Narrow search
Showing 1 - 10 of 11
Cover Image
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
Cover Image
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
Cover Image
Low volatility needs little trading
Vliet, Willem Nicolaas van - In: The journal of portfolio management : a publication of … 44 (2017) 3, pp. 33-42
Persistent link: https://www.econbiz.de/10011877604
Cover Image
Global tactical sector allocation : a quantitative approach
Doeswijk, Ronald; Vliet, Willem Nicolaas van - In: The journal of portfolio management : a publication of … 38 (2011/12) 1, pp. 29-47
Persistent link: https://www.econbiz.de/10009381271
Cover Image
Global tactical cross-asset allocation : applying value and momentum across asset classes
Blitz, David C.; Vliet, Willem Nicolaas van - In: The journal of portfolio management : a publication of … 35 (2008/09) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10009520484
Cover Image
THE MARKET - THE VOLATILITY EFFECT
Blitz, David C.; Vliet, Pim Van - In: The journal of portfolio management : a publication of … 34 (2007) 1, pp. 102-113
Persistent link: https://www.econbiz.de/10007878419
Cover Image
GLOBAL TACTICAL SECTOR ALLOCATION: A Quantitative Approach
Doeswijk, Ronald; van Vliet, Pim - In: The journal of portfolio management : a publication of … 38 (2011) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10009800586
Cover Image
GLOBAL TACTICAL CROSS-ASSET ALLOCATION: Applying Value and Momentum Across Asset Classes
Blitz, David C.; Van Vliet, Pim - In: The journal of portfolio management : a publication of … 35 (2008) 1, pp. 23-39
Persistent link: https://www.econbiz.de/10008140478
Cover Image
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
Cover Image
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