Meet Sam van de Schootbrugge

Sam van de Schootbrugge

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.

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Recent Articles

  1. Modern Portfolio Theory Is Still Relevant Today

    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.

  2. When Are Momentum Models Profitable?

    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.

  3. Finding the Best Finfluencers: Do Not Follow the Crowd

    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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