WorldCat Identities

Elton, Edwin J.

Overview
Works: 85 works in 352 publications in 6 languages and 9,931 library holdings
Genres: Academic theses 
Roles: Author, Editor, Creator, Other, Compiler
Classifications: HG4529.5, 332.6
Publication Timeline
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Most widely held works by Edwin J Elton
Modern portfolio theory and investment analysis by Edwin J Elton( Book )

131 editions published between 1981 and 2015 in 6 languages and held by 2,542 WorldCat member libraries worldwide

Examining the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios, this text stresses the economic intuition behind the subject matter while presenting advanced concepts on investment analysis and portfolio management
Japanese capital markets : analysis and characteristics of equity, debt, and financial futures markets( Book )

12 editions published between 1989 and 1990 in English and held by 426 WorldCat member libraries worldwide

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

22 editions published in 1979 in English and Undetermined and held by 402 WorldCat member libraries worldwide

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

13 editions published between 1972 and 1978 in English and held by 368 WorldCat member libraries worldwide

International capital markets by Edwin J Elton( Book )

17 editions published in 1975 in 3 languages and held by 363 WorldCat member libraries worldwide

Investments by Edwin J Elton( Book )

27 editions published in 1999 in English and held by 337 WorldCat member libraries worldwide

Investments and portfolio performance by Edwin J Elton( Book )

10 editions published between 2010 and 2011 in English and Undetermined and held by 52 WorldCat member libraries worldwide

Annotation
Estimating cost of capital : methods and practice( Book )

2 editions published in 1994 in English and held by 49 WorldCat member libraries worldwide

Investments by Edwin J Elton( Book )

12 editions published between 1999 and 2003 in English and held by 36 WorldCat member libraries worldwide

Annotation
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

Inter-brand promotion scheduling at the retail level by Āloka Gupta( )

1 edition published in 1997 in English and held by 9 WorldCat member libraries worldwide

The dissertation is in three parts. The first part examines the schedules of retail promotion overlaps at the level of category management for individual retail stores. In a prior study, Rao (1995) developed a method for determining the probability distribution function (PDF) for the number of overlaps between any two brands (or items). In the current study, we extend the Rao analysis to examine the number of overlaps between all major brands or all brand sizes within an entire product category. In particular, we develop a PDF for the number of overlaps. The PDF is then used to provide statistical tests of the hypothesis that an individual retailer schedules promotions for each brand on an independent basis. The paper also extends prior studies by considering a larger number of stores, considers all sizes and considers the implications of manufacturer trade promotion schedules on retailer schedules. The results of the paper indicate that the Independent Scheduling Hypothesis can only be rejected for a small percent of the stores. In addition, the observed level of overlaps at the category level is about twice the level that would be expected if retailers were scheduling the absolute minimum number of simultaneous promotions. Additional analyses are carried out at the level of separate brand-sizes and all sizes of all brands within a category
Efficiency with costly information : a reinterpretation of evidence from managed portfolios by Edwin J Elton( Book )

3 editions published between 1992 and 1993 in English and held by 9 WorldCat member libraries worldwide

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
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

Securities prices and performance by Edwin J Elton( Book )

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

Employing financial futures to increase the return on near cash (Treasury bill) investments by Edwin J Elton( Book )

1 edition published in 1983 in English and held by 6 WorldCat member libraries worldwide

Investments by Edwin J Elton( Book )

4 editions published in 1999 in 3 languages and held by 6 WorldCat member libraries worldwide

Economic news and the yield curve : evidence from the U.S. treasury market by Pierluigi Balduzzi( Book )

2 editions published in 1998 in English and held by 6 WorldCat member libraries worldwide

Return generating process and the determinants of term premiums by Edwin J Elton( Book )

1 edition published in 1992 in English and held by 6 WorldCat member libraries worldwide

The structure of spot rates and immunization by Edwin J Elton( Book )

2 editions published in 1989 in English and held by 5 WorldCat member libraries worldwide

 
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Modern portfolio theory and investment analysis
Alternative Names
Ed Elton Finance scholar

Elton, E. J.

Elton, E. J. (Edwin J.)

Elton, Edwin

Languages
English (255)

Chinese (3)

Italian (2)

Polish (1)

Spanish (1)

Dutch (1)

Covers
InvestmentsInvestments and portfolio performanceInvestmentsSecurities prices and performanceInvestments