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David Blitz

Lancaster University

25H指数
173论文数
2.9K被引数
收录论文 6
发表时间
3D Investing: Jointly Optimizing Return, Risk, and Sustainability
err2024-04-29
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PREAI
errBlitz, David; Chen, Mike; Howard, Clint; Lohre, Harald
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Beyond Fama-French Factors: Alpha from Short-Term Signals
err2023-04-13
err12
PREAI
errBlitz, David; Hanauer, Matthias X. X.; Honarvar, Iman; Huisman, Rob; van Vliet, Pim
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Media attention and the volatility effect
err2020-10-01
err17
errOAAI
errBlitz, David; Huisman, Rob; Swinkels, Laurens; van Vliet, Pim
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When Equity Factors Drop Their Shorts
err2020-09-03
err17
errOAAI
errBlitz, David; Baltussen, Guido; van Vliet, Pim
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The volatility effect in emerging markets
err2013-09-01
err68
PREAI
errBlitz, David; Pang, Juan; van Vliet, Pim
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