Peter Klein

Professor, Finance
B.Sc., LL.B., M.B.A., (W. Ontario), Ph.D. (Toronto), CFA, CBV, CGA

Segal Room: SGL 3255
Segal Phone: 778.782.7722

Email Address: pklein@sfu.ca

Curriculum Vitae: View

Biography

Dr. Peter Klein is a Professor of Finance. Prior to joining the Beedie School of Business, he spent 10 years in a variety of roles at CIBC/Wood Gundy, including Chief Trader of Derivatives in London, UK and Vice-President, Investment Banking in Tokyo. He then made a career switch, earning his PhD in Finance from the University of Toronto in 1996. He has taught International Finance, Derivatives and Investment Policy and was awarded the TD Canada Trust Distinguished Teaching Award in 1998. Peter was the founding Academic Director of the Global Asset and Wealth Management MBA and Master of Financial Risk Management programs and continues to teach in the investment management stream of the MSc Finance program. He lead the team that introduced the Student Investment Advisory Service in 2003 and Beedie Endowment Asset Management in 2011. Peter is also a CFA, CBV and CPA CGA.  Previously he was a Trustee as well as Chair of the SFU Academic Pension Plan and was previously director of professional development for CFA Vancouver. He was Advising Principal of KCS Fund Strategies Inc., an investment counselling firm specializing in Canadian hedge funds and is currently Managing Partner and CIO of BullWealth, a full service investment counselling firm. Peter focuses his research on return anomalies, taxation, credit risk, derivative securities and corporate governance and has published in a number of leading academic journals, including the Journal of Financial Economics, the Journal of Public Economics and the Journal of Banking and Finance. Peter enjoys skiing, backpacking, surfing and paddling in the great outdoors with his family and friends.

Specialization and Research Interests

Return anomalies, taxation, derivative securities, credit risk; and corporate governance.

