Derek Horstmeyer is a professor at George Mason University School of Business, specializing in exchange-traded fund (ETF) and mutual fund performance. He currently serves as Director of the new Financial Planning and Wealth Management major at George Mason and founded the first student-managed investment fund at GMU.
When it comes to hedging equity risk, bitcoin and cryptocurrencies are less "digital gold" and more fool's gold.
To test the Sharpe Ratio’s effectiveness, we constructed monthly return distributions for global stock market indices to see if any had too much skewness.
Ever-greater access to world equity markets should have made it easier for investors to build and harvest the benefits of diversified global stock portfolios. But has it really?
How have correlations between the Shanghai Composite Index and the Hang Seng and their global counterparts developed over the last 25 years?
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