Sebastien Betermier

McGill University - Desautels Faculty of Management

Assistant Professor

1001 Sherbrooke St. West

Montreal, Quebec H3A1G5 H3A 2M1

Canada

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 21,992

SSRN RANKINGS

Top 21,992

in Total Papers Downloads

2,489

SSRN CITATIONS
Rank 27,994

SSRN RANKINGS

Top 27,994

in Total Papers Citations

24

CROSSREF CITATIONS

6

Scholarly Papers (6)

1.

The Canadian Pension Fund Model: A Quantitative Portrait

Number of pages: 50 Posted: 04 Aug 2020 Last Revised: 24 Sep 2020
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.
Downloads 819 (33,340)

Abstract:

Loading...

Institutional fund management, retirement

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 771 (35,968)
Citation 16

Abstract:

Loading...

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

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 562 (54,785)

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

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 134 (241,205)
Citation 1

Abstract:

Loading...

Portfolio allocation, real estate, hedging

5.

The Global Menu of Funds

Number of pages: 52 Posted: 09 Sep 2019 Last Revised: 01 Apr 2020
Sebastien Betermier, David Schumacher and Ali Shahrad
McGill University - Desautels Faculty of Management, McGill University and McGill University, Desautels Faculty of Management
Downloads 126 (252,774)

Abstract:

Loading...

Fund Families, Fund Proliferation, Entry Deterrence, International Markets

6.

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 77 (349,980)
Citation 16

Abstract:

Loading...