WorldCat Identities

Gruber, Martin Jay 1937-

Overview
Works: 138 works in 403 publications in 4 languages and 9,635 library holdings
Genres: Academic theses 
Roles: Author, Editor, Other, Performer, Contributor
Classifications: HG4529.5, 332.6
Publication Timeline
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Most widely held works by Martin Jay Gruber
Modern portfolio theory and investment analysis by Edwin J Elton( Book )

76 editions published between 1981 and 2015 in 3 languages and held by 1,717 WorldCat member libraries worldwide

An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. It stresses the economic intuition behind the subject matter while presenting advanced concepts of investment analysis and portfolio management. Readers will also discover the strengths and weaknesses of modern portfolio theory as well as the latest breakthroughs
Japanese capital markets : analysis and characteristics of equity, debt, and financial futures markets( Book )

10 editions published between 1989 and 1990 in English and held by 418 WorldCat member libraries worldwide

Finance as a dynamic process by Edwin J Elton( Book )

15 editions published between 1973 and 1975 in 3 languages and held by 388 WorldCat member libraries worldwide

Portfolio theory, 25 years after : essays in honor of Harry Markowitz( Book )

19 editions published in 1979 in English and Undetermined and held by 388 WorldCat member libraries worldwide

Security evaluation and portfolio analysis by Edwin J Elton( Book )

11 editions published between 1972 and 1978 in English and held by 365 WorldCat member libraries worldwide

International capital markets by Edwin J Elton( Book )

16 editions published in 1975 in 3 languages and held by 353 WorldCat member libraries worldwide

Investments by Edwin J Elton( Book )

26 editions published in 1999 in English and held by 320 WorldCat member libraries worldwide

The determinants of common stock prices by Martin Jay Gruber( Book )

10 editions published between 1966 and 1971 in English and Undetermined and held by 119 WorldCat member libraries worldwide

Investments and portfolio performance by Edwin J Elton( Book )

8 editions published in 2011 in English and Undetermined and held by 51 WorldCat member libraries worldwide

This book contains the recent contributions of Edwin J. Elton and Martin J. Gruber to the field of investments. All of the articles in this book have been published in the leading finance and economic journals. Sixteen of the twenty articles have been published in the last ten years. This book supplements the earlier contributions of the editors published by MIT Press in 1999
Entwicklungsmöglichkeiten im suburbanen Bereich : die Gemeinde Hummeltal by Martin Jay Gruber( Book )

3 editions published in 1993 in German and held by 25 WorldCat member libraries worldwide

Investments by Edwin J Elton( Book )

11 editions published between 1999 and 2003 in English and held by 21 WorldCat member libraries worldwide

Annotation
Charakterisierung partikelformiger Emissionen beim Dieselmotor und Untersuchung von Verminderungsmassnahmen by Martin Jay Gruber( Book )

5 editions published in 2002 in German and held by 16 WorldCat member libraries worldwide

Betroffene von Räumungsklagen und Verbleib von Zwangsgeräumten : eine ethnologische Untersuchung zu Lebenssituationen und Verbleibsalternativen by Waltraud Kokot( Book )

1 edition published in 2007 in German and held by 16 WorldCat member libraries worldwide

Multi index models using simultaneous estimation of all parameters by Edwin J ELton( Book )

3 editions published between 1992 and 1993 in English and held by 11 WorldCat member libraries worldwide

The performance of bond mutual funds by Christopher R Blake( Book )

2 editions published between 1992 and 1993 in English and held by 10 WorldCat member libraries worldwide

Reputation acquisition: The role of the fund family in the mutual fund industry by Maria Tania Vital Ahuja( )

1 edition published in 2001 in English and held by 9 WorldCat member libraries worldwide

Part I models the conflict of interest when fund families certify a manager's quality by setting an evaluation standard to evaluate their managers. The more stringent an evaluating standard, the more costly it is but they have to weigh the gain from supporting bad managers against a loss of reputation from not evaluating managers correctly. Rational investors anticipate which family has a conflict of interest and find it rational to stay invested with the fund irrespective of performance of the manager conditional on what they know about the past actions of the fund family. In equilibrium, because of reputation concerns, the fund family's choice is influenced by the effect of their action on investor confidence. The equilibrium is such that the beliefs of the fund family and the investors and their optimal actions are mutually rational and consistent
Essays on fund performance and timing ability by George, III Comer( )

1 edition published in 2001 in English and held by 9 WorldCat member libraries worldwide

The dissertation is composed of three essays that examine fund performance and market timing ability. In the first essay, I examine the market timing ability of asset allocation and balanced mutual funds. I develop new multi-index models designed to measure the timing ability of funds that hold multiple categories of stocks and bonds. My models find greater timing ability among asset allocation mutual funds and less timing ability among balanced mutual funds than has been found by recent studies in the finance literature. The second essay examines the ability of the traditional single index models and the multi-index timing models I developed to accurately detect timing ability when a manager is timing across multiple asset classes. I find that the multi-index models are significantly more powerful than the traditional single index models and that the multi-index models are effective at detecting timing ability for a wide range of skill levels and real world allocation strategies. The third essay is coauthored with Edwin Elton, Martin Gruber, and Kai Li. We examine the characteristics and performance of an exchange traded index fund known by the name of Spiders. We find that Spiders underperform both the S & P index traditional index mutual funds due to how they are structured
Securities prices and performance by Edwin J Elton( Book )

2 editions published in 1999 in English and held by 8 WorldCat member libraries worldwide

Intra-day tests of the efficiency of the treasury bill futures market by Edwin J Elton( Book )

5 editions published in 1982 in English and held by 8 WorldCat member libraries worldwide

Arbitrage pricing theory and portfolio management by Martin Jay Gruber( Book )

3 editions published in 1991 in English and held by 6 WorldCat member libraries worldwide

 
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Modern portfolio theory and investment analysis
Alternative Names
Gruber, M. J.

Gruber, M. J. 1937-

Gruber, M. J. (Martin Jay), 1937-

Gruber Martin

Gruber, Martin 1937-

Gruber, Martin J.

Gruber, Martin J. 1937-

Gruber, Martin J. (Martin Jay), 1937-

Gruber, Martin Jay 1937-

Languages
English (213)

German (12)

Polish (1)

Dutch (1)

Covers
InvestmentsInvestments and portfolio performanceInvestmentsSecurities prices and performance