Organization:Gerstein Fisher Research Center
From HandWiki
Gregg S. Fisher, CFA, founded the Gerstein Fisher Research Center[1] in 2009 as a collaboration between the independent investment management firm Gerstein Fisher and a group of leading academics in the areas of finance, risk engineering and economics.[2] Research is conducted with a network of academic partners, including Rawi Abdelal, PhD, Arjang A. Assad, PhD, Nicolas P.B. Bollen, PhD, Christian C. Luhamnn, PhD, Phil Maymin, PhD, Derek Mohr, Ethan Pew, PhD, Noah Smith, PhD, Charles S. Tapiero, PhD, Sheridan Titman, PhD, and Cristian Tiu, PhD.[3]
Selected publications
- "Combining Value and Momentum"[4] (2016), Journal of Investment Management[5]
- " Decomposing Fundamental Indexation" (2015)[6]
- "Practical Applications of Risk Parity Optimality"[7] (2015)[8]
- "Risk Budgeting"[9] (2015),[10]
- "Is the Small-Cap Stock Premium Disappearing?"[11] (2015), American Association of Individual Investors
- "Mutual Fund Outperformance and Growth"[12] (2014), Journal of Investment Management[13]
- "Advising the Behavioral Investor: Lessons from the Real World"[14] (2014), Investor Behavior: The Psychology of Financial Planning and Investing[15]
- "Momentum's Hidden Sensitivity to the Starting Day"[16] (2013), The Journal of Investing[17]
- "Past Performance is indicative of Future Beliefs"[18] (2011)
- "Preventing Emotional Investing: An Added Value of an Investment Advisor"[19] (2011), The Journal of Wealth Management
Working papers
References
- ↑ "Gerstein Fisher Research Center". 2014-06-20. http://gersteinfisher.com/knowledge/gerstein-fisher-research-center/. Retrieved 2017-01-20.
- ↑ Baker, H. Kent; Ricciardi, Victor (2014-02-06) (in en). Investor Behavior: The Psychology of Financial Planning and Investing. John Wiley & Sons. ISBN 9781118727027. https://books.google.ee/books?id=_7zRAgAAQBAJ&pg=PT330&lpg=PT330&dq=Gerstein+Fisher+Research+Center&source=bl&ots=I36jpr6IHN&sig=QgVoPJu1K01zywxTSydkQ8FtlnM&hl=et&sa=X&ved=0ahUKEwi0l4enoJXYAhUINJQKHRVVBQE4FBDoAQgwMAA#v=onepage&q=Gerstein%20Fisher%20Research%20Center&f=false.
- ↑ "Academic Partners - Gerstein Fisher" (in en-US). Gerstein Fisher. https://gersteinfisher.com/who-we-are/academic-partners/.
- ↑ "Combining Value and Momentum". 2014-06-20. http://gersteinfisher.com/gf_article/on-the-road-to-multi-factor-investing-combining-value-and-momentum/. Retrieved 2017-01-20.
- ↑ "Journal of Investment Management". https://www.joim.com/. Retrieved 2017-01-20.
- ↑ "Current articles" (PDF). http://www.iijournals.com/toc/jii/current. Retrieved 2017-01-20.
- ↑ "Practical Applications of Risk Parity Optimality" (PDF). http://gersteinfisher.com/wp-content/uploads/2015/12/PracAppJournal_12_2015_GersteinFisher_RiskParity.pdf. Retrieved 2017-01-20.
- ↑ "Current articles" (PDF). http://www.iijournals.com/toc/pa/current. Retrieved 2017-01-20.
- ↑ "Book on risk management features chapter by Gregg S. Fisher". 2014-11-21. http://gersteinfisher.com/risk-management/. Retrieved 2017-01-20.
- ↑ "Investment Risk Management - H. Kent Baker; Greg Filbeck - Oxford University Press". 2015-01-02. https://global.oup.com/academic/product/investment-risk-management-9780199331963?lang=en&cc=us#. Retrieved 2017-01-20.
- ↑ Gregg Fisher. "Is the Small-Cap Stock Premium Disappearing?". http://www.aaii.com/journal/article/is-the-small-cap-stock-premium-disappearing. Retrieved 2017-01-20.
- ↑ "Archived copy". Archived from the original on 2015-04-28. https://archive.is/20150428175506/http://gersteinfisher.com/gf_article/mutual-fund-outperformance-and-growth/. Retrieved 2015-04-28.
- ↑ "Journal of Investment Management". Joim.Com. https://www.joim.com/. Retrieved 2017-01-20.
- ↑ "Advising the Behavioral Investor: Lessons from the Real World" (PDF). http://gersteinfisher.com/gf_article/advising-behavioral-investor-lessons-real-world/. Retrieved 2017-01-20.
- ↑ "Investor Behavior: The Psychology of Financial Planning and Investing - H. Kent Baker, Victor Ricciardi". Wiley. 2014-02-03. http://www.wiley.com/WileyCDA/WileyTitle/productCd-1118492986.html. Retrieved 2017-01-20.
- ↑ "Momentum's Hidden Sensitivity to the Starting Day" (PDF). The Journal of Investing 23. 2014. http://gersteinfisher.com/wp-content/uploads/2014/07/JOI_Momentums_Hidden_Sensitivity_to_the_Staring_Day_Summer_2014_GersteinFisher.pdf. Retrieved 2017-01-20.
- ↑ "Current articles" (PDF). The Journal of Investing. http://www.iijournals.com/toc/joi/current. Retrieved 2017-01-20.
- ↑ "Past performance is indicative of future beliefs" (PDF). Risk and Decision analysis 13: 145-150. 2011. doi:10.3233/RDA-2011-0038. http://gersteinfisher.com/wp-content/uploads/2012/11/Risk_and_Decision_Analysis_Past_Performance_is_Indicative_of_Future_Beliefs.pdf. Retrieved 2017-01-20.
- ↑ Philip Z. Maymin; Gregg S. Fisher (2011). "Preventing Emotional Investing : An Added Value of an Investment Advisor" (PDF). The Journal of Wealth Management 13. http://gersteinfisher.com/wp-content/uploads/2012/11/GF_Research_Preventing_Emotional_Investing.pdf. Retrieved 2017-01-20.