| The volatility effect: Lower risk without lower return D Blitz, P Van Vliet Journal of portfolio management, 102-113, 2007 | 639 | 2007 |
| Residual momentum D Blitz, J Huij, M Martens Journal of Empirical Finance 18 (3), 506-521, 2011 | 295 | 2011 |
| The volatility effect in emerging markets D Blitz, J Pang, P Van Vliet Emerging Markets Review 16, 31-45, 2013 | 210 | 2013 |
| Sin stocks revisited: Resolving the sin stock anomaly D Blitz, FJ Fabozzi SSRN 1012, 105-111, 2017 | 171 | 2017 |
| Evaluating the performance of global emerging markets equity exchange-traded funds D Blitz, J Huij Emerging markets review 13 (2), 149-158, 2012 | 141 | 2012 |
| The performance of European index funds and exchange‐traded funds D Blitz, J Huij, L Swinkels European Financial Management 18 (4), 649-662, 2012 | 137 | 2012 |
| Global tactical cross-asset allocation: applying value and momentum across asset classes D Blitz, P Van Vliet Journal of Portfolio Management, 23-28, 2008 | 131 | 2008 |
| Explanations for the volatility effect: An overview based on the CAPM assumptions D Blitz, EG Falkenstein, P Van Vliet Available at SSRN 2270973, 2013 | 128 | 2013 |
| The idiosyncratic momentum anomaly D Blitz, MX Hanauer, M Vidojevic International Review of Economics & Finance 69, 932-957, 2020 | 101 | 2020 |
| Fundamental indexation: An active value strategy in disguise D Blitz, L Swinkels Journal of Asset Management 9 (4), 264-269, 2008 | 96 | 2008 |
| The volatility effect revisited D Blitz, P Van Vliet, G Baltussen The Journal of Portfolio Management, 2019 | 66 | 2019 |
| Five concerns with the five-factor model D Blitz, MX Hanauer, M Vidojevic, P Van Vliet The Journal of Portfolio Management 44 (4), 71-78, 2018 | 66 | 2018 |
| Short-term residual reversal D Blitz, J Huij, S Lansdorp, M Verbeek Journal of Financial Markets 16 (3), 477-504, 2013 | 54 | 2013 |
| Factor investing: Long-only versus long-short J Huij, S Lansdorp, D Blitz, P van Vliet Available at SSRN 2417221, 2014 | 53 | 2014 |
| Lower bounds on the asymptotic worst-case ratio of online bin packing algorithms D Blitz, A van Vliet, GJ Woeginger Unpublished manuscript 12, 1996 | 52 | 1996 |
| Strategic allocation to commodity factor premiums D Blitz, W De Groot Available at SSRN 2265901, 2013 | 43 | 2013 |
| Strategic allocation to premiums in the equity market D Blitz Available at SSRN 1949008, 2011 | 41 | 2011 |
| Fundamental indexation: Rebalancing assumptions and performance D Blitz, B Van Der Grient, P Van Vliet Journal of Index Investing 1 (2), 82-88, 2010 | 41 | 2010 |
| Resurrecting the value premium D Blitz, MX Hanauer Available at SSRN 3705218, 2020 | 38 | 2020 |
| The profitability of low-volatility D Blitz, M Vidojevic Journal of Empirical Finance 43, 33-42, 2017 | 38 | 2017 |
