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Gregg S. Fisher

Gerstein Fisher

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  • Gerstein Fisher

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SCHOLARLY PAPERS

10

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Top 5,929

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5,890

CITATIONS

2

Scholarly Papers (10)

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1.

Combining Value and Momentum

Journal of Investment Management, Forthcoming
Number of pages: 25 Posted: 30 Jul 2014 Last Revised: 29 Apr 2017
Gregg S. Fisher, Ronnie Shah and Sheridan Titman
Gerstein Fisher, Deutsche Bank and University of Texas at Austin - Department of Finance
Downloads 1,142 (5,819)

Abstract:

Value, Momentum, Portfolio Construction, Transaction Costs

2.

Risk Parity Optimality

Number of pages: 26 Posted: 15 Jan 2013 Last Revised: 28 Mar 2013
Gregg S. Fisher, Philip Maymin and Zakhar Maymin
Gerstein Fisher, University of Bridgeport - School of Business and Independent
Downloads 844 (14,037)

Abstract:

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

3.

Momentum's Hidden Sensitivity to the Starting Day

Journal of Investing, Forthcoming
Number of pages: 16 Posted: 31 Jul 2011 Last Revised: 17 Jun 2013
Philip Maymin, Zakhar Maymin and Gregg S. Fisher
University of Bridgeport - School of Business, Independent and Gerstein Fisher
Downloads 616 (25,839)

Abstract:

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

4.

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
University of Bridgeport - School of Business and Gerstein Fisher
Downloads 574 (34,172)

Abstract:

behavioral, trading, mutual funds, momentum, investor returns

5.

Send in the Clones? Hedge Fund Replication Using Futures Contracts

Vanderbilt Owen Graduate School of Management Research Paper No. 2102593
Number of pages: 35 Posted: 10 Jul 2012 Last Revised: 22 Mar 2013
Nicolas P. B. Bollen and Gregg S. Fisher
Vanderbilt University - Finance and Gerstein Fisher
Downloads 522 (37,777)
Citation 1

Abstract:

Hedge fund, replication, market timing

6.

Preventing Emotional Investing: An Added Value of an Investment Advisor

Journal of Wealth Management, Spring 2011, Forthcoming, NYU Poly Research Paper
Number of pages: 14 Posted: 11 Sep 2010 Last Revised: 02 Jan 2011
Philip Maymin and Gregg S. Fisher
University of Bridgeport - School of Business and Gerstein Fisher
Downloads 298 (70,997)
Citation 1

Abstract:

behavioral, investment advisor, individual investors, trading

7.

Decomposing Fundamental Indexation

Journal of Index Investing, 2015
Number of pages: 19 Posted: 21 Apr 2015 Last Revised: 30 Apr 2017
Gregg S. Fisher, Ronnie Shah and Sheridan Titman
Gerstein Fisher, Deutsche Bank and University of Texas at Austin - Department of Finance
Downloads 141 (110,896)

Abstract:

Fundamental Indexation, Value Investing, Portfolio Construction

8.

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
Gerstein Fisher, Deutsche Bank and University of Texas at Austin - Department of Finance
Downloads 0 (64,297)

Abstract:

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

9.

Mutual Fund Outperformance and Growth

Journal of Investment Management (JOIM), Second Quarter 2014
Posted: 16 Nov 2014
Gregg S. Fisher, Philip Maymin and Zakhar Maymin
Gerstein Fisher, University of Bridgeport - School of Business and Independent

Abstract:

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

10.

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: 10 May 2014
Gregg S. Fisher
Gerstein Fisher

Abstract:

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

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