Investments and portfolio performance /

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 twenty articles have been published in the last ten years. This book suppl...

Full description

Saved in:
Bibliographic Details
Online Access: Full text (MCPHS users only)
Main Author: Elton, Edwin J.
Other Authors: Gruber, Martin Jay, 1937-
Format: Electronic eBook
Language:English
Published: Singapore ; Hackensack, N.J. : World Scientific, 2011
Subjects:
Local Note:ProQuest Ebook Central

MARC

LEADER 00000cam a2200000 a 4500
001 in00000281241
006 m o d
007 cr cnu---unuuu
008 110705s2011 si a ob 000 0 eng d
005 20240703140229.1
019 |a 961515488  |a 962699248  |a 966254373  |a 988431990  |a 991962909  |a 1037762998  |a 1038564456  |a 1045583070  |a 1058284829  |a 1105722093  |a 1114349630  |a 1132911343  |a 1153522736 
020 |a 9789814335409  |q (electronic bk.) 
020 |a 9814335401  |q (electronic bk.) 
020 |z 9789814335393 
020 |z 9814335398 
029 1 |a AU@  |b 000053272034 
029 1 |a AU@  |b 000062463477 
029 1 |a CHNEW  |b 000616963 
029 1 |a DEBBG  |b BV042963270 
029 1 |a DEBBG  |b BV044156236 
029 1 |a DEBSZ  |b 421584777 
029 1 |a DEBSZ  |b 454995741 
029 1 |a HEBIS  |b 286063395 
029 1 |a NZ1  |b 14167153 
035 |a (OCoLC)738434104  |z (OCoLC)961515488  |z (OCoLC)962699248  |z (OCoLC)966254373  |z (OCoLC)988431990  |z (OCoLC)991962909  |z (OCoLC)1037762998  |z (OCoLC)1038564456  |z (OCoLC)1045583070  |z (OCoLC)1058284829  |z (OCoLC)1105722093  |z (OCoLC)1114349630  |z (OCoLC)1132911343  |z (OCoLC)1153522736 
035 |a (OCoLC)ocn738434104 
040 |a N$T  |b eng  |e pn  |c N$T  |d EBLCP  |d E7B  |d OCLCQ  |d YDXCP  |d OCLCQ  |d MHW  |d OCLCF  |d OCLCQ  |d DEBSZ  |d OCLCQ  |d MYUTM  |d LOA  |d JBG  |d AGLDB  |d OCLCQ  |d MOR  |d PIFAG  |d ZCU  |d MERUC  |d OCLCQ  |d U3W  |d STF  |d WRM  |d VNS  |d OCLCQ  |d VTS  |d NRAMU  |d ICG  |d AU@  |d OCLCQ  |d LEAUB  |d DKC  |d OCLCQ  |d M8D  |d OCLCQ  |d UKCRE  |d BOL  |d AJS  |d OCLCQ  |d OCLCO  |d INARC  |d OCLCO  |d OCLCQ  |d OCL  |d OCLCO  |d OCLCL  |d SXB 
050 4 |a HG4521  |b .E49 2011eb 
072 7 |a BUS  |x 036000  |2 bisacsh 
082 0 4 |a 332.6  |2 22 
100 1 |a Elton, Edwin J. 
245 1 0 |a Investments and portfolio performance /  |c Edwin J. Elton, Martin J. Gruber. 
260 |a Singapore ;  |a Hackensack, N.J. :  |b World Scientific,  |c ©2011. 
300 |a 1 online resource (xix, 395 pages) :  |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
340 |g polychrome.  |2 rdacc  |0 http://rdaregistry.info/termList/RDAColourContent/1003 
347 |a text file  |2 rdaft  |0 http://rdaregistry.info/termList/fileType/1002 
504 |a Includes bibliographical references. 
505 0 |a I. Estimating tax rates and ex-dividend behavior. 1. "Marginal stockholder tax rates and the clientele effect" / Review of Economics and Statistics. 2. "Marginal stockholder tax effects and ex-dividend day price behavior : Evidence from taxable versus nontaxable closed-end funds" with Christopher R. Blake / Review of Economics & Statistics -- II. Factors affecting corporate bond pricing. 3. "Explaining the rate spread on corporate bonds" with Deepak Agrawal and Christopher Mann / Journal of Finance. 4. "Factors affecting the valuation of corporate bonds" with Deepak Agrawal and Christopher Mann / Journal of Banking and Finance -- III. Performance measurement of mutual funds. 5. "Efficiency with costly information : A reinterpretation of evidence from managed portfolios" with Sanjiv Das and Matthew Hlavka / The Review of Financial Studies. 