Ed Elton | Academic Influence

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Ed Elton

Business

#357

World Rank

#392

Historical Rank

Finance

#40

World Rank

#43

Historical Rank

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Ed Elton's Degrees

PhD Finance University of Chicago
Bachelors Economics Princeton University

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Why Is Ed Elton Influential?

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According to Wikipedia, Edwin Elton is a Nomura Professor of Finance at New York University Stern School of Business and Academic Director of the Stern Doctoral Program. 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 in Brussels and at Katholieke Universiteit Leuven.

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Ed Elton's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Modern portfolio theory and investment analysis (1981) (2768)
Explaining the Rate Spread on Corporate Bonds (1999) (1693)
Marginal Stockholder Tax Rates and the Clientele Effect (1970) (918)
Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios (1993) (892)
Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001) (867)
The Persistence of Risk-Adjusted Mutual Fund Performance (1995) (807)
Expected return, realized return, and asset pricing tests (1999) (597)
Survivorship Bias and Mutual Fund Performance (1995) (548)
The Performance of Bond Mutual Funds (1993) (474)
Incentive Fees and Mutual Funds (2001) (468)
A First Look at the Accuracy of the Crsp Mutual Fund Database and a Comparison of the Crsp and Morningstar Mutual Fund Databases (2001) (408)
Fundamental Economic Variables, Expected Returns, and Bond Fund Performance (1995) (369)
Are Investors Rational? Choices Among Index Funds (2002) (330)
Simple Criteria for Optimal Portfolio Selection (1976) (311)
Modern Portfolio Theory, 1950 to Date (1997) (310)
ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES —IMPLICATIONS FOR PORTFOLIO SELECTION (1973) (299)
Risk Reduction and Portfolio Size: An Analytical Solution (1977) (289)
Spiders: Where are the Bugs (2000) (278)
International capital markets (1976) (218)
Professional Expectations: Accurary and Diagonosis of Errors (1984) (209)
Tax and Liquidity Effects in Pricing Government Bonds (1997) (208)
Discrete Expectational Data and Portfolio Performance (1986) (208)
Do Investors Care About Sentiment (1998) (205)
Expectations and Share Prices (1981) (190)
Factors Affecting the Valuation of Corporate Bonds (2000) (163)
Professionally Managed, Publicly Traded Commodity Funds (1987) (162)
The effect of holdings data frequency on conclusions about mutual fund behavior (2010) (135)
Are Betas Best (1978) (131)
Earnings Estimates and the Accuracy of Expectational Data (1972) (123)
The Impact of Mutual Fund Family Membership on Investor Risk (2004) (119)
The Ex-Dividend Day Behavior of Stock Prices; a Re-Examination of the Clientele Effect: A Comment (1984) (114)
An Examination of Mutual Fund Timing Ability Using Monthly Holdings Data (2009) (113)
Economic News and the Yield Curve: Evidence from the U.S. Treasury Market (1996) (106)
PROFESSIONAL EXPECTATIONS: ACCURACY AND DIAGNOSIS OF ERRORS (1982) (103)
The Adequacy of Investment Choices Offered by 401k Plans (2003) (100)
Does Mutual Fund Size Matter? The Relationship Between Size and Performance (2012) (93)
Marginal Stockholder Tax Effects and Ex-Dividend-Day Price Behavior: Evidence From Taxable Versus Nontaxable Closed-End Funds (2005) (91)
The Performance of Publicly Offered Commodity Funds (1990) (90)
