Title:
Investments and Portfolio Performance
Author:
Elton, Edwin J.
ISBN:
9789814335393
Personal Author:
Publication Information:
Singapore ; Hackensack, N. J. : World Scientific, c2011.
Physical Description:
xix, 395 p. : ill. ; 26 cm.
Contents:
Machine generated contents note: 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 -- 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 -- 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 --
Contents note continued: 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 -- 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 -- 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 --
Contents note continued: 15."The Adequacy of Investment Choices Offered by 401(k) Plans" with Christopher R. Blake / Journal of Public Economics -- 16."Participant Reaction and the Performance of Funds Offered by 401(k) Plans" with Christopher R. Blake / Journal of Financial Intermediation -- 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.
Added Author: