Sebastien Betermier

Title: 
Associate Professor and Area Coordinator, Finance
Sebastien Betermier
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
Office: 
502
Biography: 

Sebastien Betermier is an Associate Professor of Finance at the Desautels Faculty of Management at McGill University and the Incoming Executive Director Designate of the International Centre for Pension Management. His research focuses on risk and return, portfolio management and asset pricing, pension funds and retirement systems, household finance, and sustainable finance. His work appears in top finance journals and has been featured in the Wall Street Journal, the Financial Times and Bloomberg among others. Professor Betermier teaches Investment Management, Applied Investments, and Pension Funds and Retirement Systems 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 in 2016 and 2020 and coaching the winning team of the PRMIA international risk management challenge in 2016, 2017, and 2019. 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 also serves as Coordinator of the Finance Area at Desautels, Faculty Director of the McGill International Portfolio Challenge, and Academic Advisor at the Bank of Canada. He was born in France and grew up in Paris and San Francisco. 

Courses: 

FINE 464 Pension Funds & Retirement Sys 3 Credits
    Offered in the:
  • Fall
  • Winter
  • Summer

FINE 541 Course not available

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

FINE 664 Mng Pension & Retirement Funds 3 Credits
    Offered in the:
  • Fall
  • Winter
  • Summer

 

Curriculum vitae: 
Group: 
Faculty
Tenured & Tenure Track
Research areas: 
Asset Allocation
Asset Pricing
Financial Institutions
Household Finance
Investment Management
Risk Management
Sustainable and Socially Responsible Operations
Selected publications: 

Selected Publications

"The Canadian Pension Fund Model: A Quantitative Portrait" (2021) with Alexander D. Beath, Chris Flynn, and Quentin Spehner, Journal of Portfolio Management, Vol. 47:1, 159-177

"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.

Reaching for yield of resiliency? Explaining the shift in Canadian pension plan portfolios” (2021) with Nicholas Byrne, Jean-Sebastien Fontaine, Hayden Ford, Jason
Ho, and Chelsea Mitchell, Staff Analytical Note 2021-20, Bank of Canada

Concentration in the market of authorized participants of US fixed-income exchange-traded funds,” (2020) with Rohan Arora, Guillaume Ouellet Leblanc, Adriano Palumbo,
and Ryan Shotlander, Staff Analytical Note 2020-27, Bank of Canada

“Creations and redemptions in fixed-income exchange-traded Funds: A shift from bonds to cash,” (2019) with Rohan Arora, Guillaume Ouellet Leblanc, Adriano Palumbo, and
Ryan Shotlander, Staff Analytical Note 2019-34, Bank of Canada

 
Awards, honours, and fellowships: 

Awards

2020 - Prof. Morty Yalovsky Distinguished Teaching Award for Graduate Programs

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

2016 - Distinguished Teaching Award for Undergraduate Programs

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

Grants

2021 - National Pension Hub Research Award ($22,922)

2020 -  SSHRC Insight Grant ($68,000)

2018 - National Pension Hub Research Award ($70,000)

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

2012 - SSHRC Insight Grant ($132,580)

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