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Gerry Hiscock

BCom Deakin; GDipAppFin Finsia; MCom Sydney; CFA
PhD Candidate

The University of Sydney
NSW 2006 Australia


Bio

Gerry completed his BCom in 2005 and spent a number of years working in investment management, predominantly as a research analyst. Other aspects of his work included compliance and due diligence related activities along with project management. He returned to full time study in 2012 in both commerce and mathematics/statistics and has been working at The University of Sydney in a casual Academic role since 2015.


Thesis working title

On the relative efficiency of Smart Beta and factor models

Smart Beta (SB) strategies have been a welcome addition to the investment universe, generally providing a better risk-return tradeoff than traditional value-weighted passive strategies. However, the returns of these strategies are driven largely by factors previously identified in the literature. Gerry’s research examines to what extent various SB strategies’ returns are driven by these factors, and whether a more direct factor harvesting approach would improve further on existing SB risk-return profiles.

Supervisors: Hamish Malloch, Andrew Ainsworth