Edwin J. Elton

New York University (NYU) - Department of Finance

Nomura Professor of Finance

44 West 4th Street

Ste 9-190

New York, NY 10012-1126

United States

SCHOLARLY PAPERS

42

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Rank 793

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Top 793

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28,551

CITATIONS
Rank 328

SSRN RANKINGS

Top 328

in Total Papers Citations

1,265

Scholarly Papers (42)

1.
Downloads 3,475 ( 2,717)
Citation 36

Factors Affecting the Valuation of Corporate Bonds

NYU Working Paper
Number of pages: 44 Posted: 12 Apr 2002
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance, KMV Corporation and Moody's Investors Service
Downloads 3,309 (2,902)
Citation 36

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debt, valuation

Factors Affecting the Valuation of Corporate Bonds

NYU Working Paper No. S-CDM-00-07
Number of pages: 45 Posted: 05 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance, New York University (NYU) and Moody's Investors Service
Downloads 107 (248,900)
Citation 36

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Factors Affecting the Valuation of Corporate Bonds

NYU Working Paper No. S-CDM-01-09
Number of pages: 45 Posted: 05 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance, New York University (NYU) and Moody's Investors Service
Downloads 59 (356,501)
Citation 36

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2.
Downloads 3,190 ( 3,160)
Citation 74

Are Investors Rational? Choices Among Index Funds

NYU Working Paper
Number of pages: 35 Posted: 08 Nov 2002
Edwin J. Elton, Jeffrey A. Busse and Martin J. Gruber
New York University (NYU) - Department of Finance, Emory University - Department of Finance and New York University (NYU) - Department of Finance
Downloads 3,074 (3,305)
Citation 74

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rationality, index funds, mutual funds

Are Investors Rational? Choices Among Index Funds

NYU Working Paper No. SC-AM-02-08
Number of pages: 35 Posted: 13 Nov 2008
Edwin J. Elton, Martin J. Gruber and Jeffrey A. Busse
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Emory University - Department of Finance
Downloads 80 (301,110)
Citation 74

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Are Investors Rational? Choices Among Index Funds

NYU Working Paper No. FIN-02-045
Number of pages: 35 Posted: 03 Nov 2008
Edwin J. Elton, Martin J. Gruber and Jeffrey A. Busse
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Emory University - Department of Finance
Downloads 36 (440,461)
Citation 74

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3.
Downloads 2,182 ( 6,003)
Citation 163

The Persistence of Risk-Adjusted Mutual Fund Performance

NYU Working Paper No. FIN-95-018
Number of pages: 42 Posted: 11 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 2,182 (5,888)
Citation 163

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The Persistence of Risk-Adjusted Mutual Fund Performance

Working Paper Series S-95-13
Posted: 31 Aug 1995
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business

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The Persistence of Risk-Adjusted Mutual Fund Performance

J. OF BUSINESS, Vol. 69 No. 2, April 1996
Posted: 03 Apr 1996
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business

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4.
Downloads 1,985 ( 7,066)
Citation 99

Incentive Fees and Mutual Funds

EFA 2001 Barcelona Meetings
Number of pages: 49 Posted: 05 Jul 2001
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 1,792 (8,261)
Citation 99

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Incentive Fees and Mutual Funds

NYU Working Paper No. S-AM-01-07
Number of pages: 37 Posted: 13 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 109 (245,655)
Citation 99

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Incentive Fees and Mutual Funds

NYU Working Paper No. FIN-01-050
Number of pages: 37 Posted: 03 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 84 (292,389)
Citation 99

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Incentive Fees and Mutual Funds

Journal of Finance, Vol. 58, pp. 779-804, April 2003
Posted: 18 Sep 2003
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business

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Economic News and the Yield Curve: Evidence from the U.S. Treasury Market

Number of pages: 48 Posted: 15 Mar 1998
Pierluigi Balduzzi, T. Clifton Green and Edwin J. Elton
Boston College - Carroll School of Management, Emory University - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,554 (10,438)
Citation 32

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Economic News and the Yield Curve: Evidence from the U.S. Treasury Market

