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Sebastien Betermier

Title: 
Associate Professor, Finance
Contact Information
Phone: 
514-398-3762
Email address: 
sebastien.betermier [at] mcgill.ca
Alternate email address: 
karen.robertson [at] mcgill.ca
Address: 

Bronfman Building [Map]
1001 rue Sherbrooke Ouest
Montreal, Quebec
Canada
H3A 1G5

Degree(s): 

PhD, Finance, University of California at Berkeley (Haas), USA
MSc, Finance, University of California at Berkeley (Haas), USA
AB, Economics, International Relations, University of California at Davis, USA

Area(s): 
Finance
Link(s): 
www.sbetermier.com
Office: 
502
Biography: 

Sebastien Betermier is an Associate Professor of Finance at the Desautels Faculty of Management at McGill University. His research seeks to understand the relationships between risk and return and how these drive investors in their investment decisions, and contribute to the development of sustainable pension systems. His work appears in top finance journals and has received several distinctions, including lead article in the Journal of Finance in 2017. Professor Betermier teaches Investment Management and Pension Investing at both the undergraduate and graduate levels. He has been recognized repeatedly through nominations for teaching excellence which includes receiving the Desautels Distinguished Teaching Award and coaching the winning team of the PRMIA international risk management challenge in 2016 and 2017. He was named one of the World's Best 40 under 40 Business School Professors by Poets and Quants in 2017. Professor Betermier holds a PhD in Finance from the Haas School of Business at the University of California at Berkeley. He was born in France and grew up in Paris and San Francisco. 

Courses: 

FINE 441 Investment Management 3 Credits
    Offered in the:
  • Fall
  • Winter
  • Summer

FINE 449 Market Risk Models 3 Credits
    Offered in the:
  • Fall
  • Winter
  • Summer

FINE 646 Investments & Portfolio Mgmt 3 Credits
    Offered in the:
  • Fall
  • Winter
  • Summer

FINE 680 Investments 3 Credits
    Offered in the:
  • Fall
  • Winter
  • Summer

Curriculum vitae: 
PDF icon betermiercv_2019jan.pdf
Group: 
Faculty
Tenured & Tenure Track
Research areas: 
Asset Allocation
Asset Pricing
Household Finance
Investment Management
Risk Management
Selected publications: 

Papers in Peer-Reviewed Journals

"Who Are the Value and Growth Investors?" (2017) with Laurent Calvet and Paolo Sodini, Journal of Finance, Vol. 72: 1, 5-46 (lead article)

"Hedging Labor Income Risk" (2012) with Thomas Jansson, Christine Parlour, and Johan Walden, Journal of Financial Economics, Vol. 105: 3, 622-639.

Awards, honours, and fellowships: 

Awards

2017 - World's Best 40 Under 40 Business School Professors, Poets and Quants

2016 - Distinguished Teaching Award, Desautels Faculty of Management

2015 - CFR Best Paper Award, 14th Colloquium on Financial Markets

Grants

2015 - FQRSC New Researcher Grant ($50,292)

2012 - SSHRC Insight Grant ($132,580)

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