S
Study
Academic Library
Search
Dashboard
Shelves
Open access
My library
Review
Edwin J. Elton · Study
Home
/
Author
Edwin J. Elton
83 works
· latest 2020
· 3 institutions
cluster: provisional
Works
60 shown
A Review of the Performance Measurement of Long-Term Mutual Funds
Financial Analysts Journal
·
2020
·
2 authors
·
Open access
47
citations
Passive mutual funds and ETFs: Performance and comparison
Journal of Banking & Finance
·
2019
·
3 authors
·
Open access
44
citations
Target Date Funds: Characteristics and Performance
The Review of Asset Pricing Studies
·
2015
·
4 authors
·
Open access
40
citations
Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds
Journal of Financial and Quantitative Analysis
·
2013
·
4 authors
36
citations
Does Mutual Fund Size Matter? The Relationship Between Size and Performance
The Review of Asset Pricing Studies
·
2012
·
3 authors
122
citations
The Performance of Separate Accounts and Collective Investment Trusts
European Finance Review
·
2012
·
3 authors
·
Open access
36
citations
Modern portfolio theory, 1950 to date
·
2011
·
2 authors
358
citations
An Examination of Mutual Fund Timing Ability Using Monthly Holdings Data
European Finance Review
·
2011
·
3 authors
·
Open access
118
citations
Holdings Data, Security Returns, and the Selection of Superior Mutual Funds
Journal of Financial and Quantitative Analysis
·
2011
·
3 authors
·
Open access
102
citations
Expected Return, Realized Return, and Asset Pricing Tests
WORLD SCIENTIFIC eBooks
·
2010
·
1 author
·
chapter
327
citations
MARGINAL STOCKHOLDER TAX RATES AND THE CLIENTELE EFFECT
WORLD SCIENTIFIC eBooks
·
2010
·
2 authors
·
chapter
56
citations
Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios
WORLD SCIENTIFIC eBooks
·
2010
·
4 authors
·
chapter
39
citations
The effect of holdings data frequency on conclusions about mutual fund behavior
Journal of Banking & Finance
·
2009
·
5 authors
145
citations
The Impact of Mutual Fund Family Membership on Investor Risk
Journal of Financial and Quantitative Analysis
·
2007
·
3 authors
101
citations
Participant reaction and the performance of funds offered by 401(k) plans
Journal of Financial Intermediation
·
2007
·
3 authors
66
citations
Improved Estimates of Correlation Coefficients and their Impact on Optimum Portfolios
European Financial Management
·
2006
·
3 authors
61
citations
The adequacy of investment choices offered by 401(k) plans
Journal of Public Economics
·
2005
·
3 authors
118
citations
Marginal Stockholder Tax Effects and Ex-Dividend-Day Price Behavior: Evidence From Taxable Versus Nontaxable Closed-End Funds
The Review of Economics and Statistics
·
2005
·
3 authors
87
citations
Participant Reaction and the Performance of Funds Offered by 401(K) Plans
SSRN Electronic Journal
·
2005
·
3 authors
·
preprint
·
Open access
32
citations
Factors affecting the valuation of corporate bonds
Journal of Banking & Finance
·
2004
·
3 authors
111
citations
Are Investors Rational? Choices among Index Funds
The Journal of Finance
·
2004
·
3 authors
·
Open access
355
citations
The Impact of Mutual Fund Family Membership on Investor Risk
SSRN Electronic Journal
·
2004
·
3 authors
·
preprint
·
Open access
41
citations
Incentive Fees and Mutual Funds
The Journal of Finance
·
2003
·
3 authors
477
citations
A First Look at the Accuracy of the Crsp Mutual Fund Database and a Comparison of the Crsp and Morningstar Mutual Fund Databases
SSRN Electronic Journal
·
2003
·
3 authors
·
preprint
·
Open access
117
citations
Marginal Stockholder Tax Effects and Ex-Dividend Day Behavior - Thirty-Two Years Later
SSRN Electronic Journal
·
2003
·
3 authors
·
preprint
·
Open access
36
citations
Are Investors Rational? Choices Among Index Funds
SSRN Electronic Journal
·
2002
·
2 authors
·
preprint
·
Open access
55
citations
Spiders: Where are the Bugs
SSRN Electronic Journal
·
2002
·
4 authors
·
preprint
·
Open access
44
citations
Factors Affecting the Valuation of Corporate Bonds
SSRN Electronic Journal
·
2002
·
3 authors
·
preprint
·
Open access
37
citations
Economic News and Bond Prices: Evidence from the U.S. Treasury Market
Journal of Financial and Quantitative Analysis
·
2001
·
3 authors
896
citations
A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases
The Journal of Finance
·
2001
·
3 authors
·
Open access
390
citations
Incentive Fees and Mutual Funds
SSRN Electronic Journal
·
2001
·
3 authors
·
preprint
·
Open access
58
citations
The Rationality of Asset Allocation Recommendations
Journal of Financial and Quantitative Analysis
·
2000
·
2 authors
101
citations
Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests
The Journal of Finance
·
1999
·
1 author
·
Open access
545
citations
Common Factors in Active and Passive Portfolios
European Finance Review
·
1999
·
3 authors
·
Open access
63
citations
Tax and Liquidity Effects in Pricing Government Bonds
The Journal of Finance
·
1998
·
2 authors
·
Open access
192
citations
Do Investors Care about Sentiment?
