Sebastien Betermier

McGill University - Desautels Faculty of Management

Associate Professor

1001 Sherbrooke St. West

Montreal, Quebec H3A1G5 H3A 2M1

Canada

SCHOLARLY PAPERS

12

DOWNLOADS
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SSRN RANKINGS

Top 13,710

in Total Papers Downloads

7,370

TOTAL CITATIONS
Rank 16,342

SSRN RANKINGS

Top 16,342

in Total Papers Citations

91

Scholarly Papers (12)

1.

Investor Factors

Journal of Finance forthcoming
Number of pages: 115 Posted: 02 Mar 2021 Last Revised: 30 May 2024
McGill University - Desautels Faculty of Management, SKEMA Business School, Aalto University School of Business and Tilburg University
Downloads 1,812 (19,846)
Citation 2

Abstract:

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

2.
Downloads 1,682 (22,226)
Citation 4

A Supply and Demand Approach to Capital Markets

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 96 Posted: 22 Aug 2019 Last Revised: 12 Apr 2023
Sebastien Betermier, Laurent E. Calvet and Evan Jo
McGill University - Desautels Faculty of Management, SKEMA Business School and Queen's University - Smith School of Business
Downloads 1,673 (22,010)
Citation 4

Abstract:

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

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, SKEMA Business School and Queen's University - Smith School of Business
Downloads 9 (1,250,796)
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Abstract:

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

3.

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, SKEMA Business School and Stockholm School of Economics - Department of Finance
Downloads 1,048 (44,571)
Citation 47

Abstract:

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

4.

Direct Value Creation and Capture in the Pension Fund Industry: Five Examples

Number of pages: 19 Posted: 31 Oct 2023
Sebastien Betermier, Eduard van Gelderen CFA FRM and Barbara Zvan
McGill University - Desautels Faculty of Management, PSP Investments and University Pension Plan
Downloads 983 (48,834)
Citation 1

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Pension Funds, Innovation, Long Term Value Creation

5.

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
Universite du Luxembourg - Department of Finance and McGill University - Desautels Faculty of Management
Downloads 509 (115,069)

Abstract:

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Portfolio allocation, real estate, hedging

6.

Mutual Fund Proliferation and Entry Deterrence

Number of pages: 82 Posted: 09 Sep 2019 Last Revised: 08 Feb 2023
Sebastien Betermier, David Schumacher and Ali Shahrad
McGill University - Desautels Faculty of Management, McGill University and McGill University, Desautels Faculty of Management
Downloads 339 (183,696)
Citation 1

Abstract:

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Fund Families, Fund Proliferation, Entry Deterrence, International Markets

7.

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

Number of pages: 51 Posted: 26 May 2021 Last Revised: 06 Sep 2022
CEM Benchmarking Inc., McGill University - Desautels Faculty of Management, CEM Benchmarking Inc., CEM Benchmarking Inc. and affiliation not provided to SSRN
Downloads 284 (221,599)
Citation 2

Abstract:

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Pension funds, real estate, impact investing, sustainable finance, active management

8.

Should Canada Require Its Pension Funds to Invest More Domestically? 

Number of pages: 23 Posted: 17 Jun 2024
Keith Ambachtsheer, Sebastien Betermier and Chris Flynn
University of Toronto - Joseph L. Rotman School of Management, McGill University - Desautels Faculty of Management and CEM Benchmarking Inc.
Downloads 222 (283,076)

Abstract:

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Pension Funds, Domestic Investments, Home Bias, Productivity

9.

Five Facts About the Money Holdings of Individuals and Firms

Number of pages: 53 Posted: 28 Sep 2022
Sebastien Betermier, Laurent E. Calvet and Jens Soerlie Kvaerner
McGill University - Desautels Faculty of Management, SKEMA Business School and Tilburg University
Downloads 181 (342,186)

Abstract:

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Money demand, household finance, corporate cash holdings, portfolio choice, low interest rates.

10.

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 California, Berkeley - Finance Group
Downloads 171 (359,550)
Citation 34

Abstract:

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11.

Retiree Health Benefits and Municipal Borrowing Costs

Number of pages: 64 Posted: 31 Oct 2023 Last Revised: 18 Jan 2025
Sebastien Betermier, Sara B. Holland and Sean Wilkoff
McGill University - Desautels Faculty of Management, Washington and Lee University - Williams School of Commerce, Economics, and Politics and University of Nevada, Reno
Downloads 139 (427,180)

Abstract:

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Retiree Health Insurance, Municipal Bonds, Public Finance. JEL codes: G12

12.

The Canadian Pension Fund Model: A Quantitative Portrait

forthcoming in the Journal of Portfolio Management
Posted: 04 Aug 2020 Last Revised: 07 Dec 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:

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Institutional fund management, retirement