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.
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?
Options trading's explicit costs have plummeted to near zero, but what about implied transaction costs?
How have moving averages performed as an investment strategy over the decades?
How well has Fama and French's five-factor model explained returns?
How have correlations between the Shanghai Composite Index and the Hang Seng and their global counterparts developed over the last 25 years?
Are CAPM and beta effective predictors of future returns?
How do meme stocks move relative to stock market indices and other meme stocks?
Are low-volatility or high-volatility strategies the better choice when it comes to equity returns?
How should investors shift their fixed-income portfolios amid the US economic recovery?
Do special-purpose acquisition companies (SPACs) offer any diversification benefits?