Gregg S. Fisher

Quent Capital

Founder, Portfolio Manager

1120 Avenue of the Americas

4th Floor

NEW YORK, NY 10036

United States

http://www.quentcapital.com

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 15,189

SSRN RANKINGS

Top 15,189

in Total Papers Downloads

4,657

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Ideas:
“  The Geography of Systematic Risk; Evidence from Real Estate Trusts  ”

Scholarly Papers (14)

1.

Combining Value and Momentum

Journal of Investment Management, Forthcoming
Number of pages: 16 Posted: 30 Jul 2014 Last Revised: 29 Apr 2017
Gregg S. Fisher, Ronnie Shah and Sheridan Titman
Quent Capital, Deutsche Bank and University of Texas at Austin - Department of Finance
Downloads 3,031 (5,714)
Citation 5

Abstract:

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Value, Momentum, Portfolio Construction, Transaction Costs

2.

Past Performance is Indicative of Future Beliefs

Risk and Decision Analysis, Forthcoming, NYU Poly Research Paper
Number of pages: 12 Posted: 26 Jan 2011 Last Revised: 29 Apr 2011
Philip Maymin and Gregg S. Fisher
Fairfield University - Charles F. Dolan School of Business and Quent Capital
Downloads 674 (54,483)

Abstract:

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behavioral, trading, mutual funds, momentum, investor returns

3.

Analyst Long-Term Growth Forecasts, Accounting Fundamentals and Stock Returns

Number of pages: 47 Posted: 07 Apr 2016
Gregg S. Fisher, Ronnie Shah and Sheridan Titman
Quent Capital, Deutsche Bank and University of Texas at Austin - Department of Finance
Downloads 601 (63,078)
Citation 1

Abstract:

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Analyst Forecasts, Return Predictability, Profitability, Asset Growth, Equity Dilution

4.

Do Growth Expectations Help Explain Characteristic-Sorted Portfolio Returns?

Number of pages: 36 Posted: 26 Sep 2019
Gregg S. Fisher, Ronnie Shah and Sheridan Titman
Quent Capital, Deutsche Bank and University of Texas at Austin - Department of Finance
Downloads 197 (212,384)

Abstract:

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Analysts, Forecasts, Growth Expectations, Profitability,

5.

Location Density, Systematic Risk, and Cap Rates: Evidence from REITs

Number of pages: 38 Posted: 11 Jun 2021 Last Revised: 13 Jun 2021
Quent Capital, Penn State Smeal College of Business, University of Texas at Austin - Department of Finance and People's United Advisors
Downloads 121 (315,415)

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Portfolio risk, real estate equity investment, property market fundamentals

6.

Mutual Fund Outperformance and Growth

Journal of Investment Management (JOIM), Second Quarter 2014, NYU Tandon Research Paper No. 2441339
Number of pages: 6 Posted: 16 Nov 2014 Last Revised: 18 Jan 2018
Gregg S. Fisher, Philip Maymin and Zakhar Maymin
Quent Capital, Fairfield University - Charles F. Dolan School of Business and Independent
Downloads 33 (605,742)

Abstract:

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Mutual funds, alpha, outperformance, bench-marks, asset growth, NAV

7.

Preventing Emotional Investing: An Added Value of an Investment Advisor

Journal of Wealth Management, Spring 2011, Forthcoming, NYU Poly Research Paper , https://doi.org/10.3905/jwm.2011.13.4.034
Posted: 06 Nov 2019
Philip Maymin and Gregg S. Fisher
Fairfield University - Charles F. Dolan School of Business and Quent Capital

Abstract:

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behavioral, investment advisor, individual investors, trading

8.

Decomposing Fundamental Indexation

Journal of Index Investing, 2015, https://doi.org/10.3905/jii.2015.6.3.010
Posted: 22 May 2019
Gregg S. Fisher, Ronnie Shah and Sheridan Titman
Quent Capital, Deutsche Bank and University of Texas at Austin - Department of Finance

Abstract:

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Fundamental Indexation, Value Investing, Portfolio Construction

9.

Send in the Clones? Hedge Fund Replication Using Futures Contracts

Vanderbilt Owen Graduate School of Management Research Paper No. 2102593, https://doi.org/10.3905/jai.2013.16.2.080
Posted: 21 May 2019
Nicolas P. B. Bollen and Gregg S. Fisher
Vanderbilt University - Finance and Quent Capital

Abstract:

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Hedge fund, replication, market timing

10.

Momentum's Hidden Sensitivity to the Starting Day

Journal of Investing, Summer 2014, Vol. 23, Number 2, https://doi.org/10.3905/joi.2014.23.2.114
Posted: 21 May 2019
Philip Maymin, Zakhar Maymin and Gregg S. Fisher
Fairfield University - Charles F. Dolan School of Business, Independent and Quent Capital

Abstract:

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momentum, portfolio management, sensitivity, risk, initial conditions, starting day

11.

Risk Parity Optimality

Posted: 20 May 2019
Gregg S. Fisher, Philip Maymin and Zakhar Maymin
Quent Capital, Fairfield University - Charles F. Dolan School of Business and Independent

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portfolio, risk parity, minimax, game theory, optimal, tangency, mean variance, maximin, Sharpe ratio

12.

Should You Tilt Your Equity Portfolio to Smaller Countries?

Posted: 19 Dec 2017 Last Revised: 22 May 2019
Gregg S. Fisher, Ronnie Shah and Sheridan Titman
Quent Capital, Deutsche Bank and University of Texas at Austin - Department of Finance

Abstract:

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13.

Factor Allocation and Asset Allocation

Posted: 02 Oct 2017 Last Revised: 22 May 2019
Gregg S. Fisher and Michael McDonald
Quent Capital and Fairfield University - Charles F. Dolan School of Business
Downloads 0 (893,422)

Abstract:

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Factor Pricing Model, Asset Pricing, Asset Allocation, Empirical Finance, Portfolio Management

14.

Chapter 15: Advising the Behavioral Investor: Lessons from the Real World

Investor Behavior: The Psychology of Financial Planning and Investing. H. Kent Baker and Victor Ricciardi, ed., 265-283, Hoboken, NJ: John Wiley & Sons, Inc., 2014
Posted: 29 Mar 2014 Last Revised: 18 Jan 2018
Gregg S. Fisher
Quent Capital

Abstract:

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Investor behavior, behavioral biases, rebalancing, dollar-cost averaging, momentum investing, variable annuities, behavioral finance, behavioural finance, behavioral economics, behavioural economics