David M. Blitzer

Standard & Poor's - Index Committee

Managing Director & Chairman

55 Water Street

New York, NY 10041

United States

  • Standard & Poor's - Index Committee

SCHOLARLY PAPERS

6

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Rank 40,759

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Top 40,759

in Total Papers Downloads

2,670

TOTAL CITATIONS

2

Scholarly Papers (6)

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1.

Equity Duration – Updated Duration of the S&P 500

Number of pages: 9 Posted: 18 Dec 2009
David M. Blitzer, Srikant Dash and Philip Murphy
Standard & Poor's - Index Committee, Standard & Poor's and Standard & Poor's
Downloads 807 (66,661)

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equity duration

2.

Equity Duration of the S&P 500: Latest Updates

Number of pages: 9 Posted: 18 Jun 2012
David M. Blitzer, Frank Luo and Aye M. Soe
Standard & Poor's - Index Committee, Standard & Poor's and Standard & Poor's
Downloads 769 (71,008)
Citation 1

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S&P 500, Equity Duration, Pension Fund, Asset Allocations

3.

Equity Duration - Updated Duration of the S&P 500

Number of pages: 7 Posted: 04 Jan 2009
David M. Blitzer, Srikant Dash and Philip Murphy
Standard & Poor's - Index Committee, Standard & Poor's and Standard & Poor's
Downloads 534 (113,171)
Citation 1

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Equity Duration

4.

Equity Duration: Updated Duration of the S&P 500

Number of pages: 12 Posted: 14 Oct 2010
Aye M. Soe, David M. Blitzer and Srikant Dash
Standard & Poor's, Standard & Poor's - Index Committee and Standard & Poor's
Downloads 371 (173,504)

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equity duration,S&P 500, S&P 500 equity duration

5.

The S&P Equal Weight Index Uses, Properties and Historical Simulations

Number of pages: 17 Posted: 17 Feb 2023 Last Revised: 17 Jul 2023
Ludwig B. Chincarini, Srikant Dash, Mike Dellapa and David M. Blitzer
University of San Francisco, Independent, Independent and Standard & Poor's - Index Committee
Downloads 117 (512,768)

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S&P 500, equal-weight index, S&P 500 equal-weight index, fundamental indexing, RSP

6.

Financial Innovation and Indices: A Perspective on Financial Innovation

Journal of Applied Finance, Vol. 15, No. 1, Spring/Summer 2005
Number of pages: 3 Posted: 20 Aug 2005
David M. Blitzer
Standard & Poor's - Index Committee
Downloads 72 (701,803)

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