Selected Publications

[{"id":"23173","IC_id":"3463","Title":"The merits of taking a portfolio approach in hedge fund investing","Year":"2007","Date":"2007-00-00","kind_id":"46","Type":"Publication","KindName":"Newsletter Article","WebProfileCategory":null,"DOI":null,"PublisherName":"Canadian Hedge Watch","PublisherCity":"Toronto","PublisherCountry":"Canada","bookTitle":null,"bookChapter":null,"journalTitle":"Canadian Hedge Watch","journalVolume":"7","journalIssue":"1","pages":"9-11","presentationVenueName":null,"URL":null,"contributors":[{"firstName":"Peter","middleName":"","lastName":"Klein"}]},{"id":"23173","IC_id":"2406","Title":"Counterparty credit risk and American options","Year":"2013","Date":"2013-07-01","kind_id":"1","Type":"Publication","KindName":"Journal Article, Academic Journal - Peer Reviewed","WebProfileCategory":"Articles and Reports","DOI":"10.3905\/jod.2013.20.4.007","PublisherName":"Institutional Investor * Journals","PublisherCity":"New York","PublisherCountry":"United States","journalTitle":"Journal of Derivatives","journalVolume":"20","journalIssue":"4","pages":"7-21","URL":null,"contributors":[{"firstName":"Peter","middleName":"","lastName":"Klein"},{"firstName":"Jun","middleName":"","lastName":"Yang"}],"icKind":"journal"},{"id":"23173","IC_id":"2407","Title":"Learn more about the equal sector strategy of select sector SPDRs","Year":"2013","Date":"2013-01-01","kind_id":"1","Type":"Publication","KindName":"Journal Article, Academic Journal - Peer Reviewed","WebProfileCategory":"Articles and Reports","DOI":"10.3905\/jwm.2013.15.4.041","PublisherName":"Elsevier Inc","PublisherCity":"New York","PublisherCountry":"United States","journalTitle":"Journal of Wealth Management","journalVolume":"15","journalIssue":"4","pages":"41-48","URL":null,"contributors":[{"firstName":"Alexander","middleName":"","lastName":"Conconi"},{"firstName":"Monica","middleName":"","lastName":"Demidow"},{"firstName":"Peter","middleName":"","lastName":"Klein"},{"firstName":"Jijun","middleName":"","lastName":"Niu"}],"icKind":"journal"},{"id":"23173","IC_id":"895","Title":"Corporate governance and stock performance: Evidence from Canadian firms over the period 2005-2009","Year":"2011","Date":"2011-04-01","kind_id":"1","Type":"Publication","KindName":"Journal Article, Academic Journal - Peer Reviewed","WebProfileCategory":"Articles and Reports","DOI":"No DOI","PublisherName":"Virtus Interpress","PublisherCity":"Sumy","PublisherCountry":"Russian Federation","journalTitle":"Corporate Ownership and Control","journalVolume":"8","journalIssue":"3","pages":"56-68","URL":null,"contributors":[{"firstName":"Richard","middleName":"","lastName":"Cotter"},{"firstName":"Jeremy","middleName":"","lastName":"Dason"},{"firstName":"Jijun","middleName":"","lastName":"Niu"},{"firstName":"Peter","middleName":"","lastName":"Klein"}],"icKind":"journal"},{"id":"23173","IC_id":"538","Title":"Vulnerable American options","Year":"2010","Date":"2010-05-01","kind_id":"1","Type":"Publication","KindName":"Journal Article, Academic Journal - Peer Reviewed","WebProfileCategory":"Articles and Reports","DOI":"10.1108\/03074351011039436","PublisherName":"Emerald Group Publishing Ltd","PublisherCity":"Bingley","PublisherCountry":"United Kingdom","journalTitle":"Managerial Finance","journalVolume":"36","journalIssue":"5","pages":"414-430","URL":null,"contributors":[{"firstName":"Peter","middleName":"","lastName":"Klein"},{"firstName":"James","middleName":"","lastName":"Yang"}],"icKind":"journal"},{"id":"23173","IC_id":"480","Title":"The great white north","Year":"2010","Date":"2010-03-01","kind_id":"44","Type":"Publication","KindName":"Magazine Article","WebProfileCategory":"Articles and Reports","DOI":"","PublisherName":"Rogers Publishing Ltd","PublisherCity":"Toronto","PublisherCountry":"Canada","bookTitle":null,"bookChapter":null,"journalTitle":"Canadian Investment Review","journalVolume":"","journalIssue":"","pages":"","presentationVenueName":null,"URL":null,"contributors":[{"firstName":"Peter","middleName":"","lastName":"Klein"},{"firstName":"Daryl","middleName":"","lastName":"Purdy"},{"firstName":"Isaac","middleName":"","lastName":"Schweigert"}]},{"id":"23173","IC_id":"479","Title":"The great unwind","Year":"2009","Date":"2009-00-00","kind_id":"44","Type":"Publication","KindName":"Magazine Article","WebProfileCategory":"Articles and Reports","DOI":null,"PublisherName":"Rogers Publishing Ltd","PublisherCity":"Toronto","PublisherCountry":"Canada","bookTitle":null,"bookChapter":null,"journalTitle":"Canadian Investment Review","journalVolume":"22","journalIssue":"1","pages":"37-38","presentationVenueName":null,"URL":null,"contributors":[{"firstName":"Peter","middleName":"","lastName":"Klein"}]},{"id":"23173","IC_id":"1630","Title":"The L word","Year":"2008","Date":"2008-00-00","kind_id":"44","Type":"Publication","KindName":"Magazine Article","WebProfileCategory":"Articles and Reports","DOI":null,"PublisherName":"Rogers Publishing Ltd","PublisherCity":"Toronto","PublisherCountry":"Canada","bookTitle":null,"bookChapter":null,"journalTitle":"Canadian Investment