All Stories

  1. Representative investors versus best clienteles: Performance evaluation disagreement in mutual funds

    Article • International Review of Financial Analysis, July 2024, Elsevier

    Stephane Chretien

  2. Performance Evaluation Disagreement

    Article • Financial Services Review, March 2024, Academy of Financial Services

    Stephane Chretien

  3. Presidential cycles in international equity flows and returns

    Article • Finance Research Letters, May 2023, Elsevier

    Stephane Chretien

  4. Mutual Fund Styles and Clientele-Specific Performance Evaluation

    Article • International Journal of Economics and Finance, November 2019, Canadian Center of Science and Education

    Stephane Chretien

  5. Mutual Fund Performance Evaluation and Best Clienteles

    Article • Journal of Financial and Quantitative Analysis, July 2017, Cambridge University Press

    Stephane Chretien

  6. Representative Investors Versus Best Clienteles: Performance Evaluation Disagreement in Mutual Funds

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Stephane Chretien

  7. Effects of pension fund freezing on firm performance and risk

    Article • Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration, September 2015, Wiley

    Stephane Chretien

  8. The Performance of Market Timing Measures in a Simulated Environment *

    Article • Review of Finance, July 2015, Oxford University Press (OUP)

    Stephane Chretien

  9. Should Investors Pay Attention to Domestic and US Election Regimes? A Canadian Perspective

    Article • International Journal of Economics and Finance, March 2015, Canadian Center of Science and Education

    Stephane Chretien

  10. Bounds on the autocorrelation of admissible stochastic discount factors

    Article • Journal of Banking & Finance, July 2012, Elsevier

    Stephane Chretien

  11. COST OF EQUITY FOR ENERGY UTILITIES: BEYOND THE CAPM

    Article • Energy Studies Review, October 2011, Escarpment Press

    Stephane Chretien

  12. Performance and conservatism of monthly FHS VaR: An international investigation

    Article • International Review of Financial Analysis, December 2010, Elsevier

    Stephane Chretien

  13. Election outcomes and financial market returns in Canada

    Article • The North American Journal of Economics and Finance, March 2009, Elsevier

    Stephane Chretien

  14. Portfolio Performance Measurement: a No Arbitrage Bounds Approach

    Article • European Financial Management, March 2009, Wiley

    Stephane Chretien

  15. Bounds on the Autocorrelation of Admissible Stochastic Discount Factors

    Article • SSRN Electronic Journal, January 2004, Elsevier

    Stephane Chretien

  16. Assessing Asset Pricing Model Misspecification with a Returns Decomposition

    Article • SSRN Electronic Journal, January 2001, Elsevier

    Stephane Chretien