Gregg S. Fisher

Quent Capital, LLC

1120 Avenue of The Americas. 4th Floor

New York, NY 10036

United States

http://www.quentcapital.com

  • Quent Capital, LLC

SCHOLARLY PAPERS

14

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5,998

TOTAL CITATIONS
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Top 45,909

in Total Papers Citations

23

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

  • Quent Capital, LLC

Scholarly Papers (14)

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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, LLC, Deutsche Bank and University of Texas at Austin - Department of Finance
Downloads 3,981 (5,861)
Citation 7

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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, LLC
Downloads 725 (76,866)

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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, LLC, Deutsche Bank and University of Texas at Austin - Department of Finance
Downloads 665 (85,775)
Citation 1

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

4.

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

Number of pages: 38 Posted: 11 Jun 2021 Last Revised: 13 Jun 2021
Gregg S. Fisher, Eva Steiner, Sheridan Titman and Ashvin Viswanathan
Quent Capital, LLC, Pennsylvania State University - Smeal College of Business, University of Texas at Austin - Department of Finance and People's United Advisors
Downloads 299 (221,186)
Citation 15

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Portfolio risk, real estate equity investment, property market fundamentals

5.

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, LLC, Deutsche Bank and University of Texas at Austin - Department of Finance
Downloads 250 (263,901)

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Analysts, Forecasts, Growth Expectations, Profitability,

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, LLC, Fairfield University - Charles F. Dolan School of Business and Independent
Downloads 78 (672,198)

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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, LLC

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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, LLC, Deutsche Bank and University of Texas at Austin - Department of Finance

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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, LLC

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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, LLC

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

11.

Risk Parity Optimality

https://doi.org/10.3905/jpm.2015.41.2.042
Posted: 20 May 2019
Gregg S. Fisher, Philip Maymin and Zakhar Maymin
Quent Capital, LLC, 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?

https://doi.org/10.3905/jpm.2017.44.1.127
Posted: 19 Dec 2017 Last Revised: 22 May 2019
Gregg S. Fisher, Ronnie Shah and Sheridan Titman
Quent Capital, LLC, Deutsche Bank and University of Texas at Austin - Department of Finance

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13.

Factor Allocation and Asset Allocation

https://doi.org/10.3905/jwm.2018.21.2.010
Posted: 02 Oct 2017 Last Revised: 22 May 2019
Gregg S. Fisher and Michael McDonald
Quent Capital, LLC and Fairfield University - Charles F. Dolan School of Business
Downloads 0 (1,341,750)

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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, LLC

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