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

  • New York University (NYU) - Department of Finance

    • Email
    • Tel: 212-998-0361
    • Fax: 212-995-4233
SCHOLARLY PAPERS

42

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CITATIONS
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1,265

Scholarly Papers (42)

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1.

Factors Affecting the Valuation of Corporate Bonds

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
Edwin J. Elton, Martin J. Gruber, Deepak Agrawal and Christopher Mann
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
Edwin J. Elton, Martin J. Gruber, Deepak Agrawal and Christopher Mann
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
Edwin J. Elton, Martin J. Gruber, Deepak Agrawal and Christopher Mann
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.

Are Investors Rational? Choices Among Index Funds

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.

The Persistence of Risk-Adjusted Mutual Fund Performance

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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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.

Incentive Fees and Mutual Funds

Downloads 1,985 ( 7,066)
Citation 99

Incentive Fees and Mutual Funds

EFA 2001 Barcelona Meetings
Number of pages: 49 Posted: 05 Jul 2001
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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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5.

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

Downloads 1,805 ( 8,328)
Citation 32

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.

Modern Portfolio Theory, 1950 to Date

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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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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7.

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

Downloads 1,309 ( 13,974)
Citation 12

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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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.

Spiders: Where are the Bugs

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
Edwin J. Elton, Martin J. Gruber, Christopher R. Blake, Yoel Krasny and Sadi Ozelge
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

11.

The Adequacy of Investment Choices Offered by 401k Plans

Downloads 949 ( 22,697)
Citation 26

The Adequacy of Investment Choices Offered by 401k Plans

EFA 2004 Maastricht Meetings Paper No. 1176
Number of pages: 45 Posted: 03 Aug 2004
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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

12.

Improved Estimates of Correlation and Their Impact on the Optimum Portfolios

Downloads 895 ( 24,780)
Citation 13

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
Edwin J. Elton, Martin J. Gruber and Jonathan F. Spitzer
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
Edwin J. Elton, Martin J. Gruber and Jonathan F. Spitzer
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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

15.

The Impact of Mutual Fund Family Membership on Investor Risk

Downloads 686 ( 35,775)
Citation 20

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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16.

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

Downloads 603 ( 42,467)
Citation 73

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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber, Deepak Agrawal and Christopher Mann
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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18.

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

Downloads 462 ( 59,649)
Citation 18

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

EFA 2006 Zurich Meetings
Number of pages: 37 Posted: 21 Oct 2005
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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.

Target Risk Funds

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
Edwin J. Elton, Martin J. Gruber, Christopher R. Blake and Or Shachar
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.

Common Factors in Mutual Fund Returns

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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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.

Corporate Bonds

Downloads 257 (116,004)

Corporate Bonds

NYU Working Paper No. FIN-01-051
Number of pages: 45 Posted: 03 Nov 2008
Edwin J. Elton, Martin J. Gruber, Deepak Agrawal and Christopher Mann
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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

27.

Survivorship Bias and Mutual Fund Performance

Downloads 204 (145,627)

Survivorship Bias and Mutual Fund Performance

NYU Working Paper No. FIN-94-027
Number of pages: 52 Posted: 11 Nov 2008
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber, Andre de Souza and Christopher R. Blake
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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29.

Optimum Centralized Portfolio Construction with Decentralized Portfolio Management

Downloads 165 (176,354)
Citation 5

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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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.

Fundamental Variables, Apt, and Bond Fund Performance

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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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.

Tax and Liquidity Effects in Pricing Government Bonds

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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34.

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

Downloads 118 (230,716)
Citation 12

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
Edwin J. Elton, Martin J. Gruber and Jonathan F. Spitzer
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
Edwin J. Elton, Martin J. Gruber and Jonathan F. Spitzer
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
Edwin J. Elton, Martin J. Gruber and Jonathan F. Spitzer
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

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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
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
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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