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David Blitz

SSRN Author Rank: 238 by Downloads and 8,645 by Citations

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Robeco Asset Management - Quantitative Strategies


 Weena 850
 Rotterdam, 3014 DA
 Netherlands
 email address

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. David Blitz's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
45,495
Total
Citations
52
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
07 Aug 08
Last Revised:
21 Jun 13
13,031
(177)
8

2.  
The Volatility Effect: Lower Risk Without Lower Return | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Portfolio Management, pp. 102-113, Fall 2007, ERIM Report Series Reference No. ERS-2007-044-F&A
Number of Pages in PDF File: 23
Blitz, David
Robeco Asset Management - Quantitative Strategies
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
17 Apr 07
5,915
(536)
19

3.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
19 Feb 09
Last Revised:
10 Oct 11
3,139
(2,299)
 

4.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Falkenstein, Eric G.
Pine River Capital Management
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
28 May 13
Last Revised:
21 Nov 13
2,195
(4,289)
 

5.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Huij, Joop
Erasmus University - Rotterdam School of Management
Lansdorp, Simon D.
Robeco Quantitative Strategies
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
18 Aug 11
Last Revised:
01 Nov 12
1,973
(5,170)
1

6.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Posted:
25 Oct 11
Last Revised:
14 Mar 12
1,823
(5,904)
1

7.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Huij, Joop
Erasmus University - Rotterdam School of Management
Swinkels, Laurentius (Laurens) Adrianus Petrus
Erasmus University Rotterdam (EUR)
Posted:
26 Jul 09
Last Revised:
03 Sep 13
1,704
(6,671)
2

8.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Swinkels, Laurentius (Laurens) Adrianus Petrus
Erasmus University Rotterdam (EUR)
Posted:
29 Jul 08
Last Revised:
20 Jan 09
1,325
(10,163)
8

9.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Huij, Joop
Erasmus University - Rotterdam School of Management
Martens, Martin
Erasmus University Rotterdam (EUR)
Posted:
04 Sep 13
1,308
(10,387)
2

10.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Pang, Juan
Shell Asset Management Company
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
06 May 12
Last Revised:
21 Jun 13
1,253
(11,132)
4

11.  
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Blitz, David
Robeco Asset Management - Quantitative Strategies
van der Grient, Bart
Robeco Asset Management - Quantitative Strategies
Posted:
08 Jul 11
1,052
(10,555)
1

12.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
de Groot, Wilma
Robeco Asset Management
Posted:
17 May 13
Last Revised:
07 Jun 14
827
(20,928)
 

13.  
Blitz, David
Robeco Asset Management - Quantitative Strategies
Huij, Joop
Erasmus University - Rotterdam School of Management
Posted:
14 Feb 12
Last Revised:
05 Feb 13
808
(19,724)
 

14.  
Fundamental Indexation: Rebalancing Assumptions and Performance | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Index Investing, Vol. 1, No. 2, pp. 82-88, 2010
Number of Pages in PDF File: 15
Blitz, David
Robeco Asset Management - Quantitative Strategies
van der Grient, Bart
Robeco Asset Management - Quantitative Strategies
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
25 Mar 10
Last Revised:
30 Sep 10
746
(20,928)
2

15.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Huij, Joop
Erasmus University - Rotterdam School of Management
Posted:
10 Feb 11
Last Revised:
06 Mar 12
702
(26,504)
1

16.  
Blitz, David
Robeco Asset Management - Quantitative Strategies
Posted:
14 May 08
685
(25,128)
1

17.  
Benchmarking Low-Volatility Strategies | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Index Investing, Vol. 2, No. 1, pp. 44-49, 2011
Number of Pages in PDF File: 13
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Blitz, David
Robeco Asset Management - Quantitative Strategies
Posted:
28 Jun 11
674
(23,814)
2

18.  
Huij, Joop
Erasmus University - Rotterdam School of Management
Lansdorp, Simon D.
Robeco Quantitative Strategies
Blitz, David
Robeco Asset Management - Quantitative Strategies
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
29 Mar 14
655
(15,800)
 

19.  
Factor Investing Revisited | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Index Investing, Forthcoming
Number of Pages in PDF File: 22
Blitz, David
Robeco Asset Management - Quantitative Strategies
Posted:
03 Jul 15
607
(14,871)
 

20.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Posted:
29 May 12
Last Revised:
16 Sep 14
391
(56,569)
 

21.  
Blitz, David
Robeco Asset Management - Quantitative Strategies
Hanauer, Matthias X.
Robeco Asset Management - Quantitative Strategies
Vidojevic, Milan
VU University Amsterdam, Finance
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
05 Nov 16
0
(46,778)
 

22.  
Blitz, David
Robeco Asset Management - Quantitative Strategies
Vidojevic, Milan
VU University Amsterdam, Finance
Posted:
19 Jul 16
Last Revised:
13 Oct 16
0
(45,513)
 

23.  
Blitz, David
Robeco Asset Management - Quantitative Strategies
Posted:
29 Apr 16
Last Revised:
04 Aug 16
0
(31,010)
 

24.  
The Value of Low Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Portfolio Management, Forthcoming
Number of Pages in PDF File: 17
Blitz, David
Robeco Asset Management - Quantitative Strategies
Posted:
10 Feb 16
0
(35,315)
 

25.  
Tracking Error Allocation | Show Abstract |
Journal of Portfolio Management, Vol. 27, No. 4, pp. 19-25, 2001
Blitz, David
Robeco Asset Management - Quantitative Strategies
Hottinga, Jouke
AEGON Group
Posted:
20 Jul 10
 


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