Review","journalVolume":"21","journalIssue":"1","pages":"27-35","presentationVenueName":null,"URL":null,"contributors":[{"firstName":"Peter","middleName":"","lastName":"Klein"}]},{"id":"23173","IC_id":"2408","Title":"Faulty hypotheses and hedge funds","Year":"2005","Date":"2005-00-00","kind_id":"44","Type":"Publication","KindName":"Magazine Article","WebProfileCategory":"Articles and Reports","DOI":null,"PublisherName":"Rogers Publishing Ltd","PublisherCity":"Toronto","PublisherCountry":"Canada","bookTitle":null,"bookChapter":null,"journalTitle":"Canadian Investment Review","journalVolume":"18","journalIssue":"2","pages":"6-13","presentationVenueName":null,"URL":null,"contributors":[{"firstName":"Todd","middleName":"","lastName":"Brulhart"},{"firstName":"Peter","middleName":"","lastName":"Klein"}]},{"id":"23173","IC_id":"2410","Title":"Corporate governance, family ownership and firm value: The Canadian evidence","Year":"2005","Date":"2005-00-00","kind_id":"1","Type":"Publication","KindName":"Journal Article, Academic Journal - Peer Reviewed","WebProfileCategory":"Articles and Reports","DOI":null,"PublisherName":"Wiley-Blackwell Publishing Ltd","PublisherCity":"Oxford","PublisherCountry":"United Kingdom","journalTitle":"Corporate Governance (Oxford): An International Review","journalVolume":"13","journalIssue":"6","pages":"769-784","URL":null,"contributors":[{"firstName":"Peter","middleName":"","lastName":"Klein"},{"firstName":"Daniel","middleName":"","lastName":"Shapiro"},{"firstName":"Jeffrey","middleName":"","lastName":"Young"}],"icKind":"journal"},{"id":"23173","IC_id":"2411","Title":"Inefficiency and path dependency in Canada\u2019s securities regulatory system: Towards a reform agenda","Year":"2005","Date":"2005-00-00","kind_id":"1","Type":"Publication","KindName":"Journal Article, Academic Journal - Peer Reviewed","WebProfileCategory":"Articles and Reports","DOI":null,"PublisherName":"Canada Law Book Inc","PublisherCity":"Aurora","PublisherCountry":"Canada","journalTitle":"Canadian Business Law Journal","journalVolume":"42","journalIssue":null,"pages":"41-72","URL":null,"contributors":[{"firstName":"Anita","middleName":"I","lastName":"Anand"},{"firstName":"Peter","middleName":"","lastName":"Klein"}],"icKind":"journal"},{"id":"23173","IC_id":"2412","Title":"The capital gain lock-in effect and perfect substitutes","Year":"2004","Date":"2004-00-00","kind_id":"1","Type":"Publication","KindName":"Journal Article, Academic Journal - Peer Reviewed","WebProfileCategory":"Articles and Reports","DOI":null,"PublisherName":"Elsevier BV * North-Holland","PublisherCity":"Amsterdam","PublisherCountry":"Netherlands","journalTitle":"Journal of Public Economics","journalVolume":"88","journalIssue":"1","pages":"2765-2783","URL":null,"contributors":[{"firstName":"Peter","middleName":"","lastName":"Klein"}],"icKind":"journal"},{"id":"23173","IC_id":"2413","Title":"Interest rate swaps: Model reconciliation","Year":"2004","Date":"2004-00-00","kind_id":"1","Type":"Publication","KindName":"Journal Article, Academic Journal - Peer Reviewed","WebProfileCategory":"Articles and Reports","DOI":null,"PublisherName":"Institutional Investor * Journals","PublisherCity":"New York","PublisherCountry":"United States","journalTitle":"Journal of Derivatives","journalVolume":"11","journalIssue":"1","pages":"46-57","URL":null,"contributors":[{"firstName":"Peter","middleName":"","lastName":"Klein"}],"icKind":"journal"},{"id":"23173","IC_id":"2414","Title":"The capital gain lock-in effect and long horizon return reversal","Year":"2001","Date":"2001-00-00","kind_id":"1","Type":"Publication","KindName":"Journal Article, Academic Journal - Peer Reviewed","WebProfileCategory":"Articles and Reports","DOI":null,"PublisherName":"Elsevier BV * North-Holland","PublisherCity":"Amsterdam","PublisherCountry":"Netherlands","journalTitle":"Journal of Financial Economics","journalVolume":"59","journalIssue":"1","pages":"33-62","URL":null,"contributors":[{"firstName":"Peter","middleName":"","lastName":"Klein"}],"icKind":"journal"},{"id":"23173","IC_id":"2415","Title":"Pricing black-scholes options with correlated credit risk","Year":"1996","Date":"1996-00-00","kind_id":"1","Type":"Publication","KindName":"Journal Article, Academic Journal - Peer Reviewed","WebProfileCategory":"Articles and Reports","DOI":null,"PublisherName":"Elsevier BV * North-Holland","PublisherCity":"Amsterdam","PublisherCountry":"Netherlands","journalTitle":"Journal of Banking & Finance","journalVolume":"20","journalIssue":"1","pages":"1211-1229","URL":null,"contributors":[{"firstName":"Peter","middleName":"","lastName":"Klein"}],"icKind":"journal"},{"id":"23173","IC_id":"2416","Title":"Predissociation in the A2II State of ClO","Year":"1981","Date":"1981-00-00","kind_id":"1","Type":"Publication","KindName":"Journal Article, Academic Journal - Peer Reviewed","WebProfileCategory":"Articles and Reports","DOI":null,"PublisherName":"Elsevier BV","PublisherCity":"Amsterdam","PublisherCountry":"Netherlands","journalTitle":"Chemical Physics Letters","journalVolume":"78","journalIssue":"3","pages":"552-564","URL":null,"contributors":[{"firstName":"P","middleName":"R","lastName":"Bunker"},{"firstName":"Peter","middleName":"","lastName":"Klein"}],"icKind":"journal"}]

