Xavier Gerard

GSAM Quantitative Investment Strategies

SCHOLARLY PAPERS

3

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CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Integrated Alpha Modeling

Advanced Risk & Portfolio Management Paper
Number of pages: 40 Posted: 06 Jan 2012 Last Revised: 14 Oct 2013
Xavier Gerard, Ron Guido and Peter Wesselius
GSAM Quantitative Investment Strategies, affiliation not provided to SSRN and Achmea IM
Downloads 1,320 (28,427)

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Active Management, Alpha Modelling, Portfolio Construction

2.

A Tale of Two Strategies: Cash Flow, Accruals and the Role of Investor Sentiment

Number of pages: 42 Posted: 14 Jan 2009 Last Revised: 24 Jun 2009
Xavier Gerard, Ron Guido and Christos Koutsoyannis
GSAM Quantitative Investment Strategies, affiliation not provided to SSRN and State Street Corporate - State Street Global Advisors
Downloads 629 (78,751)
Citation 3

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Accruals, Cash Flow, Stock Returns, Investor Sentiment

3.

Information Uncertainty and the Post-Earnings Announcement Drift in Europe

Financial Analysts Journal, Vol. 68, No. 2, 2012
Posted: 26 Mar 2012
Xavier Gerard
GSAM Quantitative Investment Strategies

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Equity Investments, Equity Market Valuation and Return Analysis, Portfolio Management, Economic Analysis and Capital Market Expectations, Equity Portfolio Management Strategies