Gregg S. Fisher

Gerstein Fisher

Head of Quantitative Research & Porfolio Strategy

565 5th Avenue, 27th Floor

New York, NY 10017

United States

http://www.gersteinfisher.com

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 5,895

SSRN RANKINGS

Top 5,895

in Total Papers Downloads

6,301

CITATIONS

2

Scholarly Papers (12)

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 1,142 (5,550)

Abstract:

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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 (14,746)

Abstract:

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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, 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 616 (26,374)

Abstract:

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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 (35,885)

Abstract:

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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: 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 522 (39,783)
Citation 1

Abstract:

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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: 11 Posted: 11 Sep 2010 Last Revised: 18 Jan 2018
Philip Maymin and Gregg S. Fisher
University of Bridgeport - School of Business and Gerstein Fisher
Downloads 298 (73,667)
Citation 1

Abstract:

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behavioral, investment advisor, individual investors, trading

7.

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 141 (110,199)

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Fundamental Indexation, Value Investing, Portfolio Construction

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 0 (440,359)

Abstract:

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9.

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 0 (300,224)

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

10.

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 (56,422)

Abstract:

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

11.

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 0 (548,078)

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

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

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