Articles and Reports

Klein, P., & Yang, J. (2013). Counterparty credit risk and American options. Journal of Derivatives, 20(4), 7-21. http://doi.org/10.3905/jod.2013.20.4.007

Conconi, A., Demidow, M., Klein, P., & Niu, J. (2013). Learn more about the equal sector strategy of select sector SPDRs. Journal of Wealth Management, 15(4), 41-48. http://doi.org/10.3905/jwm.2013.15.4.041

Cotter, R., Dason, J., Niu, J., & Klein, P. (2011). Corporate governance and stock performance: Evidence from Canadian firms over the period 2005-2009. Corporate Ownership and Control, 8(3), 56-68. http://doi.org/No DOI

Klein, P., & Yang, J. (2010). Vulnerable American options. Managerial Finance, 36(5), 414-430. http://doi.org/10.1108/03074351011039436

Klein, P., Purdy, D., & Schweigert, I. (2010). The great white north. Canadian Investment Review.

Klein, P. (2009). The great unwind. Canadian Investment Review, 22(1), 37-38.

Klein, P. (2008). The L word. Canadian Investment Review, 21(1), 27-35.

Brulhart, T., & Klein, P. (2005). Faulty hypotheses and hedge funds. Canadian Investment Review, 18(2), 6-13.

Klein, P., Shapiro, D., & Young, J. (2005). Corporate governance, family ownership and firm value: The Canadian evidence. Corporate Governance (Oxford): An International Review, 13(6), 769-784.

Anand, A. I., & Klein, P. (2005). Inefficiency and path dependency in Canada’s securities regulatory system: Towards a reform agenda. Canadian Business Law Journal, 42, 41-72.

Klein, P. (2004). The capital gain lock-in effect and perfect substitutes. Journal of Public Economics, 88(1), 2765-2783.

Klein, P. (2004). Interest rate swaps: Model reconciliation. Journal of Derivatives, 11(1), 46-57.

Klein, P. (2001). The capital gain lock-in effect and long horizon return reversal. Journal of Financial Economics, 59(1), 33-62.

Klein, P. (1996). Pricing black-scholes options with correlated credit risk. Journal of Banking & Finance, 20(1), 1211-1229.

Bunker, P. R., & Klein, P. (1981). Predissociation in the A2II State of ClO. Chemical Physics Letters, 78(3), 552-564.

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