WorldCat Identities

Gruber, Martin Jay 1937-

Overview
Works: 159 works in 452 publications in 4 languages and 9,676 library holdings
Roles: Author, Editor, Other, Performer, Contributor, Narrator
Publication Timeline
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Most widely held works by Martin Jay Gruber
Investments by Edwin J Elton( )

24 editions published in 1999 in English and held by 2,230 WorldCat member libraries worldwide

Volume I presents the authors' groundbreaking work on estimating the inputs to portfolio optimization, including the analysis of alternative structures such as single and multi-index models in forecasting correlations; portfolio maximization under alternative specifications for return structures; the impact of CAPM and APT in the investment process; and taxes and portfolio composition
Investments by Edwin J Elton( )

19 editions published between 1999 and 2003 in 3 languages and held by 1,917 WorldCat member libraries worldwide

Annotation
Modern portfolio theory and investment analysis by Edwin J Elton( Book )

88 editions published between 1981 and 2017 in English and held by 1,703 WorldCat member libraries worldwide

"An excellent resource for investors, Modern Portfolio Theory and Investment Analysis, 9th Edition examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. A chapter on behavioral finance is included, aimed to explore the nature of individual decision making. A chapter on forecasting expected returns, a key input to portfolio management, is also included. In addition, investors will find material on value at risk and the use of simulation to enhance their understanding of the field."--Site web de l'éditeur
Investments and portfolio performance by Edwin J Elton( )

8 editions published in 2011 in English and held by 1,383 WorldCat member libraries worldwide

I. Estimating tax rates and ex-dividend behavior. 1. "Marginal stockholder tax rates and the clientele effect" / Review of Economics and Statistics. 2. "Marginal stockholder tax effects and ex-dividend day price behavior : Evidence from taxable versus nontaxable closed-end funds" with Christopher R. Blake / Review of Economics & Statistics -- II. Factors affecting corporate bond pricing. 3. "Explaining the rate spread on corporate bonds" with Deepak Agrawal and Christopher Mann / Journal of Finance. 4. "Factors affecting the valuation of corporate bonds" with Deepak Agrawal and Christopher Mann / Journal of Banking and Finance -- III. Performance measurement of mutual funds. 5. "Efficiency with costly information : A reinterpretation of evidence from managed portfolios" with Sanjiv Das and Matthew Hlavka / The Review of Financial Studies. 6. "A first look at the accuracy of the CRSP mutual fund database and a comparison of the CRSP and Morningstar Mutual Fund databases" with Christopher R. Blake / Journal of Finance -- IV. Mutual fund behavior. 7. "Another puzzle : The growth in actively managed mutual funds" by Martin J. Gruber / Journal of Finance. 8. "Are investors rational? Choices among index funds" with Jeffrey A. Busse / Journal of Finance. 9. "The impact of mutual fund family membership on investor risk" with T. Clifton Green / Journal of Financial and Quantitative Analysis. 10. "The effect of holdings data frequency on conclusions about mutual fund behavior" with Yoel Krasny and Sadi Ozelge / Journal of Banking and Finance -- V. Special types of funds. 11. "Incentive fees and mutual funds" with Christopher R. Blake / Journal of Finance. 12. "Spiders : Where are the bugs?" with George Comer and Kai Li / Journal of Business -- VI. Return generating process. 13. "Expected return, realized return, and asset pricing tests" by Edwin J. Elton / Journal of Finance. 14. "Common factors in active and passive portfolios" with Christopher R. Blake / Review of Finance -- VII. Pension funds. 15. "The adequacy of investment choices offered by 401(k) plans" with Christopher R. Blake / Journal of Public Economics. 16. "Participant reaction and the perfonnance of funds offered by 401(k) plans" with Christopher R. Blake / Journal of Financial Intermediation -- VIII. Optimum portfolio construction. 17. "Simple criteria for optimal portfolio selection" with Manfred W. Padberg / Journal of Finance. 18. "Optimum centralized portfolio construction with decentralized portfolio management" / Journal of Financial and Quantitative Analysis. 19. "The rationality of asset allocation recommendations" / Journal of Financial and Quantitative Analysis
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 403 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 387 WorldCat member libraries worldwide

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

15 editions published between 1973 and 1975 in English and Undetermined and held by 385 WorldCat member libraries worldwide

International capital markets by Edwin J Elton( Book )

17 editions published in 1975 in 3 languages and held by 354 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 349 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 held by 115 WorldCat member libraries worldwide

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

Modern portfolio theory and investment analysis by Edwin J Elton( )

in English and held by 23 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 17 WorldCat member libraries worldwide

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

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

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

6 editions published in 1982 in English and held by 9 WorldCat member libraries worldwide

Securities prices and performance by Edwin J Elton( Book )

2 editions published in 1999 in English and held by 9 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 8 WorldCat member libraries worldwide

Friedenspädagogik by Eduard Eben( Book )

3 editions published in 1981 in Undetermined and German and held by 8 WorldCat member libraries worldwide

 
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Audience level: 0.27 (from 0.02 for Investment ... to 0.94 for Modern por ...)

Investments
Covers
InvestmentsModern portfolio theory and investment analysisInvestments and portfolio performanceSecurities prices and performance
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

Gruber, Martin Jay 1937-

Languages
English (236)

German (12)

Italian (1)

Dutch (1)