Elton, Edwin J: search on Z-Library

Edwin J Elton, Martin J Gruber

Year:

2019

Language:

english

File:

PDF, 846 KB

english, 2019

Modern portfolio theory, 1950 to date

Journal:

Elton, Edwin J., Gruber, Martin J., de Souza, Andre

Year:

1997

Language:

english

File:

PDF, 131 KB

english, 1997

Passive Mutual Funds and ETFs: Performance and Comparison

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 776 KB

english, 2018

A Review of the Performance Measurement of Long-Term Mutual Funds

Financial Analysts Journal

Journal:

Year:

2020

File:

PDF, 634 KB

2020

The Performance of Bond Mutual Funds

Christopher R. Blake, Edwin J. Elton and Martin J. Gruber

Journal:

Elton, Edwin J., Gruber, Martin J., de Souza, Andre, Blake, Christopher R.

Year:

1993

Language:

english

File:

PDF, 570 KB

english, 1993

Target Date Funds: Characteristics and Performance

Journal:

Review of Asset Pricing Studies

Year:

2015

Language:

english

File:

PDF, 175 KB

english, 2015

Note—On the Maximization of the Geometric Mean with Lognormal Return Distribution

Journal:

Edwin J. Elton, Martin J. Gruber and Christopher R. Blake

Year:

1974

Language:

english

File:

PDF, 460 KB

english, 1974

The Persistence of Risk-Adjusted Mutual Fund Performance

Journal:

Edwin J. Elton, Martin J. Gruber, Deepak Agrawal, Christopher Mann

Year:

1996

Language:

english

File:

PDF, 445 KB

english, 1996

Explaining the Rate Spread on Corporate Bonds

Journal:

Year:

2001

Language:

english

File:

PDF, 385 KB

english, 2001

Taxes and portfolio composition

Journal of Financial Economics

Journal:

Year:

1978

Language:

english

File:

PDF, 656 KB

english, 1978

Optimal investment strategies with investor liabilities

Journal:

Pierluigi Balduzzi, Edwin J. Elton and T. Clifton Green

Year:

1992

Language:

english

File:

PDF, 1.32 MB

english, 1992

Economic News and Bond Prices: Evidence from the U.S. Treasury Market

Journal:

Year:

2001

Language:

english

File:

PDF, 422 KB

english, 2001

Spiders: Where Are the Bugs?

Elton, Edwin J., Gruber, Martin J., Comer, George, Li, Kai

Journal:

Year:

2002

Language:

english

File:

PDF, 124 KB

english, 2002

Theory Series || On the Maximization of the Geometric Mean with Lognormal Return Distribution: Erratum

Journal:

Elton, Edwin J., Gruber, Martin J., Padberg, Manfred W.

Year:

1975

Language:

english

File:

PDF, 157 KB

english, 1975

Simple Criteria for Optimal Portfolio Selection with Upper Bounds

Journal:

Operations Research

Year:

1977

Language:

english

File:

PDF, 1.34 MB

english, 1977

Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests

Edwin J. Elton

Journal:

Edwin Elton, Martin Gruber, Joel Rentzler

Year:

1999

Language:

english

File:

PDF, 111 KB

english, 1999

A simple examination of the empirical relationship between dividend yields and deviations from the CAPM

Journal:

Year:

1983

Language:

english

File:

PDF, 692 KB

english, 1983

Differential information and timing ability

Journal:

Edwin J. Elton, Martin J. Gruber, Jianping Mei

Year:

1991

Language:

english

File:

PDF, 868 KB

english, 1991

Return generating process and the determinants of term premiums

Journal:

Edwin J. Elton, Martin J. Gruber, Deepak Agrawal, Christopher Mann

Year:

1996

Language:

english

File:

PDF, 927 KB

english, 1996

Factors affecting the valuation of corporate bonds

Journal:

Edwin J. Elton, Martin J. Gruber, Christopher R. Blake, Yoel Krasny, Sadi O. Ozelge

Year:

2004

Language:

english

File:

PDF, 254 KB

english, 2004

The effect of holdings data frequency on conclusions about mutual fund behavior

Journal:

Elton, Edwin J., Gruber, Martin J., Busse, Jeffrey A.

Year:

2010

Language:

english

File:

PDF, 214 KB

english, 2010

Do Investors Care about Sentiment?

