Investments and Portfolio Performance

Edited by Edwin J Elton and Martin J Gruber

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: This book contains the recent contributions of Edwin J Elton and Martin J Gruber to the field of investments. All of the articles in this book have been published in the leading finance and economic journals. Sixteen of the nineteen articles have been published in the last ten years. This book supplements the earlier contributions of the editors published by MIT Press in 1999.

Keywords: Investments; Portfolio Management; Bond Pricing; Pension Funds; Estimating Taxes (search for similar items in EconPapers)
Date: 2010
ISBN: 9789814335393
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Chapters in this book:

Ch 1 MARGINAL STOCKHOLDER TAX RATES AND THE CLIENTELE EFFECT , pp 3-9

Edwin J. Elton and Martin J. Gruber

Ch 2 MARGINAL STOCKHOLDER TAX EFFECTS AND EX-DIVIDEND-DAY PRICE BEHAVIOR: EVIDENCE FROM TAXABLE VERSUS NONTAXABLE CLOSED-END FUNDS , pp 11-18

Edwin J. Elton, Martin J. Gruber and Christopher R. Blake

Ch 3 Explaining the Rate Spread on Corporate Bonds , pp 22-51

Deepak Agrawal and Christopher Mann

Ch 4 Factors affecting the valuation of corporate bonds , pp 53-73

Edwin J. Elton, Martin J. Gruber, Deepak Agrawal and Christopher Mann

Ch 5 Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios , pp 77-98

Edwin J. Elton, Martin J. Gruber, Sanjiv Das and Matthew Hlavka

Ch 6 A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases , pp 99-114

Edwin J. Elton, Martin J. Gruber and Christopher R. Blake

Ch 7 Another Puzzle: The Growth in Actively Managed Mutual Funds , pp 117-144

Martin J. Gruber

Ch 8 Are Investors Rational? Choices among Index Funds , pp 145-172

Edwin J. Elton, Martin J. Gruber and Jeffrey A. Busse

Ch 9 The Impact of Mutual Fund Family Membership on Investor Risk , pp 173-193

Edwin J. Elton, Martin J. Gruber and T. Clifton Green

Ch 10 The effect of holdings data frequency on conclusions about mutual fund behavior , pp 195-205

Edwin J. Elton, Martin J. Gruber, Christopher R. Blake, Yoel Krasny and Sadi O. Ozelge

Ch 11 Incentive Fees and Mutual Funds , pp 209-234

Edwin J. Elton, Martin J. Gruber and Christopher R. Blake

Ch 12 Spiders: Where Are the Bugs? , pp 235-254

Edwin J. Elton, Martin J. Gruber, George Comer and Kai Li

Ch 13 Expected Return, Realized Return, and Asset Pricing Tests , pp 257-278

Edwin J. Elton

Ch 14 Common Factors in Active and Passive Portfolios , pp 279-304

Edwin J. Elton, Martin J. Gruber and Christopher R. Blake

Ch 15 The adequacy of investment choices offered by 401(k) plans , pp 307-322

Edwin J. Elton, Martin J. Gruber and Christopher R. Blake

Ch 16 Participant reaction and the performance of funds offered by 401 (k) plans , pp 323-345

Edwin J. Elton, Martin J. Gruber and Christopher R. Blake

Ch 17 SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION , pp 349-365

Edwin J. Elton, Martin J. Gruber and Manfred W. Padberg

Ch 18 Optimum Centralized Portfolio Construction with Decentralized Portfolio Management , pp 367-380

Edwin J. Elton and Martin J. Gruber

Ch 19 The Rationality of Asset Allocation Recommendations , pp 381-395

Edwin J. Elton and Martin J. Gruber

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