Practical analysis for investment professionals

Derek Horstmeyer

12 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
Revisiting Beta: How Well Has Beta Predicted Returns?

Are CAPM and beta effective predictors of future returns?

Meme Stocks and Systematic Risk

How do meme stocks move relative to stock market indices and other meme stocks?

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.