Items where Author is "Blitz, David"

Journal Article

Lohre, Harald and Blitz, David and Chen, Mike and Howard, Clint (2024) 3D Investing : Jointly Optimizing Return, Risk, and Sustainability. Financial Analysts Journal, 80 (3). pp. 59-75. ISSN 0015-198X

Swade, Alexander and Hanauer, Matthias and Lohre, Harald and Blitz, David (2023) Factor Zoo (.zip). Journal of Portfolio Management, 55 (3). pp. 11-31. ISSN 0095-4918

Blitz, David and Hoogteijling, Tobias and Lohre, Harald and Messow, Philip (2023) How can machine learning advance quantitative asset management. Journal of Portfolio Management, 49 (7). ISSN 0095-4918