Stéphane Chrétien

Université Laval

Professor of Finance

Pavillon Palasis-Prince

2325, rue de la Terrasse

Quebec City, Quebec G1V 0A6

Canada

SCHOLARLY PAPERS

6

DOWNLOADS

386

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Assessing Asset Pricing Model Misspecification with a Returns Decomposition

Twelfth Annual Utah Winter Finance Conference
Number of pages: 48 Posted: 06 Dec 2001
Stéphane Chrétien and Michael T. Cliff
Université Laval and Analysis Group
Downloads 204 (149,082)
Citation 4

Abstract:

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asset pricing, idiosyncratic risk, model evaluation

2.

Bounds on the Autocorrelation of Admissible Stochastic Discount Factors

EFA 2005 Moscow Meetings Paper
Number of pages: 66 Posted: 11 Mar 2005
Stéphane Chrétien
Université Laval
Downloads 116 (239,139)

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3.

Additional Evidence on Information Variables and Equity Premium Predictability

Number of pages: 58 Posted: 17 Nov 2016 Last Revised: 08 Apr 2017
Stéphane Chrétien and Frank Coggins
Université Laval and Université de Sherbrooke - Faculty of Administration
Downloads 36 (441,120)

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Predictability, Equity Premium, Information Variables, Canada

4.

Representative Investors Versus Best Clienteles: Performance Evaluation Disagreement in Mutual Funds

Number of pages: 61 Posted: 01 Jun 2017
Stéphane Chrétien and Manel Kammoun
Université Laval and Université du Quebec en Outaouais (UQO)
Downloads 29 (472,786)

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Portfolio Performance Measurement, Performance Disagreement, Performance Manipulation, Mutual Fund

5.

Portfolio Performance Measurement: A No Arbitrage Bounds Approach

European Financial Management, Vol. 15, Issue 2, pp. 298-339, March 2009
Number of pages: 42 Posted: 27 Apr 2009
Dong-Hyun Ahn, H. Henry Cao and Stéphane Chrétien
Seoul National University - School of Economics, affiliation not provided to SSRN and Université Laval
Downloads 1 (652,918)
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6.

Mutual Fund Performance Evaluation and Best Clienteles

Journal of Financial and Quantitative Analysis (JFQA), Vol 52, No 4, August 2017, p. 1577-1604. (DOI: 10.1017/S002210901700045X)
Posted: 16 Dec 2015 Last Revised: 06 Sep 2017
Stéphane Chrétien and Manel Kammoun
Université Laval and Université du Quebec en Outaouais (UQO)

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Portfolio Performance Measurement, Clientele, Investor Disagreement, No-Good-Deal Bound