Edwin J. Elton Explained
Edwin Elton (born 5 October 1939) is a Nomura Professor of Finance at New York University Stern School of Business and Academic Director of the Stern Doctoral Program.[1]
Biography
Professor Elton has served as a portfolio theory and investment management consultant for major financial institutions in Asia, Europe, and the United States. He has been a senior research fellow at the International Institute of Management in Berlin and a visiting scholar at the European Institute for Advanced Studies in Management (EIASM) in Brussels and at Katholieke Universiteit Leuven.
Professor Elton received the Graham Dodd Award for research in investments and was named Distinguished Scholar by the Eastern Finance Association. He is a former president of the American Finance Association.[1]
Professor Elton is currently associate editor of Journal of Banking and Finance and Journal of Accounting, Auditing, and Finance, and was also formerly co-managing editor of The Journal of Finance. He has been a member of the board of directors of the American Finance Association and an associate editor of Management Science.[1]
He received his BS in Math from Ohio Wesleyan, and his MS and PhD in Industrial Administration from Carnegie-Mellon.[1]
Publications
Professor Elton has authored or coauthored eight books and over 110 articles. His book, Modern Portfolio Theory and Investment Analysis,[2] is the standard textbook used in most leading graduate schools of business.[1] [3]
- Book: Economic News and the Yield Curve: Evidence from the US Treasury Market . Balduzzi, P. . E. Elton . T. Green . amp . Journal of Financial and Quantitative Analysis . 36 . 1 . Dec 2001.
- Book: Presidential Address: Expected Return, Realized Return and Asset Pricing Tests . Elton, E. . Journal of Finance . Aug 1999 .
- Book: Tax and Liquidity in Pricing of Government Bonds . Elton, E. . T. Green . Journal of Finance . 53 . 5 . Oct 1998 . 1533–62.
- Book: Optimum Centralized Portfolio Construction with Decentralized Portfolio Management . Elton, E. . M. Gruber . Journal of Financial and Quantitative Analysis . Sep 2004.
- Book: The Rationality of Asset Allocation Recommendations . Elton, E. . M. Gruber . Journal of Financial and Quantitative Analysis . 35 . 1 . March 2000.
- Book: Explaining the Rate Spread on Corporate Bonds? . Elton, E. . M. Gruber . D. Agrawal . C. Mann . Journal of Finance . Feb 2001.
- Book: Factors Affecting the Valuation of Corporate Bonds . Elton, E. . M. Gruber . D. Agrawal . C. Mann . Journal of Banking and Finance . Nov 2004.
- Book: The Adequacy of Investment Choices Offered By 401K Plans . Elton, E. . M. Gruber . C. Blake . amp . Journal of Public Economics . 90 . 6–7 . Aug 2006. 1299–1314.
- Book: A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases . Elton, E. . M. Gruber . C. Blake . amp . Journal of Finance . 56 . 6 . Dec 2001.
- Book: Common Factors in Active and Passive Portfolios . Elton, E. . M. Gruber . C. Blake . amp . European Financial Review . 3 . 1 . 1999.
- Book: Incentive Fees and Mutual Funds . Elton, E. . M. Gruber . C. Blake . amp . Journal of Finance . 58 . 2 . April 2003.
- Book: Marginal Stockholder Tax Effects and Ex-Dividend Day Behavior-Thirty-Two Years Later . Elton, E. . M. Gruber . C. Blake . amp . Review of Economics and Statistics . 87 . 3 . 2005 . 579–586.
- Book: Monthly Holdings Data and the Selection of Superior Mutual Funds . Elton, E. . M. Gruber . C. Blake . amp .
- Book: Participant Reaction and the Performance of Funds Offered by 401(k) Plans . Elton, E. . M. Gruber . C. Blake . amp . Journal of Financial Intermediation . 16 . 2 . April 2007 . 240–271.
- Book: Are Investors Rational? Choices among Index Funds . Elton, E. . M. Gruber . J. Busse . amp . Journal of Finance . 59 . 1 . Feb 2004.
- Book: Spiders: Where Are the Bugs? . Elton, E. . M. Gruber . G. Comer . K. Li . Journal of Business . 75 . 3 . Dec 2001.
- Book: The Impact of Mutual Fund Family Membership on Investor Risk . Elton, E. . M. Gruber . T. Green . amp . Journal of Financial and Quantitative Analysis . 42 . 2 . June 2007 . 257–278.
- Book: The Effect of the Frequency of Holding Data on Conclusions about Mutual Fund Behavior . Elton, E. . M. Gruber . J. Krasny . S. Ozelge.
- Book: Improved Estimates of Correlation Coefficients and Their Impact on the Optimum Portfolios . Elton, E. . M. Gruber . J. Spitzer . amp . European Financial Management . 12 . 3 . June 2006 . 303–318.
- Book: Elton, Edwin . J Gruber . Martin J . Investments and Portfolio Performance . 2010 . World Scientific . 978-981-4335-39-3 . 416.
External links
Notes and References
- Web site: Edwin Elton's profile at NYU Stern School of Business . 26 March 2009 . https://web.archive.org/web/20100618035004/http://w4.stern.nyu.edu/faculty/facultyindex.cgi?id=71 . 18 June 2010 .
- Book: Edwin J. Elton. Martin J. Gruber. Stephen J. Brown. Modern Portfolio Theory and Investment Analysis, 9th Edition: Ninth Edition. 6 December 2013. Wiley Global Education. 978-1-118-80580-0.
- https://www.amazon.com/s/ref=nb_ss_gw?url=search-alias%3Daps&field-keywords=edwin+Elton List of Books on Amazon
