Desautels professor lends expertise to Exchange Traded Funds (ETF) study

Published: 5 February 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...

Two international teams claim victory in McGill portfolio-building competition

Published: 7 December 2020

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...

Delve: Canada’s Pension Plan Is the Envy of the World, and Now We Know Why

Published: 9 November 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...

Advocacy for a second Caisse de dépôt

Published: 24 September 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...

The Canadian Pension Fund Model: A Quantitative Portrait

Published: 10 September 2020

Authors:Alexander Beath, Sebastien Betermier, Chris Flynn, Quentin Spehner Published: July 21, 2020. Available at SSRN Abstract:

Canada is a global leader in pension funds

Published: 21 August 2020

Canada’s pension funds are outperforming global peers in investment performance and are stronger at hedging against liability risks, according to research co-authored by Professor Sebastien...

The politics behind the stock market

Published: 29 July 2020

Professor Sebastien Betermier weighs in on the link between politics and stock returns, noting that while there is indeed a correlation, buying shares as a political statement isn’t a “sound...

Desautels professors celebrated for their teaching excellence

Published: 2 July 2020

Congratulations to Sebastien Betermier, Professor of Finance, and Wei Qi, Professor of Operations Management, who were honoured at McGill’s Management Convocation ceremony for their excellence in...

The complex nature of investment strategies

Published: 18 February 2020

Professor Sebastien Betermier uses winning student proposals from the 2019 McGill International Portfolio Challenge as the model for sustainable investment strategies of university endowment funds,...


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