6. "A first look at the accuracy of the CRSP mutual fund database and a comparison of the CRSP and Morningstar Mutual Fund databases" with Christopher R. Blake / Journal of Finance -- IV. Mutual fund behavior. 7. "Another puzzle : The growth in actively managed mutual funds" by Martin J. Gruber / Journal of Finance. 8. "Are investors rational? Choices among index funds" with Jeffrey A. Busse / Journal of Finance. 9. "The impact of mutual fund family membership on investor risk" with T. Clifton Green / Journal of Financial and Quantitative Analysis. 10. "The effect of holdings data frequency on conclusions about mutual fund behavior" with Yoel Krasny and Sadi Ozelge / Journal of Banking and Finance -- V. Special types of funds. 11. "Incentive fees and mutual funds" with Christopher R. Blake / Journal of Finance. 12. "Spiders : Where are the bugs?" with George Comer and Kai Li / Journal of Business -- VI. Return generating process. 13. "Expected return, realized return, and asset pricing tests" by Edwin J. Elton / Journal of Finance. 14. "Common factors in active and passive portfolios" with Christopher R. Blake / Review of Finance -- VII. Pension funds. 15. "The adequacy of investment choices offered by 401(k) plans" with Christopher R. Blake / Journal of Public Economics. 16. "Participant reaction and the perfonnance of funds offered by 401(k) plans" with Christopher R. Blake / Journal of Financial Intermediation -- VIII. Optimum portfolio construction. 17. "Simple criteria for optimal portfolio selection" with Manfred W. Padberg / Journal of Finance. 18. "Optimum centralized portfolio construction with decentralized portfolio management" / Journal of Financial and Quantitative Analysis. 19. "The rationality of asset allocation recommendations" / Journal of Financial and Quantitative Analysis. 
520 |a 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 twenty articles have been published in the last ten years. This book supplements the earlier contributions of the editors published by MIT Press in 1999. 
588 0 |a Print version record. 
590 |a ProQuest Ebook Central  |b Ebook Central Academic Complete 
650 0 |a Investments. 
650 0 |a Portfolio management. 
650 0 |a Investment analysis. 
650 0 |a Corporations  |x Finance. 
650 0 |a Business enterprises  |x Finance. 
650 7 |a portfolios (financial records)  |2 aat 
700 1 |a Gruber, Martin Jay,  |d 1937-  |1 https://id.oclc.org/worldcat/entity/E39PBJcc9B7HJkcXtJFpfxjcT3 
758 |i has work:  |a Investments and portfolio performance (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCGkqRFPTRTT3wtKkrrXFmm  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Print version:  |a Elton, Edwin J.  |t Investments and portfolio performance.  |d Singapore ; Hackensack, N.J. : World Scientific, ©2011  |z 9789814335393  |w (OCoLC)679937464 
852 |b E-Collections  |h ProQuest 
856 4 0 |u https://ebookcentral.proquest.com/lib/mcphs/detail.action?docID=731152  |z Full text (MCPHS users only)  |t 0 
938 |a EBL - Ebook Library  |b EBLB  |n EBL731152 
938 |a ebrary  |b EBRY  |n ebr10479720 
938 |a EBSCOhost  |b EBSC  |n 374783 
938 |a Internet Archive  |b INAR  |n investmentsportf0000elto 
938 |a YBP Library Services  |b YANK  |n 6965192 
947 |a FLO  |x pq-ebc-base 
999 f f |s 930980af-7cc4-454e-8bde-494020e13067  |i ae2511ac-3436-4ac2-8bbe-6d79b62693bd  |t 0 
952 f f |a Massachusetts College of Pharmacy and Health Sciences  |b Online  |c Online  |d E-Collections  |t 0  |e ProQuest  |h Other scheme 
856 4 0 |t 0  |u https://ebookcentral.proquest.com/lib/mcphs/detail.action?docID=731152  |y Full text (MCPHS users only)