Christopher R. Blake

Fordham University - Gabelli School of Business

Professor

113 West 60th Street

Lowenstein Building

New York, NY 10023

United States

  • Fordham University - Gabelli School of Business

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

20

DOWNLOADS
Rank 2,443

SSRN RANKINGS

Top 2,443

in Total Papers Downloads

13,974

CITATIONS
Rank 810

SSRN RANKINGS

Top 810

in Total Papers Citations

646

Scholarly Papers (20)

Actions:
Email selected abstracts
1.

The Persistence of Risk-Adjusted Mutual Fund Performance

Downloads 2,186 ( 6,046)

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 2,186 (5,934)
Citation 15

Abstract:

Loading...

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:

Loading...

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:

Loading...

2.

Morningstar Ratings and Mutual Fund Performance

Number of pages: 53 Posted: 31 Jul 1999
Christopher R. Blake and Matthew R. Morey
Fordham University - Gabelli School of Business and Pace University - Lubin School of Business - Department of Finance and Economics
Downloads 2,000 (7,048)
Citation 52

Abstract:

Loading...

3.

Incentive Fees and Mutual Funds

Downloads 1,988 ( 7,116)
Citation 13

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 1,795 (8,317)
Citation 61

Abstract:

Loading...

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 (247,096)
Citation 79

Abstract:

Loading...

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 (294,028)

Abstract:

Loading...

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:

Loading...

4.

Modern Portfolio Theory, 1950 to Date

Downloads 417 ( 9,945)
Citation 8

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 417 (67,323)
Citation 1

Abstract:

Loading...

5.

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

Downloads 1,309 ( 14,099)
Citation 15

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

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper
Number of pages: 30 Posted: 23 Nov 2003
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 1,168 (16,462)
Citation 16

Abstract:

Loading...

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

NYU Working Paper No. FIN-02-047
Number of pages: 24 Posted: 03 Nov 2008
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 141 (202,623)

Abstract:

Loading...

6.

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 979 (21,850)
Citation 47

Abstract:

Loading...

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

7.

The Adequacy of Investment Choices Offered by 401k Plans

Downloads 950 ( 22,836)
Citation 20

The Adequacy of Investment Choices Offered by 401k Plans

EFA 2004 Maastricht Meetings Paper No. 1176
Number of pages: 45 Posted: 03 Aug 2004
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 822 (27,712)
Citation 24

Abstract:

Loading...

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 (338,242)

Abstract:

Loading...

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 (349,584)
Citation 11

Abstract:

Loading...

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

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 Fordham University - Gabelli School of Business
Downloads 759 (31,416)
Citation 26

Abstract:

Loading...

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 605 ( 42,574)
Citation 90

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 511 (52,281)
Citation 104

Abstract:

Loading...

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 70 (327,479)

Abstract:

Loading...

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 (504,942)

Abstract:

Loading...

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:

Loading...

mutual funds, CRSP, moringstar, mutual funds

10.

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

Downloads 463 ( 59,883)
Citation 8

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 (64,341)
Citation 7

Abstract:

Loading...

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 (555,527)
Citation 21

Abstract:

Loading...

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

NYU Working Paper No. FIN-05-028
Number of pages: 44 Posted: 03 Nov 2008
Edwin J. Elton, Marti J Gruber and Christopher R. Blake
New York University (NYU) - Department of Finance, affiliation not provided to SSRN and Fordham University - Gabelli School of Business
Downloads 14 (568,621)

Abstract:

Loading...

11.

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 448 (62,378)
Citation 5

Abstract:

Loading...

Mutual Funds, Size, Performance

12.

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 367 (79,041)
Citation 5

Abstract:

Loading...

mutual funds, portfolios, composition, timing

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, Fordham University - Gabelli School of Business and Federal Reserve Bank of New York
Downloads 339 (86,656)
Citation 18

Abstract:

Loading...

performance, closed-end bond funds, discounts, leverage

14.

Common Factors in Mutual Fund Returns

Downloads 265 (113,077)
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 (201,550)

Abstract:

Loading...

Common Factors in Mutual Fund Returns

NYU Working Paper No. FIN-98-027
Number of pages: 37 Posted: 07 Nov 2008
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 123 (225,865)
Citation 3

Abstract:

Loading...

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 Fordham University - Gabelli School of Business
Downloads 208 (143,905)
Citation 23

Abstract:

Loading...

mutual funds, portfolios, composition, timing

16.

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 206 (145,174)
Citation 6

Abstract:

Loading...

17.

Survivorship Bias and Mutual Fund Performance

Downloads 204 (146,534)

Survivorship Bias and Mutual Fund Performance

NYU Working Paper No. FIN-94-027
Number of pages: 52 Posted: 11 Nov 2008
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business
Downloads 204 (146,342)
Citation 52

Abstract:

Loading...

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:

Loading...

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:

Loading...

18.

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 (193,335)
Citation 6

Abstract:

Loading...

performance, separate accounts, collective investment trusts, portfolios

19.

Fundamental Variables, Apt, and Bond Fund Performance

Downloads 132 (213,185)

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 (213,902)

Abstract:

Loading...

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:

Loading...

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 Fordham University - Gabelli School of Business

Abstract:

Loading...