Martin J. Gruber

58 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-8086-9413

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
• Explaining the Rate Spread on Corporate Bonds — The Journal of Finance 2001
• 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
• The Rationality of Asset AllocationRecommendations — Journal of Financial and Quantitative Analysis 2000
• Common Factors in Active and Passive Portfolios — Review of Finance 1999
• Reflections on the Origins of the European Finance Association — Review of Finance 1999
• Survivor Bias and Mutual Fund Performance — The Review of Financial Studies 1996
• Another Puzzle: The Growth in Actively Managed Mutual Funds — The Journal of Finance 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
• Report of the Managing Editors of theJournal of Financefor 1985 — The Journal of Finance 1986
• Discrete Expectational Data and Portfolio Performance — The Journal of Finance 1986
• Employing Financial Futures to Increase the Return on Near Cash (Treasury Bill) Investments — Management Science 1985
• Report of the Managing Editors of theJournal of Financefor 1984 — The Journal of Finance 1985
• Professional Expectations: Accurary and Diagonosis of Errors — Journal of Financial and Quantitative Analysis 1984
• Non-Standard C.A.P.M.'s and the Market Portfolio — The Journal of Finance 1984
• 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
• 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
• “ARE BETAS BEST?”† — The Journal of Finance 1978
• THE CURRENT STATUS OF THE CAPITAL ASSET PRICING MODEL (CAPM) — The Journal of Finance 1978
• SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION: TRACING OUT THE EFFICIENT FRONTIER — The Journal of Finance 1978
• BANKRUPTCY COSTS: SOME EVIDENCE — The Journal of Finance 1977
• OPTIMAL INVESTMENT AND FINANCING PATTERNS FOR A FIRM SUBJECT TO REGULATION WITH A LAG — The Journal of Finance 1977
• Simple Rules for Optimal Portfolio Selection: The Multi Group Case — Journal of Financial and Quantitative Analysis 1977
• Simple Criteria for Optimal Portfolio Selection with Upper Bounds — Operations Research 1977
• VALUATION AND ASSET SELECTION UNDER ALTERNATIVE INVESTMENT OPPORTUNITIES — The Journal of Finance 1976
• SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION — The Journal of Finance 1976
• On the Maximization of the Geometric Mean with Lognormal Return Distribution: Erratum — Management Science 1975
• VALUATION, OPTIMUM INVESTMENT AND FINANCING FOR THE FIRM SUBJECT TO REGULATION — The Journal of Finance 1975
• Note—On the Maximization of the Geometric Mean with Lognormal Return Distribution — Management Science 1974
• PORTFOLIO THEORY WHEN INVESTMENT RELATIVES ARE LOGNORMALLY DISTRIBUTED — The Journal of Finance 1974
• Asset Selection with Changing Capital Structure — Journal of Financial and Quantitative Analysis 1973
• ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES —IMPLICATIONS FOR PORTFOLIO SELECTION — The Journal of Finance 1973
• Earnings Estimates and the Accuracy of Expectational Data — Management Science 1972
• THE ECONOMIC VALUE OF THE CALL OPTION* — The Journal of Finance 1972
• VALUATION AND THE COST OF CAPITAL FOR REGULATED INDUSTRIES: REPLY — The Journal of Finance 1972
• VALUATION AND THE COST OF CAPITAL FOR REGULATED INDUSTRIES — The Journal of Finance 1971
• DYNAMIC PROGRAMMING APPLICATIONS IN FINANCE — The Journal of Finance 1971
• 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
• DETERMINANTS OF COMMON STOCK PRICES* — The Journal of Finance 1966