Statistics
Publications
53
Citations
2.3K
H-Index
24
Active since
2001
David Blitz is an author at Erasmus University Rotterdam specializing in finance, financial economics, and business.
Publications per year
2001–2024
53
53
David Blitz, Pim van Vliet · The Journal of Portfolio Management · 2007 · 381 citations
Business, Finance, Risk Management +17
David Blitz, Joop Huij, Martin Martens · Journal of Empirical Finance · 2011 · 184 citations · Full text
The volatility effect in emerging markets
David Blitz, Juan Pang, Pim van Vliet · Emerging Markets Review · 2013 · 178 citations
The Volatility Effect: Lower Risk Without Lower Return
David Blitz, Pim van Vliet · RePub (Erasmus University, Rotterdam) · 2007 · 150 citations · Full text
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