Author Page for Christopher R. Blake

The Persistence of Risk-Adjusted Mutual Fund Performance

Downloads 2,342 ( 9,506)

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 2,342 (9,335)

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:

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 2,095 (11,422)

Citation 12

Abstract:

3.

Incentive Fees and Mutual Funds

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Citation 105

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 1,866 (13,449)

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 124 (341,568)

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 95 (412,324)

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:

4.

Modern Portfolio Theory, 1950 to Date

Downloads 687 (12,109)

Citation 25

1

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 687 (57,197)

Citation 8

Abstract:

5.

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

Downloads 1,407 (21,107)

Citation 12

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 1,231 (25,325)

Citation 13

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 176 (256,880)

Abstract:

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 1,028 (33,448)

Citation 16

Abstract:

7.

The Adequacy of Investment Choices Offered by 401k Plans

Downloads 1,014 (34,104)

Citation 24

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 857 (42,522)

Citation 14

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 80 (459,257)

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 77 (469,671)

Citation 6

Abstract:

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 791 (48,053)

Citation 13

Abstract:

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 700 (56,711)

Citation 63

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 562 (74,026)

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 106 (385,227)

Citation 1

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 32 (696,959)

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:

10.

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 523 (82,020)

Citation 6

Abstract:

11.

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

Downloads 506 (85,385)

Citation 27

3

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 458 (95,344)

Citation 6

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 Fordham University - Gabelli School of Business

Downloads 26 (744,042)

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 22 (778,682)

Citation 6

Abstract:

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 416 (107,682)

Citation 3

Abstract:

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 382 (118,735)

Citation 14

Abstract:

14.

Common Factors in Mutual Fund Returns

Downloads 320 (144,168)

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 173 (260,744)

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 147 (299,188)

Citation 3

Abstract:

15.

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 308 (150,078)

Citation 4

Abstract:

16.

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 254 (182,851)

Citation 17

Abstract:

17.

Survivorship Bias and Mutual Fund Performance

Downloads 252 (184,330)

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 252 (183,556)

Citation 56

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:

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 174 (259,415)

Citation 8

Abstract:

19.

Fundamental Variables, Apt, and Bond Fund Performance

Downloads 169 (266,056)

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Fundamental Variables, Apt, and Bond Fund Performance

NYU Working Paper No. FIN-94-028

Number of pages: 60 Posted: 11 Nov 2008

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 169 (266,220)

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:

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

Christopher R. Blake

Fordham University - Gabelli School of Business

Professor

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