Holdings Data, Security Returns, and the Selection of Superior Mutual Funds (2009) (75)
The Rationality of Asset Allocation Recommendations (2000) (75)
Intra-Day Tests of the Efficiency of the Treasury Bill Futures Market (1984) (74)
COMMON FACTORS IN ACTIVE AND PASSIVE PORTFOLIOS (1999) (71)
Participant Reaction and the Performance of Funds Offered by 401(K) Plans (2005) (70)
Homogeneous Groups and the Testing of Economic Hypotheses (1970) (69)
Improved Forecasting Through the Design of Homogeneous Groups (1971) (66)
On the Robustness of the Roll and Ross Arbitrage Pricing Theory (1984) (66)
SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION: TRACING OUT THE EFFICIENT FRONTIER (1978) (66)
The Structure of Spot Rates and Immunization (1990) (65)
On the Optimality of Some Multiperiod Portfolio Selection Criteria (1974) (64)
Finance as a dynamic process (1974) (63)
Simple Rules for Optimal Portfolio Selection: The Multi Group Case (1977) (63)
Improved Estimates of Correlation Coefficients and Their Impact on Optimum Portfolios (2004) (62)
New Public Offerings, Information, and Investor Rationality: The Case of Publicly Offered Commodity Funds (1989) (55)
On the Optimality of an Equal Life Policy for Equipment Subject to Technological Improvement (1976) (55)
A multi-index risk model of the Japanese stock market (1988) (52)
A simple examination of the empirical relationship between dividend yields and deviations from the CAPM (1983) (51)
Inter-Temporal Portfolio Analysis Based on Simulation of Joint Returns (1967) (49)
Note---On the Maximization of the Geometric Mean with Lognormal Return Distribution (1974) (48)
THE EFFECT OF SHARE REPURCHASE ON THE VALUE OF THE FIRM (1968) (47)
Taxes and portfolio composition (1978) (46)
Optimal investment strategies with investor liabilities (1992) (44)
PORTFOLIO THEORY WHEN INVESTMENT RELATIVES ARE LOGNORMALLY DISTRIBUTED (1974) (44)
Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds (2010) (44)
DYNAMIC PROGRAMMING APPLICATIONS IN FINANCE (1971) (42)
Valuation and the Cost of Capital for Regulated Industries (1971) (42)
Optimum Centralized Portfolio Construction with Decentralized Portfolio Management (2001) (41)
The Arbitrage Pricing Model and Returns on Assets under Uncertain Inflation (1983) (40)
Simple Rules for Optimal Portfolio Selection In Stable Paretian Markets (1979) (40)
Marginal Stockholder Tax Effects and Ex-Dividend Day Behavior-Thirty-Two Years Later (2002) (37)
Optimal Portfolios from Simple Ranking Devices (1978) (35)
THE MULTI-PERIOD CONSUMPTION INVESTMENT PROBLEM AND SINGLE PERIOD ANALYSIS (1974) (34)
Differential information and timing ability (1991) (31)
Capital Rationing and External Discount Rates (1970) (31)
On the Cash Balance Problem (1974) (29)
Simple Criteria for Optimal Portfolio Selection with Upper Bounds (1977) (28)
Portfolio Theory, 25 Years After. (1981) (25)
The Effect of the Frequency of Holdings Data on Conclusions About Mutual Fund Management Behavior (2009) (25)
Passive Mutual Funds and ETFs: Performance and Comparison (2018) (24)
THE ECONOMIC VALUE OF THE CALL OPTION (1972) (20)
The Performance of Separate Accounts and Collective Investment Trusts (2012) (20)
Investments and Portfolio Performance (2010) (17)
Does Size Matter? The Relationship between Size and Performance (2011) (16)
Target Date Funds: Characteristics and Performance (2015) (16)
Are Passive Funds Really Superior Investments? An Investor Perspective (2019) (16)
An Examination of Mutual Fund Timing Using Monthly Holdings Data (2009) (15)
Common Factors in Mutual Fund Returns (1997) (15)