Journal:

Year:

1998

Language:

english

File:

PDF, 174 KB

english, 1998

Optimum Centralized Portfolio Construction with Decentralized Portfolio Management

Journal:

Year:

2004

Language:

english

File:

PDF, 155 KB

english, 2004

Portfolio Analysis with Partial Information: The Case of Grouped Data

Journal:

Year:

1987

Language:

english

File:

PDF, 269 KB

english, 1987

The Rationality of Asset Allocation Recommendations

Journal:

Edwin Elton, Martin Gruber and Joel Rentzler

Year:

2000

Language:

english

File:

PDF, 1.56 MB

english, 2000

Papers and Proceedings Forty-First Annual Meeting American Finance Association New York, N.Y. December 28-30, 1982 || The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation

Journal:

Edwin J. Elton, Martin J. Gruber and Jeffrey A. Busse

Year:

1983

Language:

english

File:

PDF, 385 KB

english, 1983

Are Investors Rational? Choices among Index Funds

Journal:

Elton, Edwin J., Gruber, Martin J., Blake, Christopher R., Shachar, Or

Year:

2004

Language:

english

File:

PDF, 3.04 MB

english, 2004

Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds

Journal:

Year:

2013

Language:

english

File:

PDF, 152 KB

english, 2013

Capital Rationing and External Discount Rates

Edwin J. Elton

Journal:

Elton, Edwin J, Gruber, Martin J, Padberg, Manfred W

Year:

1970

Language:

english

File:

PDF, 1.27 MB

english, 1970

Optimal Portfolios from Simple Ranking Devices

Journal:

The Journal of Portfolio Management

Year:

1978

Language:

english

File:

PDF, 481 KB

english, 1978

Theory Series || Inter-Temporal Portfolio Analysis Based on Simulation of Joint Returns

Kalman J. Cohen and Edwin J. Elton

Journal:

Edwin J. Elton, Martin J. Gruber and Christopher R. Blake

Year:

1967

Language:

english

File:

PDF, 1.86 MB

english, 1967

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

Journal:

Year:

2001

Language:

english

File:

PDF, 460 KB

english, 2001

On the Maximization of the Geometric Mean with Lognormal Return Distribution: Erratum

Journal:

Elton, Edwin J., Gruber, Martin J., Rentzler, Joel C.

Year:

1975

Language:

english

File:

PDF, 132 KB

english, 1975

Employing Financial Futures to Increase the Return on Near Cash (Treasury Bill) Investments

Journal:

Edwin J. Elton, Martin J. Gruber and Mustafa Gultekin

Year:

1985

Language:

english

File:

PDF, 622 KB

english, 1985

Expectations and Share Prices

Journal:

Elton, Edwin J., Gruber, Martin J., Gultekin, Mustafa

Year:

1981

Language:

english

File:

PDF, 1.55 MB

english, 1981

Expectations and Share Prices

Journal:

Elton, Edwin J, Gruber, Martin J

Year:

1981

Language:

english

File:

PDF, 884 KB

english, 1981

Investments and Portfolio Performance || Optimum Centralized Portfolio Construction with Decentralized Portfolio Management

Year:

2010

Language:

english

File:

PDF, 4.10 MB

english, 2010

The Impact of Ross’s Exploration of APT on Our Research

The Journal of Portfolio Management

Journal:

Year:

2018

Language:

english

File:

PDF, 717 KB

english, 2018

Tax and Liquidity Effects in Pricing Government Bonds

Edwin J. Elton, T. Clifton Green

Journal:

Edwin J. Elton, Martin J. Gruber, Christopher R. Blake

Year:

1998

Language:

english

File:

PDF, 258 KB

english, 1998

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

Journal:

Edwin J. Elton, Martin J. Gruber, Christopher R. Blake

Year:

2001

Language:

english

File:

PDF, 84 KB

english, 2001

Incentive Fees and Mutual Funds

Journal:

Edwin J. Elton, Martin J. Gruber, Jeffrey A. Busse

Year:

2003

Language:

english

File:

PDF, 194 KB

english, 2003

Are Investors Rational? Choices among Index Funds

Journal:

Edwin J. Elton, Martin J. Gruber, Christopher R. Blake

Year:

2004

Language:

english

File:

PDF, 129 KB

english, 2004

Participant reaction and the performance of funds offered by 401(k) plans

Journal:

Journal of Financial Intermediation

Year:

2007

Language:

english

File:

PDF, 198 KB

english, 2007

Expectational data and Japanese stock prices

Japan and the World Economy

Journal:

Year:

1989

Language:

english

File:

PDF, 588 KB

english, 1989

A multi-index risk model of the Japanese stock market

Japan and the World Economy

Journal:

Year:

1988

Language:

english

File:

PDF, 1.36 MB

english, 1988

Explaining the Rate Spread on Corporate Bonds

Edwin J. Elton, Martin J. Gruber, Deepak Agrawal and Christopher Mann

Journal:

Year:

2001

Language:

english

File:

PDF, 591 KB

english, 2001

Risk Reduction and Portfolio Size: An Analytical Solution

Journal:

Year:

1977

Language:

english

File:

PDF, 477 KB

english, 1977

Marginal Stockholder Tax Rates and the Clientele Effect

Review of Economics and Statistics

Journal:

Year:

1970

Language:

english

File:

PDF, 251 KB

english, 1970

Simple Criteria for Optimal Portfolio Selection: Tracing Out the Efficient Frontier

Edwin J. Elton, Martin J. Gruber and Manfred W. Padberg

Journal:

Year:

1978

Language:

english

File:

PDF, 182 KB

english, 1978

On the Cash Balance Problem