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Beyond Fama-French factors : alpha from short-term signals
Blitz, David; Hanauer, Matthias; Honarvar, Iman; … - In: Financial analysts journal : FAJ 79 (2023) 4, pp. 96-117
Persistent link: https://www.econbiz.de/10014427369
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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
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3D investing : jointly optimizing return, risk, and sustainability
Blitz, David; Chen, Mike; Howard, Clint; Lohre, Harald - In: Financial analysts journal : FAJ 80 (2024) 3, pp. 59-75
Persistent link: https://www.econbiz.de/10015050472