Congratulations to the Montano SMIF representatives on taking 3rd place in the nation-wide SMIF competition in Chicago!
Student Research Projects
As a SMIF analyst and Finance major at GMU, you also have the opportunity to participate in student-led research with professors in the area. Past research has been published by the Wall Street Journal, CFA Institute, MarketWatch, and ETF Trends among other journals.
2023 Work:
Hsiung Huei Lee & Dhruv Peri WSJ: Does a Valuation-Based Portfolio Beat a ‘Lazy’ One?
Zihan Chen CFA: Can Tracking Error Boost Index Funds’ After-Tax Returns?
Dhruv Dewan & Mason Leppa WSJ: How Much More Tax-Wise Are ETFs vs. Mutual Funds?
Zihan Chen & Yuyi Shi CFA: Bitcoin Mining and Local Stock Market Performance Correlations
Ricky Singh & Albert Valencia WSJ: Which Mutual Funds Are Good for Your Taxes?
Tao Wei & Junchen Xia CFA: Short Squeezes: A Four-Factor Model
2022 Work:
Lance Nguyen & Nicholas Guidos CFA: What Can AI Do for Investment Portfolios? A Case Study
Qi Zhang & Renzo Luna Victoria WSJ: What Types of Bonds Deliver the Best Returns?
Jason Huddler & Jianyu Ren CFA: Bonds and Fixed Income: Where’s the Hedge?
Luis Paz-Perez & Brandon Gilbert: WSJ: When Is the Best Time of Day to Buy an ETF?
Jordan Doyle CFA: Growth, Value, and Skewness: Are Growth Stocks a Lottery-Like Bet?
Luis Paz-Perez CFA: COVID-19 Correlations: Local Cases, Local Returns? | CFA Institute Enterprising Investor
Junchen Xia & Maciej Kowalski CFA: Digital Gold or Fool’s Gold: Is Crypto Really a Hedge against Equity Risk? | CFA Institute Enterprising Investor
Athena Salomons & Darian Whitfield WSJ: When the ‘Barbell’ Investment Strategy Does—and Doesn’t—Work
Zihan Chen & Yiming Xie WSJ: Which Stocks Do Best During High Inflation?
Lincoln Berkson & Katherine Vargas Medina CFA: How Sharp Is the Sharpe Ratio? An Analysis of Global Stock Indices
Jaehee Lee & Natalia Palacios WSJ: Which Investments Do Best When Real Interest Rates Are Negative?
Patrick McManus & Geoffrey Oliver CFA: Portfolio Diversification: Harder Than It Used to Be?
Cameron Hair & Georgi Minov WSJ: As the Fed Raises Interest Rates, and Other Central Banks Don’t, What Will That Mean for U.S. Stocks?
Marco Favro & Michael Yelland CFA: Options Markets: How Far Have Implied Transaction Costs Fallen?
Drew Hardin & Amine El Boury CFA: Technical Analysis Revisited: Moving Averages = Above Average Returns?
Sasha Mironova & Kendra MacBruce WSJ: Investing in a Global Stock Fund? Find Out Where the Fund Manager Is From
Kanwal Ahmad & Tao Wei The Conversation: Want to master Wordle? Here’s the best strategy for your first guess
Kevin Mocknick WSJ: The ‘January Effect’ Doesn’t Hold Up With Stocks. But Bonds Are a Different Story
Ying Liu & Amber Wilkins CFA Institute: Fama and French: The Five-Factor Model Revisited
2021 Work:
Cade Irwin ETF Trends: What Can Buffered ETFs Do for Your Portfolio?
Kanwal Ahmad WSJ: Just How Valuable Is Tax-Loss Harvesting?
Ioana Baranga WSJ: Should You Invest With Fund Managers Who Have Lots of Experience?
Reina Tran & Tao Wei ETF Trends: What Covered Call ETFs Can Do for Your Portfolio
Juhee Hong & AnhMinh Luu CFA Institute: Chinese and World Stock Market Co-Movements: Two Findings
Tyler Harb WSJ: Should Investors Create Their Own Target-Date Fund?
Beau Fitzpatrick WSJ: The Surprising Risks of Investing in ESG Funds
Zack McKannan CFA Institute: Revisiting Beta: How Well Has Beta Predicted Returns?
Valerie Mayer CFA Institute: Meme Stocks and Systematic Risk
Ana Garcia CFA Institute: Low- or High-Volatility – Which Wins the Return Battle?
Pamy Arora WSJ: Your Fund Manager Is Lending Out Your Holdings. Should You Be Worried?
Elan Guzman WSJ: What Should You Keep in a Market Correction: Winners or Losers
Michael Braaten & Mike Brynda WSJ: Are Tax-Efficient Funds Worth it?
Mohanad Aldayel & Ethan Ioannou CFA Institute: Where to Allocate Fixed Income
Aidan Eccles & Lindsey Coffey CFA: Peak Diversification – How Many Stocks Diversify a Portfolio?
Daniel Arguedas-Cornejo & Emily Baucom WSJ: Convertible Debt Funds – Are They Worth It?
Chaitanaya M. Vij CFA Institute: Is this Tech ‘Bubble’ the same as the Dot-Com Bubble?
Hoai Nguyen & Abdallahi Ely Telmoudy CFA Institute: SPACs – An Uncorrelated Asset Class?
Beau Fitzpatrick ETF Trends: Do Low Interest Rates Force All Investors to be ESG Investors?
Stephanie Fincher & Eric Dzik WSJ: Should Investors Buy a Stock After It Splits?
Chaitanaya M. Vij CFA Institute: Stocks Turned Upside Down? The COVID-19 Beta Effect
2020 Work:
Sahil Saini CFA Institute: Tesla and the S&P 500: What Could Have Been?
Ano Glonti & Shaista Khodabux CFA Institute: Trading at All Hours: The Portfolio Implications
Ano Glonti & Brian Peirce CFA Institute: How Long Does a Competitive Advantage Last?
Sufia Abdul-Rauf & Oriela Poga ETF Trends: Can ETFs Persist in the ESG Space?
Morgan Rink & Maximilian Simkins CFA: Should Fundamental Investors Give Up on Value Stocks?
Attila Kiss ETF Trends: What can Risk Parity do for you?