Martin J. Gruber

New York University (NYU) - Department of Finance

Scholar in Residence; Professor Emeritus

44 West 4th Street

Ste 9-190

New York, NY 10012-1126

United States

  • New York University (NYU) - Department of Finance

    • Email
    • Tel: 212-998-0333
    • Fax: 212-995-4233
SCHOLARLY PAPERS

41

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CITATIONS
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974

Scholarly Papers (41)

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1.

Factors Affecting the Valuation of Corporate Bonds

Downloads 3,489 ( 2,768)
Citation 39

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 3,322 (2,958)
Citation 16

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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 (252,869)
Citation 4

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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 60 (359,425)

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2.

Are Investors Rational? Choices Among Index Funds

Downloads 3,197 ( 3,229)
Citation 88

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 3,080 (3,378)
Citation 7

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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 (306,086)
Citation 2

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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 37 (443,774)

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3.

The Persistence of Risk-Adjusted Mutual Fund Performance

Downloads 2,189 ( 6,112)

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 2,189 (5,996)

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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 1,994 ( 7,177)
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 1,801 (8,383)
Citation 12

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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 (249,588)
Citation 19

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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 (297,088)

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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.

Modern Portfolio Theory, 1950 to Date

Downloads 1,648 ( 9,860)
Citation 23

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 1,216 (15,675)
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 432 (65,219)
Citation 7

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6.

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

Downloads 1,312 ( 14,226)
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 1,169 (16,658)
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 143 (202,424)

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7.

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 1,271 (14,902)

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8.

Spiders: Where are the Bugs

Downloads 1,173 ( 16,896)

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 1,173 (16,569)

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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

9.

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 982 (22,025)
Citation 8

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

10.

The Adequacy of Investment Choices Offered by 401k Plans

Downloads 950 ( 23,126)
Citation 22

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 (28,025)
Citation 10

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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 66 (342,013)

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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 (353,475)

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

11.

Improved Estimates of Correlation and Their Impact on the Optimum Portfolios

Downloads 895 ( 25,258)
Citation 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 856 (26,436)
Citation 2

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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 (434,979)

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12.

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 759 (31,764)
Citation 5

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mutual funds, portfolios, composition, performance prediction

13.

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 721 (34,071)
Citation 4

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

14.

The Impact of Mutual Fund Family Membership on Investor Risk

Downloads 686 ( 36,470)
Citation 32

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 (44,462)
Citation 5

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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 (389,053)

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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 (392,528)
Citation 1

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15.

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

Downloads 608 ( 42,783)
Citation 37

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 513 (52,623)
Citation 19

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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 71 (328,399)

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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 (511,278)

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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

16.

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 515 (52,971)
Citation 17

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17.

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

Downloads 449 ( 60,561)
Citation 22

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 433 (65,051)
Citation 5

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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 (562,471)

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18.

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 452 (62,405)
Citation 6

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Mutual Funds, Size, Performance

19.

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 387 (75,156)

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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 368 (79,639)
Citation 1

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mutual funds, portfolios, composition, timing

21.

Target Risk Funds

Downloads 351 ( 84,112)

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 351 (83,458)

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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 341 (86,959)
Citation 13

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performance, closed-end bond funds, discounts, leverage

23.

Common Factors in Mutual Fund Returns

Downloads 266 (113,844)
Citation 3

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 (203,608)

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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 124 (226,865)
Citation 3

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24.

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 262 (115,663)

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Performance, mutual funds, ETFs

25.

Corporate Bonds

Downloads 261 (116,119)

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 189 (158,869)

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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 72 (325,755)

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26.

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 210 (144,067)

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27.

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 209 (144,716)
Citation 5

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mutual funds, portfolios, composition, timing

28.

Survivorship Bias and Mutual Fund Performance

Downloads 207 (145,997)

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 207 (145,741)
Citation 32

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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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29.

Optimum Centralized Portfolio Construction with Decentralized Portfolio Management

Downloads 166 (178,304)
Citation 8

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 55 (375,515)
Citation 1

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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 (430,754)
Citation 1

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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 (448,128)

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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 (452,593)

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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 155 (189,024)

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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 (195,320)
Citation 1

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performance, separate accounts, collective investment trusts, portfolios

32.

Fundamental Variables, Apt, and Bond Fund Performance

Downloads 132 (215,466)

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 132 (216,159)
Citation 1

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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.

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

Downloads 119 (233,068)
Citation 3

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 68 (336,478)

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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
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34.

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 83 (296,620)

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35.

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 (312,552)

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nonlinear cross-equation restriction, asset pricing, bond returns

36.

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 (524,609)
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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
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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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 Business School - Finance and Economics

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