SSRN logo
Public User
Advanced Search

Christopher R. Blake

Gabelli School of Business, Fordham University

Professor

113 West 60th Street

Lowenstein Building

New York, NY 10023

United States

  • Gabelli School of Business, Fordham University

    • Email
    • Tel: 212-636-6750
SCHOLARLY PAPERS

20

DOWNLOADS
Rank 2,140

SSRN RANKINGS

Top 2,140

in Total Papers Downloads

13,165

CITATIONS
Rank 808

SSRN RANKINGS

Top 808

in Total Papers Citations

646

Scholarly Papers (20)

Actions:
Email selected abstracts
1.

The Persistence of Risk-Adjusted Mutual Fund Performance

Downloads 2,065 ( 5,330)

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 Gabelli School of Business, Fordham University
Downloads 2,065 (5,226)
Citation 166

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 Gabelli School of Business, Fordham University

Abstract:

The Persistence of Risk-Adjusted Mutual Fund Performance

J. OF BUSINESS, Vol. 69 No. 2, April 1996
Posted: 03 Apr 1996
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 Gabelli School of Business, Fordham University

Abstract:

2.

Incentive Fees and Mutual Funds

Downloads 1,897 ( 6,153)
Citation 98

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 Gabelli School of Business, Fordham University
Downloads 1,734 (7,086)
Citation 98

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 Gabelli School of Business, Fordham University
Downloads 84 (253,471)
Citation 98

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 Gabelli School of Business, Fordham University
Downloads 79 (263,367)
Citation 98

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 Gabelli School of Business, Fordham University

Abstract:

3.

Morningstar Ratings and Mutual Fund Performance

Number of pages: 53 Posted: 31 Jul 1999
Christopher R. Blake and Matthew R. Morey
Gabelli School of Business, Fordham University and Pace University - Lubin School of Business - Department of Finance and Economics
Downloads 1,878 (5,927)
Citation 39

Abstract:

4.

Modern Portfolio Theory, 1950 to Date

Downloads 310 ( 9,925)
Citation 9

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 Gabelli School of Business, Fordham University
Downloads 310 (80,049)
Citation 9

Abstract:

5.

Marginal Stockholder Tax Effects and Ex-dividend Day Behavior - Thirty-two Years Later

Downloads 1,265 ( 12,078)
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 Gabelli School of Business, Fordham University
Downloads 1,131 (14,109)
Citation 12

Abstract:

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

NYU Working Paper No. FIN-02-047
Number of pages: 24 Posted: 03 Nov 2008
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 Gabelli School of Business, Fordham University
Downloads 134 (180,978)
Citation 11

Abstract:

6.

The Adequacy of Investment Choices Offered By 401K Plans

Downloads 928 ( 19,459)
Citation 26

The Adequacy of Investment Choices Offered By 401K Plans

EFA 2004 Maastricht Meetings Paper No. 1176
Number of pages: 45 Posted: 03 Aug 2004
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Gabelli School of Business, Fordham University
Downloads 807 (23,492)
Citation 26

Abstract:

The Adequacy of Investment Choices Offered by 401k Plans

NYU Working Paper No. 2451/27296
Number of pages: 46 Posted: 04 Nov 2008
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 Gabelli School of Business, Fordham University
Downloads 62 (302,094)
Citation 26

Abstract:

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

The Adequacy of Investment Choices Offered by 401k Plans

NYU Working Paper No. 2451/27296
Number of pages: 46 Posted: 12 Nov 2008
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 Gabelli School of Business, Fordham University
Downloads 59 (309,989)
Citation 26

Abstract:

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

7.

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, Gabelli School of Business, Fordham University, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 918 (18,806)
Citation 29

Abstract:

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

8.

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 Gabelli School of Business, Fordham University
Downloads 696 (27,321)
Citation 10

Abstract:

mutual funds, portfolios, composition, performance prediction

9.

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

Downloads 569 ( 38,569)
Citation 74

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 Gabelli School of Business, Fordham University
Downloads 489 (46,232)
Citation 74

Abstract:

mutual funds, CRSP, moringstar, mutual funds

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

NYU Working Paper No. S-AM-01-09
Number of pages: 16 Posted: 13 Nov 2008
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 Gabelli School of Business, Fordham University
Downloads 57 (315,472)
Citation 74

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 Gabelli School of Business, Fordham University
Downloads 23 (447,110)
Citation 74

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 Gabelli School of Business, Fordham University

Abstract:

mutual funds, CRSP, moringstar, mutual funds

10.

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

Downloads 454 ( 51,354)
Citation 19

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 Gabelli School of Business, Fordham University
Downloads 425 (55,132)
Citation 19

Abstract:

pension plans, 401(k), defined-contribution plans, mutual fund performance

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

NYU Working Paper No. SC-AM-05-09
Number of pages: 45 Posted: 03 Nov 2008
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 Gabelli School of Business, Fordham University
Downloads 15 (493,487)
Citation 19

Abstract:

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

NYU Working Paper No. FIN-05-028
Number of pages: 44 Posted: 03 Nov 2008
Edwin J. Elton, Marti J Gruber and Christopher R. Blake
New York University (NYU) - Department of Finance, affiliation not provided to SSRN and Gabelli School of Business, Fordham University
Downloads 14 (499,447)
Citation 19

Abstract:

11.

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 Gabelli School of Business, Fordham University
Downloads 317 (72,597)
Citation 9

Abstract:

mutual funds, portfolios, composition, timing

12.

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 Gabelli School of Business, Fordham University
Downloads 295 (72,148)
Citation 5

Abstract:

Mutual Funds, Size, Performance

13.

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, Gabelli School of Business, Fordham University and Federal Reserve Bank of New York
Downloads 294 (78,847)
Citation 1

Abstract:

performance, closed-end bond funds, discounts, leverage

14.

Common Factors in Mutual Fund Returns

Downloads 252 (101,139)
Citation 6

Common Factors in Mutual Fund Returns

NYU Working Paper No. FIN-97-004
Number of pages: 48 Posted: 04 Nov 2008
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Gabelli School of Business, Fordham University
Downloads 135 (179,923)
Citation 6

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 Gabelli School of Business, Fordham University
Downloads 117 (201,314)
Citation 6

Abstract:

15.

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 Gabelli School of Business, Fordham University
Downloads 191 (127,340)
Citation 10

Abstract:

mutual funds, portfolios, composition, timing

16.

Survivorship Bias and Mutual Fund Performance

Downloads 183 (138,340)

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 Gabelli School of Business, Fordham University
Downloads 183 (138,242)
Citation 79

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 Gabelli School of Business, Fordham University

Abstract:

Survivorship Bias and Mutual Fund Performance

REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 4
Posted: 16 Jul 1996
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 Gabelli School of Business, Fordham University

Abstract:

17.

Fundamental Variables, Apt, and Bond Fund Performance

Downloads 123 (193,072)

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 Gabelli School of Business, Fordham University
Downloads 123 (193,799)
Citation 53

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 Gabelli School of Business, Fordham University

Abstract:

18.

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, New York University (NYU) - Department of Finance and Gabelli School of Business, Fordham University
Downloads 110 (146,232)
Citation 1

Abstract:

19.

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 Gabelli School of Business, Fordham University
Downloads 109 (184,872)

Abstract:

performance, separate accounts, collective investment trusts, portfolios

20.

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 Gabelli School of Business, Fordham University

Abstract:

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 1.288 seconds

Relx Group logo