NYU Working Paper No. FIN-96-013
Number of pages: 36 Posted: 07 Nov 2008
Pierluigi Balduzzi, Edwin J. Elton and T. Clifton Green
Boston College - Carroll School of Management, New York University (NYU) - Department of Finance and Emory University - Department of Finance
Downloads 130 (215,242)
Citation 31

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Economic News and the Yield Curve: Evidence from the U.S. Treasury Market

NYU Working Paper No. FIN-98-005
Number of pages: 49 Posted: 07 Nov 2008
Pierluigi Balduzzi, Edwin J. Elton and Clifton Green
Boston College - Carroll School of Management, New York University (NYU) - Department of Finance and affiliation not provided to SSRN
Downloads 121 (227,371)
Citation 31

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6.
Downloads 1,616 ( 9,974)
Citation 9

Modern Portfolio Theory, 1950 to Date

NYU Working Paper No. FIN-98-026
Number of pages: 40 Posted: 07 Nov 2008
Edwin J. Elton and Martin J. Gruber
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,206 (15,555)
Citation 9

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Modern Portfolio Theory, 1950 to Date

NYU Working Paper No. FIN-97-003
Number of pages: 37 Posted: 04 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 410 (68,265)
Citation 9

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Marginal Stockholder Tax Effects and Ex-Dividend Day Behavior - Thirty-Two Years Later

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper
Number of pages: 30 Posted: 23 Nov 2003
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 1,168 (16,330)
Citation 12

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Marginal Stockholder Tax Effects and Ex-Dividend Day Behavior-Thirty-Two Years Later

NYU Working Paper No. FIN-02-047
Number of pages: 24 Posted: 03 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 141 (201,426)
Citation 11

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8.

Optimal Centralized Portfolio Construction with Decentralized Portfolio Management

Number of pages: 19 Posted: 22 Feb 2002
Edwin J. Elton and Martin J. Gruber
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,267 (14,657)
Citation 5

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9.
Downloads 1,170 ( 16,611)

Spiders: Where are the Bugs

Number of pages: 35 Posted: 30 Apr 2002
Edwin J. Elton, Martin J. Gruber, George Commer and Kai Li
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,170 (16,289)
Citation 38

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spiders, index funds, mutual funds, performance

Spiders: Where are the Bugs

The Journal of Business, Vol. 75, No. 3, July 2002
Posted: 15 Jul 2002
Edwin J. Elton, Martin J. Gruber, George Commer and Kai Li
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

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spiders, index funds, mutual funds, performance

10.

The Effect of the Frequency of Holdings Data on Conclusions About Mutual Fund Management Behavior

Bloomberg Portfolio Research Paper No. 2010-04-FRONTIERS
Number of pages: 39 Posted: 03 Aug 2006 Last Revised: 07 Apr 2010
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance, Fordham University - Gabelli School of Business, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 975 (21,838)
Citation 31

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mutual funds, holdings, momentum, tournament, window dressing, tax effects

The Adequacy of Investment Choices Offered by 401k Plans

EFA 2004 Maastricht Meetings Paper No. 1176
Number of pages: 45 Posted: 03 Aug 2004
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 822 (27,505)
Citation 25

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The Adequacy of Investment Choices Offered by 401k Plans

NYU Working Paper No. 2451/27296
Number of pages: 46 Posted: 04 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 65 (339,088)
Citation 26

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401K plans, pension, spanning, portfolio, investment choices

The Adequacy of Investment Choices Offered by 401k Plans

NYU Working Paper No. 2451/27296
Number of pages: 46 Posted: 12 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 62 (347,634)
Citation 26

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401K plans, pension, spanning, portfolio, investment choices

Improved Estimates of Correlation and Their Impact on the Optimum Portfolios

NYU Finance Working Paper No. FIN-04-016
Number of pages: 28 Posted: 29 Mar 2005
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Virginia - Darden School of Business
Downloads 856 (25,959)
Citation 13

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Correlation, forecasting, portfolio analysis, portfolio inputs

Improved Estimates of Correlation and Their Impact on the Optimum Portfolios

NYU Working Paper No. 2451/26630
Number of pages: 29 Posted: 03 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Virginia - Darden School of Business
Downloads 39 (427,547)
Citation 13

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13.

