To kick off the fifth edition of the McGill International Portfolio Challenge, Professor Sebastien Betermier moderated a Delve Integrated Management symposium powered by Global Risk Institute in Financial Services (GRI) entitled “Designing Sustainable Retirement Systems in the Current Environment of Ultra-Low Yields.” The event invited University Pension Plan Ontario’s Barbara Zvan and PSP Investment’s Eduard van Gelderen, leading experts in pension management, to share their perspective on designing resil
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Published on: 15 Nov 2021
Congratulations to Sebastien Betermier, Associate Professor of Finance, whose paper “What Do the Portfolios of Individual Investors Reveal About the Cross-Section of Equity Returns” is the Winner of Best Paper in Asset Pricing and Market Microstructure at the 2021 Northern Finance Association (NFA) Meeting.
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Published on: 23 Sep 2021
Authors: Sébastien Betermier, Nicholas Byrne, Jean-Sébastien Fontaine, Hayden Ford, Jason Ho, Chelsea Mitchell
Publication: Bank of Canada, Staff Analytical Note 2021-20, August 2021
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Published on: 8 Sep 2021
Professor Sebastien Betermier and his co-researchers published a paper on financial and environmental solutions for sustainable urban development. Canadian pension funds are doing something right, and they outline strategies for other funds and investors to follow suit.
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Published on: 30 Aug 2021
In a Q&A for the Montreal Gazette, Professor Sebastien Betermier takes a closer look at the terms and metrics related to the funding status of a pension plan. The growth rates and termination costs of a fund, he emphasizes in the piece, largely depend on the type and risk level of assets owned.
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Published on: 5 Aug 2021
Canadian retirement pensions are shaping up to be global leaders in issuing green bonds, or funds designated for environmental initiatives. Professor Sebastien Betermier views Canada’s commitment to sustainability as an advantage over other countries in growing both pensions and sustainability projects in the long term. Despite issuing debt, pensions will see increased returns as Canada moves to decrease emissions and create other green solutions to technology, transportation, and real estate.
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Published on: 22 Jul 2021
Congratulations to the Desautels professors who received 2020 SSHRC Insight Grants and Insight Development Grants.
SSHRC Insight Grants
- Professor Laurent Barras (with Professor David Schumacher)
- Professor Sebastien Betermier
- Professor Lisa Cohen
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Published on: 23 Feb 2021
One of Wall Street’s least-known trading companies, Jane Street has quietly become a global market-maker. With a niche in the world of exchange traded funds (ETFs), the company was well-positioned to weather the COVID-19 crisis. Professor Sebastien Betermier recently entered the conversation with a new report that connects fixed-income ETFs to market liquidity during the pandemic.
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Published on: 5 Feb 2021
As the renewable energy sector grows in leaps and bounds; pension funds, banks, investment companies, and insurance companies are waking up to the risk of devaluation in fossil fuel investments.
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Published on: 19 Jan 2021
The first virtual McGill International Portfolio Competition (MIPC) drew 93 university teams from 18 countries to design portfolio strategies that address the rise of social inequalities and protectionism in the U.K.
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Published on: 7 Dec 2020
The fourth annual McGill International Portfolio Challenge invited 93 student teams from 18 countries to compete to solve a complex portfolio construction problem. This year’s case study challenged participants to invest a fictitious sovereign wealth fund in a way that addressed social inequalities and protectionism in the wake of Brexit.
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Published on: 12 Nov 2020
A new study by Prof Sebastien Betermier is the first to use real data to do a quantitative analysis of asset allocation strategies and cost structures for hundreds of pension, endowment, and sovereign wealth funds across 11 countries. The results hold valuable lessons not only for financial planners, but also working Canadians dreaming of retirement.
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Published on: 9 Nov 2020
Pressure is on the Canada Pension Plan Investment Board (CPPIB) to divest from fossil fuel companies in support of Canada’s transition to a low-carbon economy. Professor Sebastien Betermier comments.
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Published on: 5 Nov 2020
An article in La Presse features Sebastien Betermier’s research that reveals the superiority of Canadian pension funds. Using the Canadian pension funds as a model for success, the article proposes a second institution be introduced in Quebec for employees of cities and universities.
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Published on: 24 Sep 2020
Authors:Alexander Beath, Sebastien Betermier, Chris Flynn, Quentin Spehner
Published: July 21, 2020. Available at SSRN
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Published on: 10 Sep 2020
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