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Expected stock returns when interest rates are low
Blitz, David - In: The journal of portfolio management : JPM 48 (2022) 7, pp. 104-116
Persistent link: https://www.econbiz.de/10014231678
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Factor investing : the best is yet to come
Blitz, David - In: The journal of portfolio management : JPM 49 (2023) 2, pp. 10-18
Persistent link: https://www.econbiz.de/10014232185
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Macro risk of low-volatility portfolios
Blitz, David - In: The journal of portfolio management : JPM 49 (2023) 3, pp. 25-35
Persistent link: https://www.econbiz.de/10014232207
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The quant crisis of 2018-2020 : cornered by big growth
Blitz, David - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 8-21
Persistent link: https://www.econbiz.de/10012517327
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The quant cycle
Blitz, David - In: The journal of portfolio management : JPM 48 (2022) 2, pp. 26-43
Persistent link: https://www.econbiz.de/10012802472
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Carbon-tax-adjusted value
Blitz, David; Hoogteijling, Tobias - In: The journal of portfolio management : JPM 48 (2022) 5, pp. 121-137
Persistent link: https://www.econbiz.de/10013176829