Top 23,999

in Total Papers Downloads

2,549

SSRN CITATIONS
Rank 23,002

SSRN RANKINGS

Top 23,002

in Total Papers Citations

33

CROSSREF CITATIONS

10

Scholarly Papers (8)

1.
Downloads 822 ( 36,360)
Citation 2

A Supply and Demand Approach to Equity Pricing

Number of pages: 95 Posted: 22 Aug 2019 Last Revised: 24 Nov 2020
Sebastien Betermier, Laurent E. Calvet and Evan Jo
McGill University - Desautels Faculty of Management, EDHEC Business School - Department of Economics & Finance and McGill University - Desautels Faculty of Management
Downloads 822 (35,832)
Citation 1

Abstract:

Loading...

Asset pricing, anomalies, capital allocation, general equilibrium, factor-based investing, production economy.

A Supply and Demand Approach to Equity Pricing

CEPR Discussion Paper No. DP13974
Number of pages: 67 Posted: 07 Oct 2019
Sebastien Betermier, Laurent E. Calvet and Evan Jo
McGill University - Desautels Faculty of Management, EDHEC Business School - Department of Economics & Finance and McGill University - Desautels Faculty of Management
Downloads 0
  • Add to Cart

Abstract:

Loading...

Anomalies, Asset Pricing, capital allocation, factor-based investing, General Equilibrium, production economy

2.

Who Are the Value and Growth Investors?

Journal of Finance, Forthcoming, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, HEC Paris Research Paper No. FIN-2014-1043
Number of pages: 76 Posted: 21 Apr 2014 Last Revised: 15 Mar 2016
Sebastien Betermier, Laurent E. Calvet and Paolo Sodini
McGill University - Desautels Faculty of Management, EDHEC Business School - Department of Economics & Finance and Stockholm School of Economics - Department of Finance
Downloads 809 (37,144)
Citation 20

Abstract:

Loading...

Asset pricing, factor-based investing, household finance, human capital, portfolio allocation, value premium.

3.

What Do the Portfolios of Individual Investors Reveal About the Cross-Section of Equity Returns?

Number of pages: 86 Posted: 02 Mar 2021
Sebastien Betermier, Laurent E. Calvet, Samuli Knüpfer and Jens Kvaerner
McGill University - Desautels Faculty of Management, EDHEC Business School - Department of Economics & Finance, BI Norwegian Business School and Tilburg University
Downloads 360 (102,703)

Abstract:

Loading...

Asset pricing, factor-based investing, household finance, portfolio allocation.

4.

Why Do Homeowners Invest the Bulk of their Wealth in their Home?

Number of pages: 76 Posted: 07 May 2016 Last Revised: 20 Mar 2020
Laurent Barras and Sebastien Betermier
McGill University - Desautels Faculty of Management and McGill University - Desautels Faculty of Management
Downloads 187 (197,915)
Citation 2

Abstract:

Loading...

Portfolio allocation, real estate, hedging

5.

Mutual Fund Proliferation and Entry Deterrence

Number of pages: 61 Posted: 09 Sep 2019 Last Revised: 18 Jun 2021
Sebastien Betermier, David Schumacher and Ali Shahrad
McGill University - Desautels Faculty of Management, McGill University and McGill University, Desautels Faculty of Management
Downloads 172 (212,789)
Citation 1

Abstract:

Loading...

Fund Families, Fund Proliferation, Entry Deterrence, International Markets

6.

Green Urban Development: The Impact Investment Strategy of Canadian Pension Funds

Number of pages: 40 Posted: 26 May 2021
CEM Benchmarking Inc., McGill University - Desautels Faculty of Management, CEM Benchmarking Inc., CEM Benchmarking Inc. and affiliation not provided to SSRN
Downloads 121 (282,013)

Abstract:

Loading...

Pension funds, active management, real estate, sustainable investing

7.

Hedging Labor Income Risk

Riksbank Research Paper Series No. 86, Sveriges Riksbank Working Paper Series No. 255
Number of pages: 48 Posted: 23 Feb 2012
McGill University - Desautels Faculty of Management, Sveriges Riksbank - Research Division, University of California, Berkeley - Finance Group and University of Lausanne
Downloads 78 (374,779)
Citation 20

Abstract:

Loading...

8.

The Canadian Pension Fund Model: A Quantitative Portrait

forthcoming in the Journal of Portfolio Management
Posted: 04 Aug 2020 Last Revised: 03 Mar 2021
Alexander Beath, Sebastien Betermier, Chris Flynn and Quentin Spehner
CEM Benchmarking Inc., McGill University - Desautels Faculty of Management, CEM Benchmarking Inc. and CEM Benchmarking Inc.

Abstract:

Loading...

Institutional fund management, retirement