David Blitz
David Blitz
Robeco
Geverifieerd e-mailadres voor robeco.nl
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The volatility effect
DC Blitz, P Van Vliet
The Journal of Portfolio Management 34 (1), 102-113, 2007
4912007
Residual momentum
D Blitz, J Huij, M Martens
Journal of Empirical Finance 18 (3), 506-521, 2011
1742011
The volatility effect in emerging markets
D Blitz, J Pang, P Van Vliet
Emerging Markets Review 16, 31-45, 2013
1382013
Global tactical cross-asset allocation: applying value and momentum across asset classes
DC Blitz, P Van Vliet
The Journal of Portfolio Management 35 (1), 23-38, 2008
1062008
The performance of European index funds and exchange‐traded funds
D Blitz, J Huij, L Swinkels
European Financial Management 18 (4), 649-662, 2012
1042012
Evaluating the performance of global emerging markets equity exchange-traded funds
D Blitz, J Huij
Emerging markets review 13 (2), 149-158, 2012
972012
Fundamental indexation: An active value strategy in disguise
D Blitz, L Swinkels
Journal of Asset Management 9 (4), 264-269, 2008
922008
Explanations for the volatility effect: An overview based on the CAPM assumptions
D Blitz, E Falkenstein, P Van Vliet
The Journal of Portfolio Management 40 (3), 61-76, 2014
742014
Sin stocks revisited: Resolving the sin stock anomaly
D Blitz, FJ Fabozzi
The Journal of Portfolio Management 44 (1), 105-111, 2017
622017
Lower bounds on the asymptotic worst-case ratio of online bin packing algorithms
D Blitz, A van Vliet, GJ Woeginger
Unpublished manuscript 12, 1996
451996
The idiosyncratic momentum anomaly
D Blitz, MX Hanauer, M Vidojevic
International Review of Economics & Finance 69, 932-957, 2020
392020
Fundamental indexation: Rebalancing assumptions and performance
D Blitz, B Van Der Grient, P Van Vliet
The Journal of Index Investing 1 (2), 82-88, 2010
362010
Tracking error allocation
DC Blitz, J Hottinga
The Journal of Portfolio Management 27 (4), 19-25, 2001
352001
Strategic allocation to premiums in the equity market
D Blitz
The Journal of Index Investing 2 (4), 42-49, 2012
332012
Strategic allocation to commodity factor premiums
D Blitz, W De Groot
The Journal of Alternative Investments 17 (2), 103-115, 2014
322014
Short-term residual reversal
D Blitz, J Huij, S Lansdorp, M Verbeek
Journal of Financial Markets 16 (3), 477-504, 2013
322013
Factor investing: Long-only versus long-short
J Huij, S Lansdorp, D Blitz, P van Vliet
Available at SSRN 2417221, 2014
292014
Is the relation between volatility and expected stock returns positive, flat or negative?
P Van Vliet, D Blitz, B van der Grient
Flat or Negative, 2011
242011
Agency‐Based Asset Pricing and the Beta Anomaly
D Blitz
European Financial Management 20 (4), 770-801, 2014
232014
INVITED EDITORIAL COMMENT: The Dark Side of Passive Investing
D Blitz
The journal of portfolio management 41 (1), 1-4, 2014
212014
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Artikelen 1–20