Return Generating Process and the Determinants of Term Premiums (1994) (15)
VALUATION AND ASSET SELECTION UNDER ALTERNATIVE INVESTMENT OPPORTUNITIES (1976) (14)
Portfolio theory, 25 years after : essays in honor of Harry Markowitz (1979) (14)
Portfolio analysis with a nonnormal multi-index return-generating process (1992) (14)
Valuation, Optimum Investment and Financing for the Firm Subject to Regulation (1975) (12)
VALUATION AND THE COST OF CAPITAL FOR REGULATED INDUSTRIES: REPLY (1972) (11)
Expectational data and Japanese stock prices (1989) (10)
Chapter 15 - Mutual Funds (2013) (10)
Optimal Investment and Financing Patterns for a Firm Subject to Regulation with a Lag (1977) (9)
Fundamental Variables, Apt, and Bond Fund Performance (1995) (9)
A Closer Look at the Implications of the Stable Paretian Hypotheses (1975) (8)
A Review of the Performance Measurement of Long-Term Mutual Funds (2020) (8)
Japanese capital markets: analysis and characteristics of equity, debt, and financial futures markets (1989) (7)
Security evaluation and portfolio analysis (1972) (6)
Mutual Funds (2011) (5)
Portfolio analysis with partial information: the case of grouped data (1987) (5)
Fund of Funds Selection of Mutual Funds (2018) (5)
The Impact of Ross’s Exploration of APT on Our Research (2018) (4)
Non-Standard C.A.P.M.'s and the Market Portfolio (1984) (4)
ON THE VALUATION OF CORPORATE BONDS (2000) (4)
Asset Selection with Changing Capital Structure (1973) (4)
Report of the Managing Editors of the Journal of Finance for 1983 (1984) (3)
1 IS THERE A RISK PREMIUM IN CORPORATE BONDS ? (1999) (3)
The Effect of Share Repurchase on the Value of the Firm: Reply (1968) (3)
The effect of holdings data frequency on conclusions about mutual fund management behavior (2011) (3)
ON THE VALUATION OF CORPORATE BONDS USING RATING-BASED MODELS (2003) (3)
Employing Financial Futures to Increase the Return on Near Cash (Treasury Bill) Investments (1985) (3)
Target Risk Funds (2015) (3)
Empirical Testing of Investment Models. A Discussion (1970) (2)
OPTIMAL INVESTMENT AND FINANCING PATTERNS UNDER ALTERNATIVE METHODS OF REGULATION (1977) (2)
Improved Estimates of Correlation and Their Impact on the Optimum Portfolios (2005) (2)
Growth in Domestic Closed-End Bond Funds (2011) (1)
Target date funds: What's under the hood? (2017) (1)
Portfolio theory and asset pricing (1999) (1)
Chapter 14 Applications of Markowitz Portfolio Theory To Pension Fund Design (2010) (1)
Investments Vol. II : Securities Prices and Performance (1999) (0)
FIRM SUBJECT TO REGULATION WITH A LAG (1977) (0)
Are enhanced index funds enhanced? (2021) (0)
FUND SELECTION IN 401 ( K ) PLANS (2006) (0)
Investments - Vol. I: Portfolio Theory and Asset Pricing (1999) (0)
HOW DO EMPLOYERS' 401(k) MUTUAL FUND SELECTIONS AFFECT PERFORMANCE? (2013) (0)
Capital Management and Capital Theory: Discussion (1973) (0)
Reflections on the Origins of the European Finance Association (1999) (0)
Today's challenge. (1953) (0)
Securities prices and performance (1999) (0)
Fund of Funds Selection of Mutual Funds Superior Knowledge versus Family and Management Goals (2017) (0)
An Asset Allocation Puzzle: When is a Puzzle Not a Puzzle? (1998) (0)
Chapters of books and research papers will be used. Chapters covering some of the topics in the course are listed below; others references will be made available during the course. (1995) (0)
MULTI-INDEX RISK MODEL OF THE JAPANESE 21 STOCK MARKET (2001) (0)
MODERN PORTFOLIO THEORY AND INVESTMENT ANALYSIS / EDWIN J. ELTON, MARTIN J. GRUBER (2018) (0)

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