Faculty Profile

Peter Klein

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

Burnaby Phone: 778-782-5605
Segal Phone: 778-782-7722
Burnaby Office: WMC 3339
Segal Office: Segal 3745

Email Address:

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 senior roles at CIBC/Wood Gundy Financial Products, including chief trader for capital markets in London, UK and vice-president of investment banking in Tokyo. He then made a career switch, earning his PhD in finance from the University of Toronto in 1996 before arriving at SFU. In 1998, he received the Faculty's highest teaching honour, the Canada Trust Distinguished Teaching Award. Peter was the founding academic director of the faculty’s Global Asset and Wealth Management MBA and continues to teach in this program.

A former trustee of the SFU academic pension plan, Peter is also a Chartered Financial Analyst, Chartered Business Valuator, Certified General Accountant and was previously director of professional development for the Vancouver Society of Financial Analysts.

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 BC’s great outdoors with his family and friends.

Specialization and Research Interests

Return anomalies, taxation, derivative securities, credit risk.

Selected Publications

Cotter, Richard, Jeremy Dason, Jijun Niu and Peter Klein (2011). Corporate governance and stock performance: Evidence from Canadian firms over the period 2005-2009. Corporate Ownership and Control, 8.3:56-68.

Klein, Peter and James Yang (2010). Pricing vulnerable American options. Managerial Finance, 36.5:414-30.

Klein, Peter, Daryl Purdy and Isaac Schweigert (2010). The great white north. Canadian Investment Review.

Klein, Peter (2009). The great unwind. Canadian Investment Review, 22.1:37-8.

Klein, Peter (2008). The L word. Canadian Investment Review, 21.1:27-35.

Klein, Peter (2007). The merits of taking a portfolio approach in hedge fund investing. Canadian Hedge Watch, 7.1:9-11.

Klein, Peter (2006). Surprising moments in hedge funds. Canadian Investment Review, 19.1:R6.

Brulhart, Todd and Peter Klein (2006). Extreme risk in hedge fund investing: a comparative analysis. Absolut Report, 30:30-36. (Published in German)

Klein, Peter (2006). On the matter of the analysis of hedge fund returns. AIMA – Japan Newsletter, 1-3. (Published in Japanese)

Brulhart, Todd and Peter Klein (2006). Consequences of the properties of extreme hedge fund returns. In Michel Busack and Dieter G. Kaiser (Eds.) Handbuch Alternative Investments - Band 1 (pp 619-631). Wiesbaden: Gabler. (Published in German)