Gregg S. Fisher, CFA, is an American investment manager. He is the Founder and Head of Quantitative Research and Portfolio Strategy of Gerstein Fisher, an investment management and advisory firm that became part of People's United Bank in 2016.
Video Gregg S. Fisher
Early life and education
Fisher was raised by his father, a men's clothing store owner, in a Jewish family in Queens, NY. He holds a degree in finance from the State University of New York at Buffalo and obtained a certificate in financial planning from New York University. He has also studied at the University of Pittsburgh's Center for Fiduciary Studies and Harvard Business School.
Maps Gregg S. Fisher
Investment career
Fisher founded quantitative investment firm Gerstein Fisher in 1993. By 2006, he became one of the first investment managers to offer factor investing. From 2010-14, Fisher launched factor-based mutual funds in the growth equity and real estate investment trust (REIT) categories.
Fisher collaborates on research with academics including Sheridan Titman. He founded the Gerstein Fisher Research Center in 2009. His main areas of research and contributions include quantifying the value-add of the investment advisor, replicating hedge fund returns through more liquid, transparent investment strategies, and quantifying the excess returns attributable to the small country factor.
In 2016, with over $3 billion in assets under management, Fisher sold Gerstein Fisher to People's United Bank, expanding the bank into quantitative investing and becoming Head of Quantitative Research and Portfolio Strategy for their investment division.
In 2018, Fisher was named to the Board of Trustees, responsible for overseeing the investment of University at Buffalo's endowment.
Selected publications
- "Should You Tilt Your Equity Portfolio to Smaller Countries?" with Ronnie Shah and Sheridan Titman, Journal of Portfolio Management, Vol. 44, No 4 (Fall, 2017)
- "Combining Value and Momentum" with Ronnie Shah and Sheridan Titman, Journal of Investment Management, Vol. 14, No. 2 (2016)
- "Risk Parity Optimality" with Philip Z. Maymin and Zakhar G. Maymin, The Journal of Portfolio Management, Vol. 41, No. 2 (Winter 2015)
- "Decomposing Fundamental Indexation" with Ronnie Shah and Sheridan Titman, The Journal of Index Investing, Vol. 6, No. 3 (Winter 2015)
- "Momentum's Hidden Sensitivity to the Starting Day" with Philip Z. Maymin and Zakhar G. Maymin, The Journal of Investing, Vol. 23, No. 2 (Summer 2014)
- "Send in the Clones? Hedge Fund Replication Using Futures Contracts" with Nicolas P.B. Bollen, The Journal of Alternative Investments, Vol. 16, No. 2 (Fall 2013)
- "Preventing Emotional Investing: An Added Value of an Investment Advisor" with Philip Z. Maymin, The Journal of Wealth Management, Vol. 13, No. 4 (Spring 2011
- "Past Performance is Indicative of Future Beliefs", with Philip Z. Maymin, Risk and Decision Analysis 2 (2010/2011)
Personal life
Fisher lives with his wife and their two children in Scarsdale, NY. Fisher is an avid, lifelong drummer, which Barron's explains "tickles the math area of his brain".
See also
- List of University at Buffalo people
References
External links
- Gerstein Fisher
Source of the article : Wikipedia
