Edwin J. Elton
60 catalog papers. Identity-linked publications and additional name matches are distinguished below.
OpenAlex: A5082402207
Publications
- The Performance of Separate Accounts and Collective Investment Trusts — Review of Finance 2014
- 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
- An Examination of Mutual Fund Timing Ability Using Monthly Holdings Data — Review of Finance 2012
- Holdings Data, Security Returns, and the Selection of Superior Mutual Funds — Journal of Financial and Quantitative Analysis 2011
- The Impact of Mutual Fund Family Membership on Investor Risk — Journal of Financial and Quantitative Analysis 2007
- Optimum Centralized Portfolio Construction with Decentralized Portfolio Management — Journal of Financial and Quantitative Analysis 2004
- Are Investors Rational? Choices among Index Funds — The Journal of Finance 2004
- Incentive Fees and Mutual Funds — The Journal of Finance 2003
- 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
- Economic News and Bond Prices: Evidence from the U.S. Treasury Market — Journal of Financial and Quantitative Analysis 2001
- The Rationality of Asset AllocationRecommendations — Journal of Financial and Quantitative Analysis 2000
- Reflections on the Origins of the European Finance Association — Review of Finance 1999
- Common Factors in Active and Passive Portfolios — Review of Finance 1999
- Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests — The Journal of Finance 1999
- Tax and Liquidity Effects in Pricing Government Bonds — The Journal of Finance 1998
- Survivor Bias and Mutual Fund Performance — The Review of Financial Studies 1996
- Fundamental Economic Variables, Expected Returns, and Bond Fund Performance — The Journal of Finance 1995
- Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios — The Review of Financial Studies 1993
- The Structure of Spot Rates and Immunization — The Journal of Finance 1990
- Report of the Managing Editors of theJournal of Financefor 1987 — The Journal of Finance 1988
- Portfolio Analysis with Partial Information: The Case of Grouped Data — Management Science 1987
- Report of the Managing Editors of theJournal of Financefor 1986 — The Journal of Finance 1987
- Discrete Expectational Data and Portfolio Performance — The Journal of Finance 1986
- Report of the Managing Editors of theJournal of Financefor 1985 — The Journal of Finance 1986
- Report of the Managing Editors of theJournal of Financefor 1984 — The Journal of Finance 1985
- Employing Financial Futures to Increase the Return on Near Cash (Treasury Bill) Investments — Management Science 1985
- The Ex-Dividend Day Behavior of Stock Prices; A Re-Examination of the Clientele Effect: A Comment — The Journal of Finance 1984
- Report of the Managing Editors of theJournal of Financefor 1983 — The Journal of Finance 1984
- On the Robustness of the Roll and Ross Arbitrage Pricing Theory — Journal of Financial and Quantitative Analysis 1984
- Non-Standard C.A.P.M.'s and the Market Portfolio — The Journal of Finance 1984
- Professional Expectations: Accurary and Diagonosis of Errors — Journal of Financial and Quantitative Analysis 1984
- The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation* — The Journal of Finance 1983
- A Note from the Editors — The Journal of Finance 1983
- Expectations and Share Prices — Management Science 1981
- Simple Rules for Optimal Portfolio Selection In Stable Paretian Markets — The Journal of Finance 1979
- SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION: TRACING OUT THE EFFICIENT FRONTIER — The Journal of Finance 1978
- “ARE BETAS BEST?”† — The Journal of Finance 1978
- OPTIMAL INVESTMENT AND FINANCING PATTERNS FOR A FIRM SUBJECT TO REGULATION WITH A LAG — The Journal of Finance 1977
- Simple Criteria for Optimal Portfolio Selection with Upper Bounds — Operations Research 1977
- Simple Rules for Optimal Portfolio Selection: The Multi Group Case — Journal of Financial and Quantitative Analysis 1977
- SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION — The Journal of Finance 1976
- VALUATION AND ASSET SELECTION UNDER ALTERNATIVE INVESTMENT OPPORTUNITIES — The Journal of Finance 1976
- VALUATION, OPTIMUM INVESTMENT AND FINANCING FOR THE FIRM SUBJECT TO REGULATION — The Journal of Finance 1975
- On the Maximization of the Geometric Mean with Lognormal Return Distribution: Erratum — Management Science 1975
- PORTFOLIO THEORY WHEN INVESTMENT RELATIVES ARE LOGNORMALLY DISTRIBUTED — The Journal of Finance 1974
- Note—On the Maximization of the Geometric Mean with Lognormal Return Distribution — Management Science 1974
- ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES —IMPLICATIONS FOR PORTFOLIO SELECTION — The Journal of Finance 1973
- Asset Selection with Changing Capital Structure — Journal of Financial and Quantitative Analysis 1973
- DISCUSSION — The Journal of Finance 1973
- VALUATION AND THE COST OF CAPITAL FOR REGULATED INDUSTRIES: REPLY — The Journal of Finance 1972
- THE ECONOMIC VALUE OF THE CALL OPTION* — The Journal of Finance 1972
- Earnings Estimates and the Accuracy of Expectational Data — Management Science 1972
- DYNAMIC PROGRAMMING APPLICATIONS IN FINANCE — The Journal of Finance 1971
- VALUATION AND THE COST OF CAPITAL FOR REGULATED INDUSTRIES — The Journal of Finance 1971
- DISCUSSION — The Journal of Finance 1970
- CAPITAL RATIONING AND EXTERNAL DISCOUNT RATES* — The Journal of Finance 1970
- Homogeneous Groups and the Testing of Economic Hypotheses — Journal of Financial and Quantitative Analysis 1969
- THE EFFECT OF SHARE REPURCHASE ON THE VALUE OF THE FIRM* — The Journal of Finance 1968
- REPLY — The Journal of Finance 1968
- Inter-Temporal Portfolio Analysis Based on Simulation of Joint Returns — Management Science 1967