Gregg S. Fisher

Gerstein Fisher

Founder, Head of Research & Porfolio Strategy

565 5th Avenue, 27th Floor

New York, NY 10017

United States

http://www.gersteinfisher.com

  • Gerstein Fisher

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SCHOLARLY PAPERS

12

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Scholarly Papers (12)

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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
Gerstein Fisher, Deutsche Bank and University of Texas at Austin - Department of Finance
Downloads 2,408 (5,112)

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Value, Momentum, Portfolio Construction, Transaction Costs

2.

Momentum's Hidden Sensitivity to the Starting Day

Journal of Investing, Summer 2014, Vol. 23, Number 2
Number of pages: 11 Posted: 31 Jul 2011 Last Revised: 18 Jan 2018
Philip Maymin, Zakhar Maymin and Gregg S. Fisher
University of Bridgeport - School of Business, Independent and Gerstein Fisher
Downloads 811 (28,597)

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

3.

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 644 (38,971)

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behavioral, trading, mutual funds, momentum, investor returns

4.

Send in the Clones? Hedge Fund Replication Using Futures Contracts

Vanderbilt Owen Graduate School of Management Research Paper No. 2102593
Number of pages: 17 Posted: 10 Jul 2012 Last Revised: 18 Jan 2018
Nicolas P. B. Bollen and Gregg S. Fisher
Vanderbilt University - Finance and Gerstein Fisher
Downloads 599 (42,947)

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Hedge fund, replication, market timing

5.

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 494 (54,925)

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

6.

Decomposing Fundamental Indexation

Journal of Index Investing, 2015
Number of pages: 12 Posted: 21 Apr 2015 Last Revised: 18 Jan 2018
Gregg S. Fisher, Ronnie Shah and Sheridan Titman
Gerstein Fisher, Deutsche Bank and University of Texas at Austin - Department of Finance
Downloads 282 (105,392)

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Fundamental Indexation, Value Investing, Portfolio Construction

7.

Factor Allocation and Asset Allocation

Number of pages: 25 Posted: 02 Oct 2017 Last Revised: 13 Nov 2017
Gregg S. Fisher and Michael McDonald
Gerstein Fisher and Fairfield University - Charles F. Dolan School of Business
Downloads 121 (226,605)

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

8.

Should You Tilt Your Equity Portfolio to Smaller Countries?

Number of pages: 16 Posted: 19 Dec 2017 Last Revised: 18 Jan 2018
Gregg S. Fisher, Ronnie Shah and Sheridan Titman
Gerstein Fisher, Deutsche Bank and University of Texas at Austin - Department of Finance
Downloads 65 (335,091)

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9.

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
Gerstein Fisher, University of Bridgeport - School of Business and Independent
Downloads 16 (532,488)

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

10.

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: 20 May 2019
Philip Maymin and Gregg S. Fisher
University of Bridgeport - School of Business and Gerstein Fisher

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behavioral, investment advisor, individual investors, trading

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
Gerstein Fisher, University of Bridgeport - School of Business and Independent

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

12.

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
Gerstein Fisher

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