Holdings Data, Security Returns and the Selection of Superior Mutual Funds

Number of pages: 59 Posted: 21 Feb 2007 Last Revised: 10 Mar 2010
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 755 (31,414)
Citation 10

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mutual funds, portfolios, composition, performance prediction

14.

Mutual Funds

Number of pages: 82 Posted: 20 Jun 2012
Edwin J. Elton and Martin J. Gruber
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 708 (34,234)

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mutual funds, performance,open end funds, closed end funds, ETFs

The Impact of Mutual Fund Family Membership on Investor Risk

Number of pages: 33 Posted: 08 Jul 2004
Edwin J. Elton, T. Clifton Green and Martin J. Gruber
New York University (NYU) - Department of Finance, Emory University - Department of Finance and New York University (NYU) - Department of Finance
Downloads 585 (43,649)
Citation 20

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The Impact of Mutual Fund Family Membership on Investor Risk

NYU Working Paper No. FIN-04-014
Number of pages: 28 Posted: 03 Nov 2008
Edwin J. Elton, Martin J. Gruber and T. Clifton Green
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Emory University - Department of Finance
Downloads 51 (382,514)
Citation 20

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The Impact of Mutual Fund Family Membership on Investor Risk

NYU Working Paper No. SC-AM-05-01
Number of pages: 34 Posted: 04 Nov 2008
Edwin J. Elton, Martin J. Gruber and T. Clifton Green
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Emory University - Department of Finance
Downloads 50 (385,975)
Citation 20

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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

Number of pages: 16 Posted: 11 Feb 2003
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 510 (52,034)
Citation 73

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mutual funds, CRSP, moringstar, mutual funds

A First Look at the Accuracy of the Crsp Mutual Fund Database and a Comparison of the Crsp and Morningstar Mutual Fund Databases

NYU Working Paper No. S-AM-01-09
Number of pages: 16 Posted: 13 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 69 (328,267)
Citation 73

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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

NYU Working Paper No. FIN-01-053
Number of pages: 16 Posted: 03 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 24 (502,225)
Citation 73

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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

Journal of Finance, Vol. 56, No. 6, December 2001
Posted: 11 Feb 2003
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business

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mutual funds, CRSP, moringstar, mutual funds

17.

Explaining the Rate Spread on Corporate Bonds

NYU Working Paper No. FIN-99-082
Number of pages: 64 Posted: 11 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance, New York University (NYU) and Moody's Investors Service
Downloads 504 (53,436)
Citation 359

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Participant Reaction and the Performance of Funds Offered by 401(K) Plans

EFA 2006 Zurich Meetings
Number of pages: 37 Posted: 21 Oct 2005
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 432 (64,057)
Citation 18

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pension plans, 401(k), defined-contribution plans, mutual fund performance

Participant Reaction and the Performance of Funds Offered by 401(K) Plans

NYU Working Paper No. SC-AM-05-09
Number of pages: 45 Posted: 03 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 16 (552,294)
Citation 18

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Participant Reaction and the Performance of Funds Offered by 401(K) Plans

NYU Working Paper No. FIN-05-028
Number of pages: 44 Posted: 03 Nov 2008
Edwin J. Elton, Marti J Gruber and Christopher R. Blake
New York University (NYU) - Department of Finance, affiliation not provided to SSRN and Fordham University - Gabelli School of Business
Downloads 14 (565,139)
Citation 18

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19.

Does Size Matter? The Relationship between Size and Performance

Fordham University Schools of Business Research Paper No. 1826406
Number of pages: 31 Posted: 02 May 2011 Last Revised: 12 Oct 2011
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 444 (62,587)
Citation 5

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Mutual Funds, Size, Performance

20.

An Examination of Mutual Fund Timing Using Monthly Holdings Data

Number of pages: 42 Posted: 16 Feb 2009
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 364 (79,267)
Citation 10

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mutual funds, portfolios, composition, timing

21.
Downloads 348 ( 83,488)

Target Risk Funds

Number of pages: 38 Posted: 12 Jan 2015 Last Revised: 25 Apr 2015
Edwin J. Elton, Martin J. Gruber and Andre de Souza
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and St. John's University - Department of Economics and Finance
Downloads 348 (82,862)

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target risk funds, mutual funds

Target Risk Funds

European Financial Management, Vol. 22, Issue 4, pp. 519-539, 2016
Number of pages: 21 Posted: 02 Sep 2016
Edwin J. Elton, Martin J. Gruber and Andre de Souza
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and St. John's University - Department of Economics and Finance
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target risk funds, characteristics, performance

22.

Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds

Number of pages: 49 Posted: 16 Apr 2010 Last Revised: 12 Jul 2010
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance, Fordham University - Gabelli School of Business and Federal Reserve Bank of New York
Downloads 338 (86,349)
Citation 1

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performance, closed-end bond funds, discounts, leverage

23.

Passive Mutual Funds and ETFs: Performance and Comparison

Number of pages: 39 Posted: 22 Jun 2018
Edwin J. Elton, Martin J. Gruber and Andre de Souza
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and St. John's University - Department of Economics and Finance
Downloads 327 (89,572)

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24.
Downloads 265 (112,369)
Citation 6

Common Factors in Mutual Fund Returns

NYU Working Paper No. FIN-97-004
Number of pages: 48 Posted: 04 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 142 (200,339)
Citation 6

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Common Factors in Mutual Fund Returns

NYU Working Paper No. FIN-98-027
Number of pages: 37 Posted: 07 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 123 (224,548)
Citation 6

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25.
Downloads 257 (116,004)

Corporate Bonds

NYU Working Paper No. FIN-01-051
Number of pages: 45 Posted: 03 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance, New York University (NYU) and Moody's Investors Service
Downloads 186 (158,546)

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Corporate Bonds

NYU Working Paper No. FIN-00-031
Number of pages: 45 Posted: 04 Nov 2008
Edwin J. Elton and Martin J. Gruber
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 71 (323,127)

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26.

An Examination of Mutual Fund Timing Ability Using Monthly Holdings Data

Number of pages: 42 Posted: 18 Jul 2009
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 208 (142,982)
Citation 11

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mutual funds, portfolios, composition, timing

Survivorship Bias and Mutual Fund Performance

NYU Working Paper No. FIN-94-027
Number of pages: 52 Posted: 11 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 204 (145,429)
Citation 79

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Survivorship Bias and Mutual Fund Performance

Working Paper Series S-95-14
Posted: 14 Sep 1995
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business

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Survivorship Bias and Mutual Fund Performance

REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 4
Posted: 16 Jul 1996
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business

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28.

Target Date Funds: Characteristics and Performance

Number of pages: 34 Posted: 11 Jan 2015 Last Revised: 03 Apr 2015
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance, St. John's University - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 202 (146,959)
Citation 1

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Optimum Centralized Portfolio Construction with Decentralized Portfolio Management

NYU Working Paper No. FIN-02-046
Number of pages: 27 Posted: 03 Nov 2008
Edwin J. Elton and Martin J. Gruber
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 54 (372,613)
Citation 5

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Optimum Centralized Portfolio Construction with Decentralized Portfolio Management

NYU Working Paper No. SC-AM-02-09
Number of pages: 27 Posted: 13 Nov 2008
Edwin J. Elton and Martin J. Gruber
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 40 (423,462)
Citation 5

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Optimum Centralized Portfolio Construction with Decentralized Portfolio Management

NYU Working Paper No. FIN-01-056
Number of pages: 19 Posted: 03 Nov 2008
Edwin J. Elton and Martin J. Gruber
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 36 (440,461)
Citation 5

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Optimum Centralized Portfolio Construction with Decentralized Portfolio Management

NYU Working Paper No. S-AM-01-11
Number of pages: 19 Posted: 13 Nov 2008
Edwin J. Elton and Martin J. Gruber
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 35 (444,832)
Citation 5

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30.

Fund of Funds Selection of Mutual Funds Superior Knowledge versus Family and Management Goals

Number of pages: 47 Posted: 05 Apr 2017
Edwin J. Elton, Martin J. Gruber and Andre de Souza
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and St. John's University - Department of Economics and Finance
Downloads 149 (192,140)

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31.

