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Dynamic strategic asset allocation : risk and return across the business cycle
Vliet, Willem Nicolaas van; Blitz, David - In: The journal of asset management 12 (2011) 5, pp. 360-375
Persistent link: https://www.econbiz.de/10009377001
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The volatility effect in emerging markets
Blitz, David; Pang, Juan; Vliet, Willem Nicolaas van - In: Emerging markets review 16 (2013), pp. 31-45
Persistent link: https://www.econbiz.de/10010243169
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Explanations for the volatility effect : an overview based on the CAPM assumptions
Blitz, David; Falkenstein, Eric G.; Vliet, Willem … - In: The journal of portfolio management : a publication of … 40 (2014) 3, pp. 61-76
Persistent link: https://www.econbiz.de/10010365501
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Global tactical cross-asset allocation : applying value and momentum across asset classes
Blitz, David (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003721549
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The volatility effect in China
Blitz, David; Hanauer, Matthias; Vliet, Willem Nicolaas van - In: The journal of asset management : a major new, … 22 (2021) 5, pp. 338-349
Persistent link: https://www.econbiz.de/10012614829
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Media attention and the volatility effect
Blitz, David; Huisman, Rob; Swinkels, Laurens; Vliet, … - In: Finance research letters 36 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012483406
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Equity solvency capital requirements : what institutional regulation can learn from private investor regulation
Swinkels, Laurens; Blitz, David; Hallerbach, Winfried G.; … - In: The Geneva papers on risk and insurance - issues and … 43 (2018) 4, pp. 633-652
Persistent link: https://www.econbiz.de/10012256515
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The conservative formula : quantitative investing made easy
Blitz, David; Vliet, Willem Nicolaas van - In: The journal of portfolio management : a publication of … 44 (2018) 7, pp. 24-38
Persistent link: https://www.econbiz.de/10012260317
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Five concerns with the five-factor model
Blitz, David; Hanauer, Matthias; Vidojevic, Milan; … - In: The journal of portfolio management : a publication of … 44 (2018) 4, pp. 71-78
Persistent link: https://www.econbiz.de/10011878318
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When equity factors drop their shorts
Blitz, David; Baltussen, Guido; Vliet, Willem Nicolaas van - In: Financial analysts journal : FAJ 76 (2020) 4, pp. 73-99
Persistent link: https://www.econbiz.de/10012313175