The Journal of Business
·
1998
·
3 authors
177
citations
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market
SSRN Electronic Journal
·
1998
·
3 authors
·
preprint
·
Open access
84
citations
Survivorship Bias and Mutual Fund Performance
CFA Digest
·
1997
·
3 authors
131
citations
Survivor Bias and Mutual Fund Performance
Review of Financial Studies
·
1996
·
3 authors
599
citations
The Persistence of Risk-Adjusted Mutual Fund Performance
The Journal of Business
·
1996
·
3 authors
·
Open access
838
citations
Fundamental Economic Variables, Expected Returns, and Bond Fund Performance
The Journal of Finance
·
1995
·
3 authors
403
citations
Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios
Review of Financial Studies
·
1993
·
4 authors
870
citations
The Performance of Bond Mutual Funds
The Journal of Business
·
1993
·
3 authors
464
citations
Optimal investment strategies with investor liabilities
Journal of Banking & Finance
·
1992
·
2 authors
72
citations
The Performance of Publicly Offered Commodity Funds
Financial Analysts Journal
·
1990
·
3 authors
67
citations
The Structure of Spot Rates and Immunization
The Journal of Finance
·
1990
·
3 authors
60
citations
New Public Offerings, Information, and Investor Rationality: The Case of Publicly Offered Commodity Funds
The Journal of Business
·
1989
·
3 authors
52
citations
A multi-index risk model of the Japanese stock market
Japan and the World Economy
·
1988
·
2 authors
47
citations
Professionally Managed, Publicly Traded Commodity Funds
The Journal of Business
·
1987
·
3 authors
147
citations
Discrete Expectational Data and Portfolio Performance
The Journal of Finance
·
1986
·
2 authors
198
citations
Professional Expectations: Accuracy and Diagnosis of Errors
Journal of Financial and Quantitative Analysis
·
1984
·
3 authors
269
citations
The Ex-Dividend Day Behavior of Stock Prices; A Re-Examination of the Clientele Effect: A Comment
The Journal of Finance
·
1984
·
3 authors
78
citations
On the Robustness of the Roll and Ross Arbitrage Pricing Theory
Journal of Financial and Quantitative Analysis
·
1984
·
3 authors
60
citations
Intra-Day Tests of the Efficiency of the Treasury Bill Futures Market
The Review of Economics and Statistics
·
1984
·
3 authors
73
citations
The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation*
The Journal of Finance
·
1983
·
4 authors
34
citations
A simple examination of the empirical relationship between dividend yields and deviations from the CAPM
Journal of Banking & Finance
·
1983
·
3 authors
53
citations
Modern Portfolio Theory and Investment Analysis.
The Journal of Finance
·
1982
·
2 authors
·
other
3,012
citations
PROFESSIONAL EXPECTATIONS: ACCURACY AND DIAGNOSIS OF ERRORS
Financial Review
·
1982
·
3 authors
25
citations
Expectations and Share Prices
Management Science
·
1981
·
3 authors
233
citations
Simple Rules for Optimal Portfolio Selection In Stable Paretian Markets
The Journal of Finance
·
1979
·
3 authors
45
citations