Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Sebastien Betermier"'
Publikováno v:
Journal of Sustainable Real Estate, Vol 14, Iss 1, Pp 75-94 (2022)
This paper investigates the investment strategy that large Canadian pension funds implement in the private real estate market. Even though they manage just 6% of global pension assets in our data, Canadian pension funds are responsible for 60% of the
Externí odkaz:
https://doaj.org/article/05a20c1d889f4400a3031e821892ae70
Publikováno v:
The Review of Asset Pricing Studies.
Why do so few mutual fund families launch so many funds and styles around the world? We argue that launching numerous funds on an increasingly granular style grid allows incumbent families to congest the product space and deter market entry. Key to t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::05b1a8c79e1a94737aace122ae600d41
https://doi.org/10.1093/rapstu/raad009
https://doi.org/10.1093/rapstu/raad009
Publikováno v:
The Journal of Portfolio Management. 47:159-177
This article presents a quantitative portrait of the Canadian pension fund model. The authors show that, between 2004 and 2018, Canadian pension funds outperformed their international peers in terms of both asset performance and liability hedging. A
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4da7889f2ffa8571f8566d0b1dc31df1
https://doi.org/10.3905/jpm.2021.1.226
https://doi.org/10.3905/jpm.2021.1.226
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e8f7cc7a046a0591e0d5c66d21f32b33
https://doi.org/10.2139/ssrn.4224211
https://doi.org/10.2139/ssrn.4224211
Publikováno v:
SSRN Electronic Journal.
We construct a parsimonious set of equity factors by sorting stocks according to the sociodemographic characteristics of the individual investors who own them. The analysis uses administrative data on the stockholdings of Norwegian investors in 1997-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0748abf7b8a94191753ff490c8d062dd
https://doi.org/10.2139/ssrn.3795690
https://doi.org/10.2139/ssrn.3795690
Publikováno v:
SSRN Electronic Journal.
This paper investigates the investment strategy that large Canadian pension funds implement in the private real estate market. Even though they manage just 6% of global pension assets in our data, Canadian pension funds are responsible for 60% of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::83b3b8c196c17c93416741bfc6c5bc29
https://doi.org/10.2139/ssrn.3853175
https://doi.org/10.2139/ssrn.3853175
Publikováno v:
The Journal of Finance. 72:5-46
This paper investigates the determinants of value and growth investing in a large administrative panel of Swedish residents over the 1999-2007 period. We document strong relationships between a household's portfolio tilt and the household's financial
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::34475e335164cb6b114e839628625fc6
https://doi.org/10.1111/jofi.12473
https://doi.org/10.1111/jofi.12473
Publikováno v:
SSRN Electronic Journal.
This paper presents a frictionless neoclassical model of financial markets in which firm sizes, stock returns, and the pricing kernel are all endogenously determined. The model parsimoniously specifies the supply and demand of financial capital alloc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d1debd4497a081dea1055f99cd1a1671
https://doi.org/10.2139/ssrn.3440147
https://doi.org/10.2139/ssrn.3440147
Publikováno v:
SSRN Electronic Journal.
Why do so few mutual fund families launch so many funds and styles around the World? We posit that launching numerous funds on an increasingly granular style grid allows incumbent families to congest the product space and deter market entry. Key to t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ad51bfcb1f8c2b36ab2f61759e71c914
https://doi.org/10.2139/ssrn.3444235
https://doi.org/10.2139/ssrn.3444235
Autor:
Sebastien Betermier, Laurent Barras
Publikováno v:
SSRN Electronic Journal.
This paper investigates why household portfolios are heavily skewed toward real estate. Previous studies suggest that the large portfolio share of real estate primarily stems from non-investment-related motives as homeowners are often forced to inves
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ddfd4feea867ac2be94fab26eba3aba5
https://doi.org/10.2139/ssrn.2776350
https://doi.org/10.2139/ssrn.2776350