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

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 5,971

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Top 5,971

in Total Papers Downloads

6,810

CITATIONS

1

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 2,315 (5,213)

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 1,167 (16,035)

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 802 (27,787)

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 633 (38,336)

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 588 (42,216)

Abstract:

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Hedge fund, replication, market timing

6.

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 478 (54,959)

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

7.

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 368 (75,337)
Citation 1

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behavioral, investment advisor, individual investors, trading

8.

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 278 (103,018)

Abstract:

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Fundamental Indexation, Value Investing, Portfolio Construction

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 111 (233,099)

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

10.

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 61 (334,688)

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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 9 (554,711)

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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