WorldCat Identities

Elton, Edwin J.

Overview
Works: 214 works in 587 publications in 6 languages and 11,154 library holdings
Genres: Academic theses  Software 
Roles: Author, Editor, Other, Creator, 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 )

162 editions published between 1981 and 2017 in 5 languages and held by 2,699 WorldCat member libraries worldwide

This introduction to the advanced concepts of investment analysis and portfolio management has been revised to include many new examples. There are new chapters on financial securities and financial markets, together with advice on the use of arbitrary pricing theory, bond management and more
Investments by Edwin J Elton( )

36 editions published between 1999 and 2000 in English and Undetermined and held by 2,354 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( )

12 editions published between 1999 and 2000 in English and held by 2,014 WorldCat member libraries worldwide

Investments and portfolio performance by Edwin J Elton( )

12 editions published between 2010 and 2011 in English and held by 1,606 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 )

14 editions published in 1990 in English and Undetermined and held by 415 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 401 WorldCat member libraries worldwide

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

16 editions published between 1973 and 1975 in English and Undetermined and held by 383 WorldCat member libraries worldwide

International capital markets by Edwin J Elton( Book )

19 editions published in 1975 in 3 languages and held by 380 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 357 WorldCat member libraries worldwide

Estimating cost of capital : methods and practice( Book )

2 editions published in 1994 in English and held by 46 WorldCat member libraries worldwide

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

in English and held by 25 WorldCat member libraries worldwide

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

5 editions published between 1981 and 2010 in English and held by 23 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 13 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
Multi index models using simultaneous estimation of all parameters by Edwin J Elton( Book )

4 editions published between 1992 and 1993 in English and held by 12 WorldCat member libraries worldwide

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

3 editions published between 1992 and 1993 in English and held by 11 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

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

The investment portfolio by Edwin J Elton( )

10 editions published between 1995 and 1998 in English and German and held by 9 WorldCat member libraries worldwide

Designed to provide a tool box of the portfolio management and valuation techniques presented in the book Modern portfolio theory and investment analysis /[by] Edwin J. Elton and Martin J. Gruber
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 8 WorldCat member libraries worldwide

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

2 editions published in 1992 in English and held by 7 WorldCat member libraries worldwide

 
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Audience level: 0.29 (from 0.02 for Investment ... to 0.96 for Modern por ...)

Investments
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InvestmentsInvestmentsInvestments and portfolio performanceModern portfolio theory and investments analysisSecurities prices and performanceThe investment portfolio
Alternative Names
Ed Elton econoom

Ed Elton Finance scholar

Elton, E. J.

Elton E. J. 1939- (Edwin J.)

Elton, E. J. (Edwin J.)

Elton, Edwin

Elton, Edwin Joel, 1939-

Languages
English (323)

Chinese (5)

Italian (2)

German (1)

Spanish (1)

Dutch (1)