Stéphane Chrétien

Université Laval

Professor of Finance

Pavillon Palasis-Prince

2325, rue de la Terrasse

Quebec City, Quebec G1V 0A6

Canada

  • Université Laval

    • Email
    • Tel: 418-656-2131 x3380
SCHOLARLY PAPERS

7

DOWNLOADS

682

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (7)

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1.

Assessing Asset Pricing Model Misspecification with a Returns Decomposition

Number of pages: 48 Posted: 06 Dec 2001
Stéphane Chrétien and Michael T. Cliff
Université Laval and Analysis Group
Downloads 238 (247,990)
Citation 4

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asset pricing, idiosyncratic risk, model evaluation

2.

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

Downloads 150 (375,099)

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 94 (535,552)

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

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

Number of pages: 61 Posted: 22 Nov 2023
Stéphane Chrétien and Manel Kammoun
Université Laval and Université du Quebec en Outaouais (UQO)
Downloads 34 (879,356)

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Portfolio Performance Measurement, Performance Disagreement, Performance Manipulation, mutual fund

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

Number of pages: 61 Posted: 07 Mar 2024
Stéphane Chrétien and Manel Kammoun
Université Laval and Université du Quebec en Outaouais (UQO)
Downloads 22 (996,943)

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

3.

Bounds on the Autocorrelation of Admissible Stochastic Discount Factors

Number of pages: 66 Posted: 11 Mar 2005
Stéphane Chrétien
Université Laval
Downloads 141 (394,133)
Citation 3

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4.

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 79 (589,738)

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Predictability, Equity Premium, Information Variables, Canada

5.

Tournament Effects in Equity Mutual Funds: The Impact of Economic Conditions and Investment Styles ±

Number of pages: 76 Posted: 25 Oct 2022
Frank Coggins and Stéphane Chrétien
Université de Sherbrooke - Faculty of Administration and Université Laval
Downloads 48 (752,276)

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Tournament Effects, Risk Shifting, Conditional Risk Measures, Investment Styles

6.

Presidential Cycles in International Equity Flows and Returns

Posted: 16 Nov 2022
Stéphane Chrétien and Hsuan Fu
Université Laval and Université Laval
Downloads 26 (926,570)

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Political Cycles, International Stock Markets, Equity Risk Premium, Investment Fund Flows, Cross-Border Flows, Presidential Party Affiliation

7.

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