Concepedia

Milan Vidojevic

MV

6

Publications

174

Citations

6

H-Index

2017

Active since

Affiliations

Vrije Universiteit Amsterdam(Current)

Quantitative BioSciences

Technical University of Munich

Milan Vidojevic is an author at Vrije Universiteit Amsterdam specializing in asset pricing, business, and financial economics.

Top concepts

Publications per year

2017–2020

6

Publications

6

The idiosyncratic momentum anomaly

David Blitz, Matthias X. Hanauer, Milan Vidojevic · International Review of Economics & Finance · 2020 · 59 citations

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The profitability of low-volatility

David Blitz, Milan Vidojevic · Journal of Empirical Finance · 2017 · 36 citations

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The Idiosyncratic Momentum Anomaly

David Blitz, Matthias X. Hanauer, Milan Vidojevic · SSRN Electronic Journal · 2017 · 26 citations · Full text

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Five Concerns with the Five-Factor Model

David Blitz, Matthias X. Hanauer, Milan Vidojevic et al. · The Journal of Portfolio Management · 2018 · 23 citations

The Characteristics of Factor Investing

David Blitz, Milan Vidojevic · The Journal of Portfolio Management · 2019 · 20 citations

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