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

40

DOWNLOADS
Rank 673

SSRN RANKINGS

Top 673

in Total Papers Downloads

26,336

CITATIONS
Rank 333

SSRN RANKINGS

Top 333

in Total Papers Citations

1,248

Scholarly Papers (40)

1.
Downloads 3,256 ( 2,279)
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 3,102 (2,437)
Citation 36

Abstract:

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 100 (218,203)
Citation 36

Abstract:

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 54 (313,304)
Citation 36

Abstract:

2.
Downloads 3,118 ( 2,475)
Citation 71

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 3,007 (2,572)
Citation 71

Abstract:

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 76 (260,497)
Citation 71

Abstract:

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 35 (376,198)
Citation 71

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 1,958 (5,411)
Citation 164

Abstract:

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 Gabelli School of Business, Fordham University

Abstract:

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 Gabelli School of Business, Fordham University

Abstract:

4.
Downloads 1,875 ( 5,975)
Citation 96

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 Gabelli School of Business, Fordham University
Downloads 1,722 (6,815)
Citation 96

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 78 (256,429)
Citation 96

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 75 (262,590)
Citation 96

Abstract:

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 Gabelli School of Business, Fordham University

Abstract:

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 - Goizueta Business School and New York University (NYU) - Department of Finance
Downloads 1,517 (8,433)
Citation 32

Abstract:

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 117 (194,548)
Citation 31

Abstract:

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 - Goizueta Business School
Downloads 107 (207,836)
Citation 31

Abstract:

6.
Downloads 1,413 ( 9,676)
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 1,108 (13,943)
Citation 9

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 305 (78,594)
Citation 9

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 1,123 (13,705)
Citation 12

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 133 (177,039)
Citation 11

Abstract:

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 1,218 (11,919)
Citation 5

Abstract:

9.
Downloads 1,129 ( 13,856)
Citation 38

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 1,129 (13,571)
Citation 38

Abstract:

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

Abstract:

spiders, index funds, mutual funds, performance

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 Gabelli School of Business, Fordham University
Downloads 806 (22,570)
Citation 26

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 62 (292,257)
Citation 26

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 59 (299,785)
Citation 26

Abstract:

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

11.

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, Gabelli School of Business, Fordham University, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 918 (18,239)
Citation 29

Abstract:

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

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 835 (21,408)
Citation 11

Abstract:

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 37 (368,568)
Citation 11

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 696 (26,250)
Citation 9

Abstract:

mutual funds, portfolios, composition, performance prediction

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 - Goizueta Business School and New York University (NYU) - Department of Finance
Downloads 571 (36,373)
Citation 21

Abstract:

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 - Goizueta Business School
Downloads 50 (325,067)
Citation 21

Abstract:

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 - Goizueta Business School
Downloads 50 (325,067)
Citation 21

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 487 (44,745)
Citation 73

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 53 (316,153)
Citation 73

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 23 (432,904)
Citation 73

Abstract:

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 Gabelli School of Business, Fordham University

Abstract:

mutual funds, CRSP, moringstar, mutual funds

16.

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 498 (35,773)

Abstract:

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

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 Gabelli School of Business, Fordham University
Downloads 421 (53,757)
Citation 18

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 15 (478,589)
Citation 18

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 14 (484,450)
Citation 18

Abstract:

18.

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 406 (49,212)
Citation 359

Abstract:

19.

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 Gabelli School of Business, Fordham University
Downloads 317 (70,946)
Citation 8

Abstract:

mutual funds, portfolios, composition, timing

20.
Downloads 313 ( 76,859)

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 New York University (NYU) - Department of Finance
Downloads 313 (76,356)

Abstract:

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 New York University (NYU) - Department of Finance
Downloads 0
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Abstract:

target risk funds, characteristics, performance

21.

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 Gabelli School of Business, Fordham University
Downloads 295 (71,693)
Citation 5

Abstract:

Mutual Funds, Size, 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, Gabelli School of Business, Fordham University and Federal Reserve Bank of New York
Downloads 294 (77,125)
Citation 1

Abstract:

performance, closed-end bond funds, discounts, leverage

23.
Downloads 251 ( 97,888)
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 Gabelli School of Business, Fordham University
Downloads 134 (174,851)
Citation 6

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 117 (194,548)
Citation 6

Abstract:

24.
Downloads 244 (100,867)

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 affiliation not provided to SSRN
Downloads 176 (138,263)

Abstract:

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 68 (277,990)

Abstract:

25.

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 Gabelli School of Business, Fordham University
Downloads 191 (124,059)
Citation 9

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 181 (134,824)
Citation 79

Abstract:

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 Gabelli School of Business, Fordham University

Abstract:

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 Gabelli School of Business, Fordham University

Abstract:

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 51 (322,023)
Citation 5

Abstract:

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 39 (361,176)
Citation 5

Abstract:

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 34 (380,153)
Citation 5

Abstract:

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 34 (380,153)
Citation 5

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 122 (188,332)
Citation 53

Abstract:

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 Gabelli School of Business, Fordham University

Abstract:

29.

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, New York University (NYU) - Department of Finance and Gabelli School of Business, Fordham University
Downloads 110 (143,471)
Citation 1

Abstract:

30.

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 Gabelli School of Business, Fordham University
Downloads 109 (184,155)

Abstract:

performance, separate accounts, collective investment trusts, portfolios

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 58 (302,409)
Citation 10

Abstract:

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 47 (334,326)
Citation 10

Abstract:

32.
Downloads 104 (211,057)
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 - Goizueta Business School
Downloads 61 (294,710)
Citation 50

Abstract:

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 43 (347,189)
Citation 50

Abstract:

33.

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 74 (248,407)

Abstract:

34.

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 69 (260,066)
Citation 2

Abstract:

nonlinear cross-equation restriction, asset pricing, bond returns

35.

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 18 (440,239)
Citation 10
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Abstract:

36.

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 New York University (NYU) - Department of Finance
Downloads 0 (424,748)

Abstract:

37.

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

Abstract:

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

38.

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

Abstract:

39.

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:

40.

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 Gabelli School of Business, Fordham University

Abstract: