Sam van de Schootbrugge is a Researcher at Macro Hive, currently completing his PhD in Economics. He has a master’s degree in economic research from the University of Cambridge and has worked in research roles for over 3 years in both the public and private sector, most notably at the IFS.
Economics & Growth | Other
Sam van de Schootbrugge
The summer months are upon us. This means fewer office distractions and fewer short-term deadlines, creating the ideal opportunity for researchers to get stuck into meatier projects. In academia, this summer lull brings in a surge of publications in the months that follow (Chart 1).
Sam van de Schootbrugge
A Review of Financial Studies paper examines the pitfalls of mean-variance portfolio optimisation. It confirms a well-known result - historical sample moments are suboptimal proxies for true means and variances, and that optimisation methods estimating these past values have poor forecasting performance.
Sam van de Schootbrugge
A new paper in the highly rated Review of Financial Studies journal explains how momentum profits are strongly linked to the performance of winners and losers during the formation period.
Sam van de Schootbrugge
A popular Swiss Financial Institute research paper, co-authored by UC Berkeley researchers, reveals the importance of following the right Twitter accounts.
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