Author Page for Martin J. Gruber

1.

Factors Affecting the Valuation of Corporate Bonds

Downloads 4,164 ( 5,450)

Citation 22

3

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 Columbia University, School of Professional Studies

Downloads 3,925 (5,853)

Citation 15

Abstract:

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 Columbia University, School of Professional Studies

Downloads 141 (444,423)

Citation 7

Abstract:

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 Columbia University, School of Professional Studies

Downloads 98 (590,582)

Abstract:

2.

Are Investors Rational? Choices Among Index Funds

Downloads 3,619 ( 6,866)

Citation 44

3

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 3,316 (7,763)

Citation 6

Abstract:

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 167 (384,762)

Citation 38

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 136 (457,810)

Abstract:

3.

The Persistence of Risk-Adjusted Mutual Fund Performance

Downloads 2,460 (12,665)

Citation 1

3

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 2,460 (12,416)

Citation 1

Abstract:

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

Abstract:

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

Abstract:

4.

Modern Portfolio Theory, 1950 to Date

Downloads 2,263 (14,510)

Citation 20

2

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 1,453 (28,441)

Citation 11

Abstract:

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 810 (65,413)

Citation 9

Abstract:

5.

Incentive Fees and Mutual Funds

Downloads 2,247 (14,669)

Citation 52

4

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 1,984 (17,602)

Citation 25

Abstract:

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 149 (424,627)

Citation 27

Abstract:

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 114 (527,453)

Abstract:

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

Abstract:

6.

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

Downloads 1,563 (25,983)

Citation 15

2

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 1,343 (31,919)

Citation 15

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

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 220 (297,631)

Abstract:

7.

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 1,388 (30,929)

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 1,319 (33,346)

Abstract:

9.

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 1,315 (32,909)

Citation 17

Abstract:

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:

10.

The Adequacy of Investment Choices Offered by 401k Plans

Downloads 1,159 (40,276)

Citation 33

3

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 911 (55,709)

Citation 20

Abstract:

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 145 (434,264)

Citation 13

Abstract:

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 103 (570,006)

Abstract:

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

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 1,093 (43,878)

Citation 16

Abstract:

12.

Improved Estimates of Correlation and Their Impact on the Optimum Portfolios

Downloads 1,027 (47,865)

Citation 2

2

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 923 (54,713)

Citation 2

Abstract:

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 104 (565,884)

Abstract:

13.

Are Passive Funds Really Superior Investments: An Investor Perspective

Financial Analysts Journal, vol. 75, no. 3 (Third Quarter 2019)

Number of pages: 30 Posted: 07 May 2019 Last Revised: 15 Sep 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 982 (51,052)

Citation 6

Abstract:

14.

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 910 (56,678)

Citation 9

Abstract:

15.

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 Columbia University, School of Professional Studies

Downloads 868 (60,474)

Citation 129

Abstract:

16.

The Impact of Mutual Fund Family Membership on Investor Risk

Downloads 857 (61,563)

Citation 22

3

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 646 (87,863)

Citation 6

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 - Department of Finance

Downloads 122 (500,205)

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 - Department of Finance

Downloads 89 (628,883)

Citation 16

Abstract:

17.

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 838 (63,607)

Citation 23

Abstract:

18.

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

Downloads 833 (63,996)

Citation 66

4

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 658 (85,807)

Citation 66

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. 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 128 (481,303)

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

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 47 (891,224)

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

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

Abstract:

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 601 (97,660)

Citation 7

Abstract:

20.

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

Downloads 530 (101,990)

Citation 12

2

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 490 (124,366)

Citation 6

Abstract:

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 40 (957,010)

Citation 6

Abstract:

21.

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 479 (129,327)

Citation 3

Abstract:

22.

Corporate Bonds

Downloads 433 (145,889)

2

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 Columbia University, School of Professional Studies

Downloads 309 (210,421)

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 124 (493,778)

Abstract:

23.

Are enhanced index funds enhanced?

Number of pages: 31 Posted: 28 Jul 2021

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 424 (149,500)

Citation 1

Abstract:

24.

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 422 (150,360)

Citation 14

Abstract:

25.

Common Factors in Mutual Fund Returns

Downloads 421 (150,827)

Citation 3

2

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 248 (264,474)

Abstract:

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 173 (372,848)

Citation 3

Abstract:

26.

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 413 (154,141)

Abstract:

27.

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 400 (159,776)

Citation 4

Abstract:

28.

Optimum Centralized Portfolio Construction with Decentralized Portfolio Management

Downloads 343 (189,474)

Citation 1

4

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 131 (472,346)

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 77 (687,027)

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 71 (720,014)

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 64 (762,721)

Citation 1

Abstract:

29.

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 311 (210,642)

Citation 3

Abstract:

30.

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 306 (214,374)

Citation 27

Abstract:

31.

Survivorship Bias and Mutual Fund Performance

Downloads 305 (215,126)

Citation 65

3

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 305 (213,435)

Citation 65

Abstract:

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

Abstract:

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

Abstract:

32.

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 242 (272,624)

Citation 19

Abstract:

33.

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

Downloads 240 (274,847)

2

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 160 (399,689)

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

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 80 (671,720)

Abstract:

34.

Fundamental Variables, Apt, and Bond Fund Performance

Downloads 204 (321,463)

Citation 1

2

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 204 (320,171)

Citation 1

Abstract:

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

Abstract:

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 112 (531,177)

Abstract:

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 Cheung Kong Graduate School of Business

Downloads 110 (538,294)

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:

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

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

Abstract:

41.

Statement of Financial Economists Roundtable on Risk Disclosure by Mutual Funds

J. OF FINANCIAL ENGINEERING, Vol. 5 No. 4

Posted: 18 Jun 1997

Martin J. Gruber, William F. Sharpe and Franklin R. Edwards

New York University (NYU) - Department of Finance, Stanford University - Graduate School of Business and Columbia University - Columbia Business School, Finance

Martin J. Gruber

New York University (NYU) - Department of Finance

Scholar in Residence; Professor Emeritus

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Scholarly Papers (41)

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