Edwin J. Elton

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Edwin J. Elton
EdwinElton.jpg
Born October 5, 1939
Nationality American
Alma mater Carnegie-Mellon University
Occupation Academic
Years active Since 1965
Employer Leonard N. Stern School of Business, New York University.
Notable work Modern Portfolio Theory and Investment Analysis, 9th Edition
Awards James R. Vertin Award
Website Elton at NYU

Edwin J. Elton is a Nomura Professor of Finance at the Leonard N. Stern School of Business, New York University. Professor Elton has authored or coauthored eight books and over 110 articles.

Papers

Elton received a 1996 Roger F. Murray Prize (second place)[1] as co-author of Participant Reaction and the Performance of Funds Offered by 401(k) Plans[2] and a 1990 Graham & Dodd Scroll Award[3] as co-author of the paper, The Performance of Publicly Offered Commodity Funds[4] In 2004 Elton received the James R. Vertin Award in recognition of his having produced a body of research notable for its relevance and enduring value to investment professionals.[5]

Elton is the author/co-author of the following most cited papers, ranked from most to least cited.

Year Study
2002 Explaining the Rate Spread on Corporate Bonds[6]
1999 The Persistence of Risk-Adjusted Mutual Fund Performance[7]
2001 Incentive Fees and Mutual Funds[8]
2001 A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases[9]
2002 Are Investors Rational? Choices Among Index Funds[10]
1995 Fundamental Variables, Apt, and Bond Fund Performance[11]

Books

  • Elton, Edwin J., Gruber, Martin J., Brown, Stephen J. & Goetzmann, William N. (2014). Modern Portfolio Theory and Investment Analysis, 9th Edition. Wiley. pp. 792. ISBN 978-1118469941.
  • Elton, Edwin J. & Gruber, Martin J. (2010). Investments and Portfolio Performance. World Scientific. pp. 416. ISBN 978-981-4335-39-3.
  • Elton, Edwin J. & Gruber, Martin J. (1999). Investments, Vol. 1: Portfolio Theory and Asset Pricing. The MIT Press. pp. 492. ISBN 978-0262050593.
  • Elton, Edwin J. & Gruber, Martin J. (1999). Investments, Vol. 2: Portfolio Theory and Asset Pricing. The MIT Press. pp. 451. ISBN 978-0262050609.

Edwin J. Elton and Martin J. Gruber (1989). Japanese Capital Markets: Analysis and Characteristics of Equity, Debt, and Financial Futures Markets (Institutional Investor Series in Finance). Ballinger Pub Co.. pp. 256. ISBN 978-0887303395.

  • Elton, Edwin J. & Gruber, Martin J. (1975). Finance as a Dynamic Process (Foundations of Finance). Prentice Hall. pp. 176. ISBN 978-0133146820.
  • Edwin J. Elton and Martin J. Gruber (1972). Security Evaluation and Portfolio Analysis. Prentice Hall. pp. 608. ISBN 978-0137990153.


See also

References

  1. "Roger F. Murray Prize". http://www.q-group.org/prize-winners/. Retrieved December 22, 2015.
  2. Elton, Edwin J., Gruber, Martin J., and Blake, Christopher R. (2006). Participant Reaction and the Performance of Funds Offered by 401(k) Plans. EFA 2006 Zurich Meetings: SSRN. http://ssrn.com/abstract=822965.
  3. "Graham and Dodd Award Winners". http://www.cfapubs.org/page/faj/all-graham-dodd-winners. Retrieved December 14, 2015.
  4. Elton, Edwin J.; Gruber, Martin J.; Rentzler, Joel (1990). The Performance of Publicly Offered Commodity Funds. Financial Analysts Journal: CFA Institute. pp. 23-30. http://www.jstor.org/stable/4479344.
  5. "James R. Vertin Award". CFA Institute. https://www.cfainstitute.org/learning/foundation/Pages/vertin_award.aspx. Retrieved January 4,1916.
  6. Elton, Edwin J.; Gruber, Martin J.; Agrawal, Deepak; Mann, Christopher. Explaining the Rate Spread on Corporate Bonds. NYU Working Paper: SSRN. http://ssrn.com/abstract=1299452.
  7. Elton, Edwin J.; Gruber, Martin J.; Blake, Christopher R. (1999). The Persistence of Risk-Adjusted Mutual Fund Performance. NYU Working Paper: SSRN. http://ssrn.com/abstract=1298325.
  8. Elton, Edwin J.; Gruber, Martin J.; Blake, Christopher R. (2001). Incentive Fees and Mutual Funds. EFA 2001 Barcelona Meetings.: SSRN. http://ssrn.com/abstract=275912.
  9. Elton, Edwin J.; Gruber, Martin J.; Blake, Christopher R. (2001). A First Look at the Accuracy of the Crsp Mutual Fund Database and a Comparison of the Crsp and Morningstar Mutual Fund Databases. NYU Working Paper: SSRN. http://ssrn.com/abstract=1294598.
  10. Elton, Edwin J.; Gruber, Martin J.; Busse, Jeffrey A.date=2002. Are Investors Rational? Choices Among Index Funds. NYU Working Paper: SSRN. http://ssrn.com/abstract=1294417.
  11. Elton, Edwin J.; Gruber, Martin J.; Blake, Christopher R. (1995). Fundamental Variables, Apt, and Bond Fund Performance. NYU Working Paper: SSRN. http://ssrn.com/abstract=1299451.

External links