Ed Elton
Edwin Elton (born October 5, 1939) is a Nomura Professor of Finance at New York University Stern School of Business and Academic Director of the Stern Doctoral Program. Professor Elton also teaches for the Master of Science in Global Finance (MSGF), which is a joint program between Stern and the Hong Kong University of Science and Technology.[1][2]
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, is the standard textbook used in most leading graduate schools of business.[1][3]
- Balduzzi, P.; E. Elton & T. Green (2001 Dec.). Economic News and the Yield Curve: Evidence from the US Treasury Market. 36 (1). Journal of Financial and Quantitative Analysis. Check date values in:
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(help) - Elton, E. (1999 Aug.). Presidential Address: Expected Return, Realized Return and Asset Pricing Tests. Journal of Finance. Check date values in:
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(help) - Elton, E.; T. Green (1998 Oct.). Tax and Liquidity in Pricing of Government Bonds. 53 (5). Journal of Finance. pp. 1533–62. Check date values in:
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(help) - Elton, E.; M. Gruber (2004 Sept.). Optimum Centralized Portfolio Construction with Decentralized Portfolio Management. Journal of Financial and Quantitative Analysis. Check date values in:
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(help) - Elton, E.; M. Gruber (March 2000). The Rationality of Asset Allocation Recommendations. 35 (1). Journal of Financial and Quantitative Analysis.
- Elton, E., M. Gruber, D. Agrawal, and C. Mann (2001 Feb.). Explaining the Rate Spread on Corporate Bonds?. Journal of Finance. Check date values in:
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(help) - Elton, E., M. Gruber, D. Agrawal, and C. Mann (2004 Nov.). Factors Affecting the Valuation of Corporate Bonds. Journal of Banking and Finance. Check date values in:
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(help) - Elton, E.; M. Gruber & C. Blake (2006 Aug.). The Adequacy of Investment Choices Offered By 401K Plans. 90 (6-7). Journal of Public Economics. pp. 1299–1314. Check date values in:
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(help) - Elton, E.; M. Gruber & C. Blake (2001 Dec.). A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases. 56 (6). Journal of Finance. Check date values in:
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(help) - Elton, E.; M. Gruber & C. Blake (1999). Common Factors in Active and Passive Portfolios. 3 (1). European Financial Review.
- Elton, E.; M. Gruber & C. Blake (April 2003). Incentive Fees and Mutual Funds. 58 (2). Journal of Finance.
- Elton, E.; M. Gruber & C. Blake (2005). Marginal Stockholder Tax Effects and Ex-Dividend Day Behavior-Thirty-Two Years Later. 87 (3). Review of Economics and Statistics. pp. 579–586.
- Elton, E.; M. Gruber & C. Blake. Monthly Holdings Data and the Selection of Superior Mutual Funds.
- Elton, E.; M. Gruber & C. Blake (April 2007). Participant Reaction and the Performance of Funds Offered by 401(k) Plans. 16 (2). Journal of Financial Intermediation. pp. 240–271.
- Elton, E.; M. Gruber & J. Busse (2004 Feb.). Are Investors Rational? Choices among Index Funds. 59 (1). Journal of Finance. Check date values in:
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(help) - Elton, E., M. Gruber, G. Comer, and K. Li (2001 Dec.). Spiders: Where Are the Bugs?. 75 (3). Journal of Business. Check date values in:
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(help) - Elton, E.; M. Gruber & T. Green (June 2007). The Impact of Mutual Fund Family Membership on Investor Risk. 42 (2). Journal of Financial and Quantitative Analysis. pp. 257–278.
- Elton, E., M. Gruber, J. Krasny, and S. Ozelge. The Effect of the Frequency of Holding Data on Conclusions about Mutual Fund Behavior.
- Elton, E.; M. Gruber & J. Spitzer (June 2006). Improved Estimates of Correlation Coefficients and Their Impact on the Optimum Portfolios. 12 (3). European Financial Management. pp. 303–318.
- Elton, Edwin; J Gruber; Martin J (2010). Investments and Portfolio Performance. World Scientific. p. 416. ISBN 978-981-4335-39-3.
References
External links
- NYU Stern Profile
- Edwin Elton’s Biography
- List of Books on Amazon
- Master of Science in Global Finance