Gerstein Fisher Research Center
Founded in 2009, the Gerstein Fisher Research Center [1] was founded by Gregg S. Fisher, CFA, CFP. The Gerstein Fisher Research Center is a collaboration between the independent investment management firm Gerstein Fisher and a select group of leading academics in the areas of finance, risk engineering and economics. The Center investigates critical issues in finance and risk faced by individual investors through pioneering research that bridges the gap between academic theory and real-world financial practice.
Research is conducted with a network of Academic Partners, which include 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.
Selected publications
- Combining Value and Momentum [2](2016), Journal of Investment Management[3]
- Decomposing Fundamental Indexation (2015), Journal of Index Investing[4]
- Practical Applications of Risk Parity Optimality[5] (2015), Institutional Investor Journals’ Practical Applications[6]
- Risk Budgeting[7] (2015), Investment Risk Management[8]
- Is the Small-Cap Stock Premium Disappearing[9] (2015), American Association of Individual Investors[10]
- Mutual Fund Outperformance and Growth[11] (2014), Journal of Investment Management[12]
- Advising the Behavioral Investor: Lessons from the Real World[13] (2014), Investor Behavior: The Psychology of Financial Planning and Investing[14]
- Momentum's Hidden Sensitivity to the Starting Day[15] (2013), The Journal of Investing[16]
- Past Performance is indicative of Future Beliefs[17] (2011)
- Preventing Emotional Investing: An Added Value of an Investment Advisor[18] (2011), The Journal of Wealth Management
Working papers
References
- ↑ http://gersteinfisher.com/knowledge/gerstein-fisher-research-center/
- ↑ http://gersteinfisher.com/gf_article/on-the-road-to-multi-factor-investing-combining-value-and-momentum/
- ↑ https://www.joim.com/
- ↑ http://www.iijournals.com/toc/jii/current Journal of Index Investing
- ↑ http://gersteinfisher.com/wp-content/uploads/2015/12/PracAppJournal_12_2015_GersteinFisher_RiskParity.pdf
- ↑ http://www.iijournals.com/toc/pa/current
- ↑ http://gersteinfisher.com/risk-management/
- ↑ https://global.oup.com/academic/product/investment-risk-management-9780199331963?lang=en&cc=us#
- ↑ http://www.aaii.com/journal/article/is-the-small-cap-stock-premium-disappearing
- ↑ http://www.aaii.com/
- ↑ http://gersteinfisher.com/gf_article/mutual-fund-outperformance-and-growth/
- ↑ https://www.joim.com/
- ↑ http://gersteinfisher.com/gf_article/advising-behavioral-investor-lessons-real-world/
- ↑ http://www.wiley.com/WileyCDA/WileyTitle/productCd-1118492986.html
- ↑ http://gersteinfisher.com/wp-content/uploads/2014/07/JOI_Momentums_Hidden_Sensitivity_to_the_Staring_Day_Summer_2014_GersteinFisher.pdf
- ↑ http://www.iijournals.com/toc/joi/current
- ↑ http://gersteinfisher.com/wp-content/uploads/2012/11/Risk_and_Decision_Analysis_Past_Performance_is_Indicative_of_Future_Beliefs.pdf
- ↑ http://gersteinfisher.com/wp-content/uploads/2012/11/GF_Research_Preventing_Emotional_Investing.pdf