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Gruber, Martin J.'s
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
19,316 |
Total
Citations
1,124 |
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1.
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Are Investors Rational? Choices Among Index Funds
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Busse, Jeffrey A. Emory University - Department of Finance
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Posted:
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08 Nov 02
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Last Revised:
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23 Dec 08
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2,795
(1,546)
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65
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Busse, Jeffrey A. Emory University - Department of Finance
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67
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65
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Busse, Jeffrey A. Emory University - Department of Finance
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31
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65
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Elton, Edwin J. New York University (NYU) - Department of Finance Busse, Jeffrey A. Emory University - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance
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2,697
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65
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rationality, index funds, mutual funds
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2.
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Factors Affecting the Valuation of Corporate Bonds
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Agrawal, Deepak KMV Corporation Mann, Christopher Moody's Investors Service
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Posted:
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12 Apr 02
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Last Revised:
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22 Dec 08
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2,705
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34
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Agrawal, Deepak New York University (NYU) Mann, Christopher Moody's Investors Service
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87
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34
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Agrawal, Deepak New York University (NYU) Mann, Christopher Moody's Investors Service
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45
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34
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Agrawal, Deepak KMV Corporation Mann, Christopher Moody's Investors Service
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2,573
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34
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debt, valuation
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3.
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Incentive Fees and Mutual Funds
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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Posted:
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05 Jul 01
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Last Revised:
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10 Mar 10
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1,648
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103
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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38
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103
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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58
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103
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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0
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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1,552
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103
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4.
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance
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1,158
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5
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5.
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Marginal Stockholder Tax Effects and Ex-Dividend Day Behavior-Thirty-Two Years Later
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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Posted:
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23 Nov 03
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Last Revised:
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10 Mar 10
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1,116
(7,728)
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11
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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126
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10
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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990
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11
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6.
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Modern Portfolio Theory, 1950 to Date
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance
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Posted:
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04 Nov 08
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Last Revised:
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10 Mar 10
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1,018
(9,050)
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8
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance
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758
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8
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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260
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8
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7.
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Spiders: Where are the Bugs
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Commer, George New York University (NYU) - Department of Finance Li, Kai New York University (NYU) - Department of Finance
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Posted:
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30 Apr 02
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Last Revised:
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28 Apr 08
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950
(10,047)
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36
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Commer, George New York University (NYU) - Department of Finance Li, Kai New York University (NYU) - Department of Finance
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0
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spiders, index funds, mutual funds, performance
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Commer, George New York University (NYU) - Department of Finance Li, Kai New York University (NYU) - Department of Finance
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950
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36
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spiders, index funds, mutual funds, performance
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8.
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business Krasny, Yoel New York University (NYU) - Leonard N. Stern School of Business Ozelge, Sadi New York University (NYU) - Leonard N. Stern School of Business
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03 Aug 06
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Last Revised:
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07 Apr 10
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854
(11,895)
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24
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mutual funds, holdings, momentum, tournament, window dressing, tax effects
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9.
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The Adequacy of Investment Choices Offered by 401k Plans
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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Posted:
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03 Aug 04
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Last Revised:
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10 Mar 10
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840
(12,224)
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25
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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46
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25
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401K plans, pension, spanning, portfolio, investment choices
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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53
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25
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401K plans, pension, pension, spanning, portfolio, investment choices
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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741
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25
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10.
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Improved Estimates of Correlation and their Impact on the Optimum Portfolios
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Spitzer, Jonathan F. University of Virginia - Darden School of Business
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Posted:
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29 Mar 05
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Last Revised:
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23 Dec 08
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786
(13,503)
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10
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Spitzer, Jonathan F. University of Virginia - Darden School of Business
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30
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10
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Spitzer, Jonathan F. University of Virginia - Darden School of Business
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756
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10
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Correlation, forecasting, portfolio analysis, portfolio inputs
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11.
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The Persistence of Risk-Adjusted Mutual Fund Performance
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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Posted:
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31 Aug 95
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Last Revised:
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10 Mar 10
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708
(15,749)
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159
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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708
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159
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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0
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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0
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12.
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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21 Feb 07
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Last Revised:
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10 Mar 10
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656
(17,590)
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10
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mutual funds, portfolios, composition, performance prediction
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13.
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The Impact of Mutual Fund Family Membership on Investor Risk
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Green, T. Clifton Emory University - Goizueta Business School
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Posted:
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08 Jul 04
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Last Revised:
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23 Dec 08
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604
(19,783)
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18
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Green, T. Clifton Emory University - Goizueta Business School
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42
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18
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Green, T. Clifton Emory University - Goizueta Business School
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37
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18
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Elton, Edwin J. New York University (NYU) - Department of Finance Green, T. Clifton Emory University - Goizueta Business School Gruber, Martin J. New York University (NYU) - Department of Finance
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525
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18
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14.
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A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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Posted:
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11 Feb 03
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Last Revised:
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10 Mar 10
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520
(24,237)
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70
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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47
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70
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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22
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70
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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0
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mutual funds, CRSP, moringstar, mutual funds
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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451
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70
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mutual funds, CRSP, moringstar, mutual funds
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15.
