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Academic knowledge dissemination in the mutual fund industry : can mutual funds successfully adopt factor investing strategies?
Gelderen, Eduard van; Huij, Joop - In: The journal of portfolio management : a publication of … 40 (2014) 4, pp. 157-167
Persistent link: https://www.econbiz.de/10010487707
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Is rebalancing the source of factor premiums?
Blitz, David - In: The journal of portfolio management : a publication of … 41 (2015) 4, pp. 4-7
Persistent link: https://www.econbiz.de/10011431806
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The value of low volatility
Blitz, David - In: The journal of portfolio management : a publication of … 42 (2016) 3, pp. 94-100
Persistent link: https://www.econbiz.de/10011686070
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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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Sin stocks revisited : resolving the sin stock anomaly
Blitz, David; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 44 (2017) 1, pp. 105-111
Persistent link: https://www.econbiz.de/10011877535
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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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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