Iwan Meier
Professeur agrégé
HEC Montréal
Service de l'enseignement de la finance
3000, chemin de la Côte-Sainte-Catherine
Montréal, Québec, Canada H3T 2A7
Tel: +1 (514) 340-3198
Fax: +1 (514) 340-5632
Email: iwan.meier@hec.ca
Publications
With Aymen Karoui, "Performance and Characteristics of Mutual Fund Starts", European Journal of Finance 15(5-6), July-September 2009, 487-509.
"Style Analysis", book chapter, Encyclopedia of Quantitative Finance, editor: Rama Cont, John Wiley & Sons, forthcoming.
Three contributions on the topics "Peer Group Based Style Factors", "Return-Based Style Factors", and "Style Drift", Encyclopedia of Alternative Investments, Chapman & Hall, 2008, editor: Greg N. Gregoriou.
With Jacqueline Henn, “Performance Analysis of Hedge Funds”, Handbuch Hedge Funds, editors: Hubert Dichtl, Jochen, M. Kleeberg, Christian Schlenger, Uhlenbruch Verlag, 2005, 436-466.
With Arik Ben Dor and Ravi Jagannathan, “Understanding Mutual Fund and Hedge Fund Styles Using Return-Based Style Analysis,” Journal of Investment Management, Vol. 1, No. 1, 2003, 97-137.
Reprinted in World of Hedge Funds: Characteristics and Analysis, editor: H. Gifford Fong, 2005.
With Ravi Jagannathan, “Do We Need CAPM for Capital Budgeting?” Financial Management, Vol. 31, No. 4, Winter 2002, 55-77.
“Estimating the Term Structure of Interest Rates and the Pricing of Interest Rate Derivatives,” Dissertation, Studienzentrum Gerzensee, 2000, ISBN 3-9520416-4-5.
Working Papers
With Jeroen Rombouts, "Style Rotation and Performance Evaluation", 37 pages, 2009, submitted.
With Vefa Tarhan, “Testing the Pecking Order Hypothesis: Regression Models versus Surveys”, 29 pages, 2009, submitted.
With Vefa Tarhan, "Cash Flow Practices in Capital Budgeting Decisions", 18 pages, 2009, submitted.
With Serge Patrick Amvella and Nicolas Papageorgiou, "Persistence Analysis of Hedge Fund Returns", 49 pages, 2009, submitted.
With Yves Bozec and Claude Laurin, "The Relation between Excess Control and Cost of Capital under Different Law Regimes", 34 pages, 2009, submitted.
With Vefa Tarhan, “Corporate Investment Decision Practices and the Hurdle Rate Premium Puzzle”, 46 pages.
With Ernst Schaumburg, “Do Funds Window Dress? Evidence for U.S. Domestic Equity Mutual Funds”, 43 pages
Work in Progress
With Ravi Jagannathan, “Hurdle Rates and the Optimal Investment Decision”.
With Wolfgang Drobetz and Vefa Tarhan, "International Cash Flow Sensitivities".
Iwan Meier, “Robustness of Performance Persistence of Hedge Funds”.
2009 Conference of Swiss Economists Abroad, Basel, Switzerland.
22nd Australasian Finance and Banking Conference, Sydney, Australia.
Southern Finance Association Meetings, Captiva Islands, Florida.
Financial Managment Association Meetings, Reno, Nevada.
CIRPÉE Annual Meeting, Lac Taureau, Canada.
European Financial Managment Association, Milan, Italy.
2008 Conference of Swiss Economists Abroad, Zürich, Switzerland.
Financial Management Association (FMA) Europe, Prague, Czech Republic.
CIRANO, Montréal, Québec.
2007 Zephyr Annual Conference, Lake Tahoe CA: “Evaluating the Performance Persistence of Mutual Fund and Hedge Fund Managers”
Conference of Swiss Economists Abroad, St. Gallen, Switzerland.
Northern Finance Association (NFA), Toronto, Ontario.
Montréal Finance Day, Montréal, Québec.
2006 Brown Bag Seminar, Kellogg School of Management, Chicago, Illinois.
Southern Finance Association Meetings, Destin, Florida.
European Financial Management Association (EFMA), Madrid, Spain.
2005 46e congrès annual de la Société canadienne de science économique (SCSE), Montréal, Québec.
Northern Finance Association Meetings, Vancouver, British Columbia.
2004 Hawaii International Conference on Business, Honolulu, Hawaii.
Conference on Delegated Portfolio Management (Journal of Financial Economics), Eugene, Oregon.
European Financial Management Association (EFMA), Basel, Switzerland.
2007-present MBA course "Corporate Finance II" and "Finance d'entreprise II", HEC Montréal.
2008 Two-day seminar, with Nicolas Papageorgiou, "The Performance Evaluation of Mutual Funds and Hedge Funds", in collaboration with L'Institut de Finance Mathématique de Montréal (IFM2)
2006-present BA course "Financial Management", advanced course in corporate finance, HEC Montréal.
2004-2006 BA courses: “Basic Corporate Finance”, advanced course in corporate finance “Financial Management”, HEC Montréal
2004 Portfolio Management, Universidade Católica Portuguea in Porto (Portugal), one week advanced MBA course.
2001-2004 MBA course “Finance I”, Kellogg School of Management, core course for finance major.
2000-2004 Executive Masters Program, Tutorials in “International Finance”, Kellogg School of Management.
1998/1999 Coordinator of the Finance Course Program at the Studienzentrum Gerzensee, research center of the Swiss National Bank.
1993-1999 Teacher in the course program at the Studienzentrum Gerzensee, research center of the Swiss National Bank, Courses for portfolio managers and international courses for central bankers.
1994-1998 Lecturer at the Institute for Financial Analysis (IFFA), Zürich , Switzerland.
1993-1997 Teaching Assistant, 4-semester course “Theory of Financial Markets”, University of Bern.