Practical analysis for investment professionals

Derek Horstmeyer

10 Posts

Biography

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.

Author's Posts
Low- or High-Volatility: Which Wins the Return Battle?

Are low-volatility or high-volatility strategies the better choice when it comes to equity returns?

Fixed-Income Allocations: Where To?

How should investors shift their fixed-income portfolios amid the US economic recovery?

SPACs: An Uncorrelated Asset Class?

Do special-purpose acquisition companies (SPACs) offer any diversification benefits?

Trading at All Hours: The Portfolio Implications

All the day trading by the new class of retail investors has not helped the long-only crowd.

How Long Does Competitive Advantage Last? A Sector Analysis

Does a firm’s competitive advantage tend to endure longer in some sectors than others?

Tesla and the S&P 500: What Could Have Been?

What if Tesla had been included in the S&P 500 in January?

Dot-Com Redux: Is This Tech “Bubble” Different?

Is it a dot-com déjà vu for tech stock valuations? Maybe not.

Should Fundamental Investors Give Up on Value Stocks?

For fundamental investors looking for mispricings, value stocks may be best ignored.

Stocks Turned Upside Down? The COVID-19 Beta Effect

Since equity markets peaked in February 2020, the underlying foundation of systematic risk has flipped on its head.