The Performance of Separate Accounts and Collective Investment Trusts

Fordham University Schools of Business Research Paper No. 2089044
Number of pages: 38 Posted: 21 Jun 2012
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 149 (192,140)

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performance, separate accounts, collective investment trusts, portfolios

32.
Downloads 131 (213,158)
Citation 53

Fundamental Variables, Apt, and Bond Fund Performance

NYU Working Paper No. FIN-94-028
Number of pages: 60 Posted: 11 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 131 (213,879)
Citation 53

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Fundamental Variables, Apt, and Bond Fund Performance

Working Paper Series S-95-15
Posted: 25 Aug 1998
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business

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33.
Downloads 127 (218,318)
Citation 50

Tax and Liquidity Effects in Pricing Government Bonds

NYU Working Paper No. FIN-97-002
Number of pages: 40 Posted: 04 Nov 2008
Edwin J. Elton and T. Clifton Green
New York University (NYU) - Department of Finance and Emory University - Department of Finance
Downloads 72 (320,546)
Citation 50

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Tax and Liquidity Effects in Pricing Government Bonds

NYU Working Paper No. FIN-98-029
Number of pages: 46 Posted: 07 Nov 2008
Edwin J. Elton and Clifton Green
New York University (NYU) - Department of Finance and affiliation not provided to SSRN
Downloads 55 (369,288)
Citation 50

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Improved Estimates of Correlation Coefficients and Their Impact on the Optimum Portfolios

NYU Working Paper No. FIN-04-016
Number of pages: 28 Posted: 03 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Virginia - Darden School of Business
Downloads 67 (333,655)
Citation 12

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Improved Estimates of Correlation Coefficients and Their Impact on the Optimum Portfolios

NYU Working Paper No. S-DRP-04-02
Number of pages: 28 Posted: 05 Nov 2008
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Virginia - Darden School of Business
Downloads 51 (382,514)
Citation 12

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35.

An Asset Allocation Puzzle: When is a Puzzle Not a Puzzle?

NYU Working Paper No. FIN-98-082
Number of pages: 24 Posted: 11 Nov 2008
Edwin J. Elton and Martin J. Gruber
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 82 (293,974)

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36.

Return Generating Process and the Determinants of Term Premiums

NYU Working Paper No. FIN-94-029
Number of pages: 43 Posted: 11 Nov 2008
Edwin J. Elton, Martin J. Gruber and Jianping Mei
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 76 (307,464)
Citation 2

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nonlinear cross-equation restriction, asset pricing, bond returns

37.

Are Passive Funds Really Superior Investments: An Investor Perspective

Forthcoming in the Financial Analysts Journal
Number of pages: 30 Posted: 07 May 2019
Edwin J. Elton, Martin J. Gruber and Andre de Souza
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and St. John's University - Department of Economics and Finance
Downloads 42 (407,324)

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Performance, mutual funds, ETFs

38.

Improved Estimates of Correlation Coefficients and Their Impact on Optimum Portfolios

European Financial Management, Vol. 12, No. 3, pp. 303-318, June 2006
Number of pages: 16 Posted: 19 May 2006
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Virginia - Darden School of Business
Downloads 19 (515,320)
Citation 12
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39.

Investments and Portfolio Performance

INVESTMENTS AND PORTFOLIO PERFORMANCE, World Scientific, Forthcoming
Posted: 04 Apr 2011
Edwin J. Elton and Martin J. Gruber
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

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Investments, Portfolio Management, Bond Pricing, Pension Funds, Estimating Taxes

40.

The Rationality of Asset Allocation Recommendations

Journal of Financial and Quantitative Analysis, March 2000
Posted: 02 May 2000
Edwin J. Elton and Martin J. Gruber
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

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41.

Do Investors Care About Sentiment?

Journal of Business, October 1998, Vol. 71, No. 4
Posted: 25 Aug 1998
Edwin J. Elton, Jeffrey A. Busse and Martin J. Gruber
New York University (NYU) - Department of Finance, Emory University - Department of Finance and New York University (NYU) - Department of Finance

Abstract:

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42.

Fundamental Economic Variables, Expected Returns, and Bond Fund Performance

JOURNAL OF FINANCE, Vol. 50 No. 4, September 1995
Posted: 23 Aug 1998
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business

Abstract:

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