Sebastien Betermier

McGill University - Desautels Faculty of Management

Assistant Professor

1001 Sherbrooke St. West

Montreal, Quebec H3A1G5 H3A 2M1

Canada

SCHOLARLY PAPERS

8

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Top 20,634

in Total Papers Downloads

3,424

SSRN CITATIONS
Rank 23,454

SSRN RANKINGS

Top 23,454

in Total Papers Citations

31

CROSSREF CITATIONS

10

Scholarly Papers (8)

1.
Downloads 1,063 ( 28,665)
Citation 2

A Supply and Demand Approach to Capital Markets

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 122 Posted: 22 Aug 2019 Last Revised: 05 May 2022
Sebastien Betermier, Laurent E. Calvet and Evan Jo
McGill University - Desautels Faculty of Management, EDHEC Business School - Department of Economics & Finance and Queen's University - Smith School of Business
Downloads 1,063 (28,266)
Citation 2

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Asset pricing, corporate finance, capital allocation, general equilibrium, factor-based investing, anomalies, 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, EDHEC Business School - Department of Economics & Finance 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.

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 882 (37,360)
Citation 19

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

3.

What Do the Portfolios of Individual Investors Reveal About the Cross-Section of Equity Returns?

Number of pages: 94 Posted: 02 Mar 2021 Last Revised: 26 Feb 2022
Sebastien Betermier, Laurent E. Calvet, Samuli Knüpfer and Jens Kvaerner
McGill University - Desautels Faculty of Management, EDHEC Business School - Department of Economics & Finance, Aalto University School of Business and Tilburg University
Downloads 734 (48,044)

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

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 256 (163,706)
Citation 1

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Portfolio allocation, real estate, hedging

5.

Mutual Fund Proliferation and Entry Deterrence

Number of pages: 62 Posted: 09 Sep 2019 Last Revised: 24 Nov 2021
Sebastien Betermier, David Schumacher and Ali Shahrad
McGill University - Desautels Faculty of Management, McGill University and McGill University, Desautels Faculty of Management
Downloads 211 (196,790)
Citation 1

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Fund Families, Fund Proliferation, Entry Deterrence, International Markets

6.

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

Number of pages: 46 Posted: 26 May 2021 Last Revised: 20 May 2022
CEM Benchmarking Inc., McGill University - Desautels Faculty of Management, CEM Benchmarking Inc., CEM Benchmarking Inc. and affiliation not provided to SSRN
Downloads 174 (233,531)

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Pension funds, real estate, sustainable investing, active management

7.

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 104 (345,677)
Citation 20

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8.

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.

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Institutional fund management, retirement