World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
64
Citations
22300
World Ranking
635
National Ranking
408

Research.com Recognitions

  • 2000 - Fellow of the American Finance Association (AFA)

Overview

Edwin J. Elton is affiliated with New York University in the United States. Their research primarily focuses on fields within economics, econometrics, and finance, with substantial work in business, management, and accounting. The scientist's subfields of study include finance, accounting, and economics and econometrics.

Their research covers a range of topics, with notable emphasis on:

  • Financial Markets and Investment Strategies
  • Corporate Finance and Governance
  • Housing Market and Economics
  • Stochastic processes and financial applications
  • Credit Risk and Financial Regulations
  • Private Equity and Venture Capital

Edwin J. Elton has contributed to multiple scholarly publications. Significant papers include:

  • "A Review of the Performance Measurement of Long-Term Mutual Funds," 2020, Financial Analysts Journal
  • "Expected return, realized return and asset pricing tests," 2024, Annals of Operations Research
  • "Are enhanced index funds enhanced?" 2021, European Financial Management
  • "Are enhanced index funds enhanced?" 2021, SSRN Electronic Journal
  • "I never took a class from Harry Markowitz," 2024, Annals of Operations Research

Frequent publication venues for their work include:

  • Annals of Operations Research
  • Financial Analysts Journal
  • European Financial Management
  • SSRN Electronic Journal

The scientist has collaborated regularly with others in their field. Frequent coauthors include:

  • Martin J. Gruber
  • André de Souza

Edwin J. Elton was recognized as a Fellow of the American Finance Association (AFA) in 2000.

Best Publications

  • Modern portfolio theory and investment analysis

    Unknown

  • Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios

    Edwin J. Elton;Martin J. Gruber;Sanjiv Das;Matthew Hlavka

  • Marginal Stockholder Tax Rates and the Clientele Effect

    Edwin J. Elton;Martin J. Gruber

  • The persistence of Risk-adjusted Mutual Fund Performance

    Edwin J. Elton;Martin J. Gruber;Christopher R. Blake

  • Economic News and Bond Prices: Evidence from the U.S. Treasury Market

    Pierluigi Balduzzi;Edwin J. Elton;T. Clifton Green

  • Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests

    Edwin J. Elton

  • Survivor Bias and Mutual Fund Performance

    Edwin J. Elton;Martin J. Gruber;Christopher R. Blake

  • Incentive Fees and Mutual Funds

    Edwin J. Elton;Martin J. Gruber;Christopher R. Blake

  • The Performance of Bond Mutual Funds

    Christopher R. Blake;Edwin J. Elton;Martin J. Gruber

  • Expected return, realized return, and asset pricing tests

    Edwin J. Elton

  • A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases

    Edwin J. Elton;Martin J. Gruber;Christopher R. Blake

  • Fundamental Economic Variables, Expected Returns, and Bond Fund Performance

    Edwin J. Elton;Martin J. Gruber;Christopher R. Blake

  • Are Investors Rational? Choices among Index Funds

    Edwin J. Elton;Martin J. Gruber;Jeffrey A. Busse

  • Modern portfolio theory, 1950 to date

    Edwin J Elton;Martin J Gruber

  • SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION

    Edwin J. Elton;Martin J. Gruber;Manfred W. Padberg

  • Modern Portfolio Theory, 1950 to Date

    Edwin J. Elton;Martin J. Gruber

  • Professional Expectations: Accurary and Diagonosis of Errors

    Edwin J. Elton;Martin J. Gruber;Mustafa N. Gultekin

  • ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES —IMPLICATIONS FOR PORTFOLIO SELECTION

    Edwin J. Elton;Martin J. Gruber

  • Risk Reduction and Portfolio Size: An Analytical Solution

    Edwin J. Elton;Martin J. Gruber

  • Tax and Liquidity Effects in Pricing Government Bonds

    Edwin J. Elton;T. Clifton Green

  • Expectations and Share Prices

    Edwin J. Elton;Martin J. Gruber;Mustafa Gultekin

  • Explaining the Rate Spread on Corporate Bonds

    Edwin J. Elton;Martin J. Gruber;Deepak Agrawal;Christopher Mann;Christopher Mann

  • Survivorship Bias and Mutual Fund Performance

    Edwin J. Elton;Martin J. Gruber;Christopher R. Blake

  • Are Investors Rational? Choices Among Index Funds

    Edwin J. Elton;Jeffrey A. Busse;Martin J. Gruber

  • Modern Portfolio theory and invesment ana lysis.

    Edwin.J. . Elton;Martin. J . Gruber

Frequent Co-Authors

Martin J. Gruber
Martin J. Gruber New York University
Manfred Padberg
Manfred Padberg New York University
Harry M. Markowitz
Harry M. Markowitz University of California, San Diego
Roni Michaely
Roni Michaely University of Hong Kong
Sanjiv Ranjan Das
Sanjiv Ranjan Das Santa Clara University

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

Planning to study Economics and Finance in the USA opens up several in-demand career pathways. Many students today fast-track their careers with the 1 year mba, gaining broad business skills in a condensed time. If entrepreneurship appeals to you, consider the one year online mba entrepreneurship. These programs combine flexibility with practical experience for aspiring business founders.

Interested in organizing teams and resources? Explore what can i do with a degree in project management to discover diverse roles in finance, consulting, IT, and operations. Alternatively, an accelerated finance degree provides a fast track to advanced knowledge in risk management, investment analysis, and financial planning.

With these online programs, you can balance your studies with work or internships and quickly launch your career in Economics, Finance, or Business Management.

Best Scientists Citing Edwin J. Elton

Trending Scientists

Recently Published Articles