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

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Rank 702

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Top 702

in Total Papers Downloads

26,911

CITATIONS
Rank 332

SSRN RANKINGS

Top 332

in Total Papers Citations

1,265

Scholarly Papers (40)

1.
Downloads 3,329 ( 2,373)
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 3,171 (2,536)
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 102 (226,659)
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 56 (323,815)
Citation 36

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2.
Downloads 3,136 ( 2,655)
Citation 73

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 3,024 (2,776)
Citation 73

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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 77 (272,158)
Citation 73

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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 35 (395,363)
Citation 73

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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 2,090 (5,266)
Citation 166

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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 Gabelli School of Business, Fordham University

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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 Gabelli School of Business, Fordham University

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4.
Downloads 1,909 ( 6,253)
Citation 98

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 1,742 (7,236)
Citation 98

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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 Gabelli School of Business, Fordham University
Downloads 88 (250,488)
Citation 98

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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 Gabelli School of Business, Fordham University
Downloads 79 (267,949)
Citation 98

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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 Gabelli School of Business, Fordham University

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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 - Goizueta Business School and New York University (NYU) - Department of Finance
Downloads 1,527 (8,965)
Citation 32

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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 117 (205,087)
Citation 31

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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 - Goizueta Business School
Downloads 111 (213,253)
Citation 31

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6.
Downloads 1,456 ( 9,870)
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 1,136 (14,388)
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 Gabelli School of Business, Fordham University
Downloads 320 (78,873)
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 Gabelli School of Business, Fordham University
Downloads 1,137 (14,368)
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 Gabelli School of Business, Fordham University
Downloads 134 (184,281)
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 1,218 (12,614)
Citation 5

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9.
Downloads 1,147 ( 14,465)
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 1,147 (14,166)
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

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 808 (24,013)
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 Gabelli School of Business, Fordham University
Downloads 62 (307,397)
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 Gabelli School of Business, Fordham University
Downloads 59 (315,380)
Citation 26

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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 (19,230)
Citation 29

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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 841 (22,641)
Citation 12

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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 37 (387,282)
Citation 12

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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 Gabelli School of Business, Fordham University
Downloads 696 (27,855)
Citation 10

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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 576 (38,174)
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 - Goizueta Business School
Downloads 50 (342,121)
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 - Goizueta Business School
Downloads 50 (342,121)
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 Gabelli School of Business, Fordham University
Downloads 489 (47,226)
Citation 74

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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 Gabelli School of Business, Fordham University
Downloads 57 (320,958)
Citation 74

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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 Gabelli School of Business, Fordham University
Downloads 24 (448,251)
Citation 74

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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 Gabelli School of Business, Fordham University

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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 (35,105)
Citation 1

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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 426 (56,188)
Citation 19

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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 Gabelli School of Business, Fordham University
Downloads 15 (500,679)
Citation 19

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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 Gabelli School of Business, Fordham University
Downloads 14 (506,545)
Citation 19

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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 (49,941)
Citation 360

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19.
Downloads 323 ( 78,616)

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 323 (78,092)

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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 New York University (NYU) - Department of Finance
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target risk funds, characteristics, 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 Gabelli School of Business, Fordham University
Downloads 317 (73,653)
Citation 10

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mutual funds, portfolios, composition, timing

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 (70,006)
Citation 5

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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 (80,229)
Citation 1

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performance, closed-end bond funds, discounts, leverage

23.
Downloads 254 (102,354)
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 137 (181,024)
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 Gabelli School of Business, Fordham University
Downloads 117 (205,087)
Citation 6

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24.
Downloads 248 (104,913)

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 179 (143,636)

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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 69 (290,146)

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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 (129,160)
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 Gabelli School of Business, Fordham University
Downloads 184 (140,142)
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 Gabelli School of Business, Fordham University

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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 Gabelli School of Business, Fordham University

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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 51 (338,931)
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 (375,935)
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 (395,363)
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 34 (399,475)
Citation 5

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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 124 (196,171)
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 Gabelli School of Business, Fordham University

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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 (145,225)
Citation 1

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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 (187,136)

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performance, separate accounts, collective investment trusts, portfolios

31.
Downloads 106 (219,421)
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 62 (307,397)
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 44 (361,521)
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 58 (318,147)
Citation 11

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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 47 (351,626)
Citation 11

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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 (261,602)

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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 (273,800)
Citation 2

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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 (461,193)
Citation 11
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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 (269,603)

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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

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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

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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

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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

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