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Participant Reaction and the Performance of Funds Offered by 401(k) Plans
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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Posted:
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21 Oct 05
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Last Revised:
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10 Mar 10
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378
(35,038)
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18
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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12
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18
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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366
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18
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pension plans, 401(k), defined-contribution plans, mutual fund performance
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16.
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Agrawal, Deepak New York University (NYU) Mann, Christopher Moody's Investors Service
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340
(41,602)
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344
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17.
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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290
(50,133)
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7
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mutual funds, portfolios, composition, timing
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18.
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance
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267
(55,773)
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1
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mutual funds, performance,open end funds, closed end funds, ETFs
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19.
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business Shachar, Or Federal Reserve Bank of New York
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| Posted: |
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16 Apr 10
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Last Revised:
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12 Jul 10
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231
(64,514)
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1
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performance, closed-end bond funds, discounts, leverage
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20.
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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| Posted: |
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02 May 11
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Last Revised:
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12 Oct 11
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215
(69,494)
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4
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Mutual Funds, Size, Performance
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21.
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Corporate Bonds
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Agrawal, Deepak New York University (NYU) Mann, Christopher affiliation not provided to SSRN
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Posted:
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03 Nov 08
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Last Revised:
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23 Dec 08
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208
(71,885)
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance
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59
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Agrawal, Deepak New York University (NYU) Mann, Christopher affiliation not provided to SSRN
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149
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22.
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Common Factors in Mutual Fund Returns
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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Posted:
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04 Nov 08
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Last Revised:
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10 Mar 10
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202
(74,086)
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5
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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92
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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110
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23.
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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168
(88,402)
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7
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mutual funds, portfolios, composition, timing
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24.
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Survivorship Bias and Mutual Fund Performance
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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Posted:
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14 Sep 95
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Last Revised:
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10 Mar 10
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141
(103,347)
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81
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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141
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81
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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0
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| |
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
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0
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25.
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Optimum Centralized Portfolio Construction with Decentralized Portfolio Management
|
Show Abstracts |
Hide Abstracts |
Versions (4)
|
hide multiple versions |
Export Bibliographic Info |
|
Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance
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Posted:
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03 Nov 08
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Last Revised:
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31 Dec 08
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140
(103,960)
|
5
|
|
|
|
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance
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31
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5
|
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| |
|
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance
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32
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5
|
|
| |
|
| |
|
|
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance
|
|
30
|
5
|
|
| |
|
| |
|
|
|
|
|
|
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance
|
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47
|
5
|
|
| |
|
| |
|
|
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|
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26.
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Improved Estimates of Correlation Coefficients and Their Impact on the Optimum Portfolios
|
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Versions (2)
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Spitzer, Jonathan F. University of Virginia - Darden School of Business
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Posted:
|
|
03 Nov 08
|
|
Last Revised:
|
|
23 Dec 08
|
|
97
(138,094)
|
9
|
|
|
|
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Spitzer, Jonathan F. University of Virginia - Darden School of Business
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45
|
9
|
|
| |
|
| |
|
|
|
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Spitzer, Jonathan F. University of Virginia - Darden School of Business
|
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52
|
9
|
|
| |
|
| |
|
|
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|
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27.
|
|
Fundamental Variables, Apt, and Bond Fund Performance
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
|
|
Posted:
|
|
25 Aug 98
|
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Last Revised:
|
|
10 Mar 10
|
|
91
(144,128)
|
53
|
|
|
|
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Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
|
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91
|
53
|
|
| |
|
| |
|
|
|
|
|
|
|
Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
|
|
0
|
|
|
| |
|
| |
|
|
|
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|
28.
|
|
|
Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance
|
|
66
(174,931)
|
|
|
| |
|
| |
|
|
|
29.
|
|
|
Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
|
|
56
(190,220)
|
|
|
| |
|
| |
performance, separate accounts, collective investment trusts, portfolios
|
|
|
30.
|
|
|
Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Mei, Jianping New York University (NYU) - Department of Finance
|
|
50
(200,505)
|
2
|
|
| |
|
| |
nonlinear cross-equation restriction, asset pricing, bond returns
|
|
|
31.
|
|
|
Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Spitzer, Jonathan F. University of Virginia - Darden School of Business
|
|
18
(282,364)
|
9
|
|
| |
|
| |
|
|
|
32.
|
|
|
Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance
|
|
|
|
|
| |
|
| |
Investments, Portfolio Management, Bond Pricing, Pension Funds, Estimating Taxes
|
|
|
33.
|
|
|
Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance
|
|
|
|
|
| |
|
| |
|
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34.
|
|
|
Elton, Edwin J. New York University (NYU) - Department of Finance Busse, Jeffrey A. Emory University - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance
|
|
|
|
|
| |
|
| |
|
|
|
35.
|
|
|
Elton, Edwin J. New York University (NYU) - Department of Finance Gruber, Martin J. New York University (NYU) - Department of Finance Blake, Christopher R. Fordham University Schools of Business
|
|
|
|
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| |
|
| |
|
|
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36.
|
|
|
Gruber, Martin J. New York University (NYU) - Department of Finance Sharpe, William F. Stanford University - Graduate School of Business Edwards, Franklin R. Columbia Business School - Finance and Economics
|
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