Milan Vidojevic

VU University Amsterdam, Finance

De Boelelaan 1105

Amsterdam

Netherlands

Robeco Asset Management

Quantitative Researcher

Weena 850

Rotterdam, 3014 DA

Netherlands

SCHOLARLY PAPERS

5

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Rank 6,108

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Top 6,108

in Total Papers Downloads

6,979

CITATIONS

5

Scholarly Papers (5)

1.

Five Concerns with the Five-Factor Model

Number of pages: 17 Posted: 05 Nov 2016 Last Revised: 23 Feb 2017
Robeco, Robeco Asset Management - Quantitative Strategies, VU University Amsterdam, Finance and Robeco Asset Management - Quantitative Investing
Downloads 2,572 (4,635)
Citation 1

Abstract:

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asset pricing, 5-factor model, 3-factor model, CAPM, low-beta, momentum

2.

The Idiosyncratic Momentum Anomaly

Number of pages: 50 Posted: 05 Apr 2017 Last Revised: 10 Jan 2018
David Blitz, Matthias X. Hanauer and Milan Vidojevic
Robeco, Robeco Asset Management - Quantitative Strategies and VU University Amsterdam, Finance
Downloads 2,309 (5,561)
Citation 2

Abstract:

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asset pricing, idiosyncratic momentum, momentum crashes, risk management

3.

The Characteristics of Factor Investing

Number of pages: 27 Posted: 27 Jul 2018 Last Revised: 27 Oct 2018
David Blitz and Milan Vidojevic
Robeco and VU University Amsterdam, Finance
Downloads 1,054 (19,692)
Citation 1

Abstract:

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factor investing, smart beta, factor premiums, size, value, momentum, quality, low-volatility

4.

The Profitability of Low Volatility

Number of pages: 22 Posted: 19 Jul 2016 Last Revised: 24 Jul 2017
David Blitz and Milan Vidojevic
Robeco and VU University Amsterdam, Finance
Downloads 880 (25,681)
Citation 3

Abstract:

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low volatility, low beta, profitability, betting against beta, 5-factor model

5.

Behavioral Heterogeneity in Return Expectations across Equity Style Portfolios

Number of pages: 35 Posted: 16 Oct 2018
Philip A. Stork, Milan Vidojevic and Remco C. J. Zwinkels
Vrije Universiteit Amsterdam, School of Business and Economics, VU University Amsterdam, Finance and Vrije Universiteit Amsterdam
Downloads 164 (179,085)

Abstract:

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behavioral finance, heterogeneous agent models, style investing, asset pricing