Sebastien Betermier

McGill University - Desautels Faculty of Management

Assistant Professor

1001 Sherbrooke St. West

Montreal, Quebec H3A1G5 H3A 2M1

Canada

  • McGill University - Desautels Faculty of Management

SCHOLARLY PAPERS

11

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5,486

SSRN CITATIONS
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SSRN RANKINGS

Top 17,358

in Total Papers Citations

67

CROSSREF CITATIONS

7

Scholarly Papers (11)

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1.

A Supply and Demand Approach to Capital Markets

Downloads 1,476 (22,568)
Citation 2

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 1,476 (22,168)
Citation 2

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

2.

Investor Factors

Number of pages: 103 Posted: 02 Mar 2021 Last Revised: 21 Aug 2023
Sebastien Betermier, Laurent E. Calvet, Samuli Knüpfer and Jens Soerlie Kvaerner
McGill University - Desautels Faculty of Management, SKEMA Business School, Aalto University School of Business and Tilburg University
Downloads 1,261 (28,526)
Citation 2

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

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 972 (41,328)
Citation 43

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

4.

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

Number of pages: 15 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 530 (91,583)

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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 398 (128,696)

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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 292 (179,814)
Citation 1

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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
Alexander Beath, Sebastien Betermier, Maaike Van Bragt, Quentin Spehner and Yuedan Liu
CEM Benchmarking Inc., McGill University - Desautels Faculty of Management, CEM Benchmarking Inc., CEM Benchmarking Inc. and affiliation not provided to SSRN
Downloads 251 (209,430)
Citation 1

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

8.

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 141 (349,854)

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

9.

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
Sebastien Betermier, Thomas Jansson, Christine A. Parlour and Johan Walden
McGill University - Desautels Faculty of Management, Sveriges Riksbank - Research Division, University of California, Berkeley - Finance Group and University of California, Berkeley - Finance Group
Downloads 136 (359,814)
Citation 31

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10.

How Do Retiree Health Benefit Promises Affect Municipal Financing?

Number of pages: 41 Posted: 31 Oct 2023
Sebastien Betermier, Sara B. Holland and Sean Wilkoff
McGill University - Desautels Faculty of Management, University of Oklahoma - Michael F. Price College of Business and University of Nevada, Reno
Downloads 29 (802,744)

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Retiree Health Insurance, Municipal Bonds, Public Sector Benefits

11.

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