David Blitz

2.9k total citations
118 papers, 1.7k citations indexed

About

David Blitz is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, David Blitz has authored 118 papers receiving a total of 1.7k indexed citations (citations by other indexed papers that have themselves been cited), including 96 papers in Finance, 49 papers in Economics and Econometrics and 38 papers in Accounting. Recurrent topics in David Blitz's work include Financial Markets and Investment Strategies (93 papers), Corporate Finance and Governance (29 papers) and Market Dynamics and Volatility (23 papers). David Blitz is often cited by papers focused on Financial Markets and Investment Strategies (93 papers), Corporate Finance and Governance (29 papers) and Market Dynamics and Volatility (23 papers). David Blitz collaborates with scholars based in United States, Netherlands and Germany. David Blitz's co-authors include Pim van Vliet, Joop Huij, Laurens Swinkels, Frank J. Fabozzi, Matthias X. Hanauer, Martin Martens, Eric Falkenstein, Guido Baltussen, Marno Verbeek and Jan Anton van Zanten and has published in prestigious journals such as Finance research letters, Financial Analysts Journal and Journal of Empirical Finance.

In The Last Decade

David Blitz

107 papers receiving 1.5k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
David Blitz United States 20 1.4k 932 492 319 217 118 1.7k
James Dow United Kingdom 21 1.5k 1.1× 1.2k 1.3× 1.1k 2.3× 378 1.2× 208 1.0× 50 2.4k
Sujoy Mukerji United Kingdom 16 660 0.5× 1.4k 1.5× 166 0.3× 679 2.1× 31 0.1× 34 2.2k
Peter Klibanoff United States 15 573 0.4× 1.4k 1.5× 131 0.3× 735 2.3× 32 0.1× 32 2.2k
Richard J. Rogalski United States 24 1.6k 1.1× 1.1k 1.1× 659 1.3× 134 0.4× 262 1.2× 50 2.0k
Yu‐Jane Liu China 21 1.6k 1.2× 1.1k 1.2× 1.1k 2.3× 295 0.9× 136 0.6× 59 2.1k
Juhani T. Linnainmaa United States 22 1.8k 1.3× 1.1k 1.2× 1.3k 2.7× 346 1.1× 324 1.5× 67 2.3k
Seha M. Tiniç United States 19 2.1k 1.6× 1.2k 1.3× 1.7k 3.5× 180 0.6× 427 2.0× 27 2.9k
James J. Angel United States 19 1.3k 1.0× 607 0.7× 1.1k 2.1× 199 0.6× 242 1.1× 42 1.7k
Patrick Behr Brazil 17 585 0.4× 425 0.5× 576 1.2× 57 0.2× 74 0.3× 48 965
W. V. Harlow United States 13 2.2k 1.6× 1.2k 1.3× 1.4k 2.8× 333 1.0× 212 1.0× 20 2.7k

Countries citing papers authored by David Blitz

Since Specialization
Citations

This map shows the geographic impact of David Blitz's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by David Blitz with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David Blitz more than expected).

Fields of papers citing papers by David Blitz

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by David Blitz. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by David Blitz. The network helps show where David Blitz may publish in the future.

Co-authorship network of co-authors of David Blitz

This figure shows the co-authorship network connecting the top 25 collaborators of David Blitz. A scholar is included among the top collaborators of David Blitz based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with David Blitz. David Blitz is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Blitz, David, et al.. (2023). The Term Structure of Machine Learning Alpha. SSRN Electronic Journal. 2 indexed citations
2.
Blitz, David, et al.. (2023). Reversing the Trend of Short-Term Reversal. SSRN Electronic Journal.
3.
Blitz, David, et al.. (2023). 3D Investing: Jointly Optimizing Return, Risk, and Sustainability. SSRN Electronic Journal. 2 indexed citations
4.
Blitz, David, et al.. (2023). How Can Machine Learning Advance Quantitative Asset Management?. SSRN Electronic Journal. 3 indexed citations
5.
Hanauer, Matthias X., et al.. (2023). Factor Zoo (.zip). SSRN Electronic Journal. 1 indexed citations
6.
Blitz, David, et al.. (2023). Beyond Fama-French Factors: Alpha from Short-Term Signals. Financial Analysts Journal. 79(4). 96–117. 7 indexed citations
7.
Blitz, David. (2020). Factor Performance 2010–2019: A Lost Decade?. The Journal of Index Investing. 11(2). 57–65. 8 indexed citations
8.
Blitz, David, et al.. (2019). The Characteristics of Factor Investing. The Journal of Portfolio Management. 45(3). 69–86. 12 indexed citations
9.
Blitz, David. (2014). Agency‐Based Asset Pricing and the Beta Anomaly. European Financial Management. 20(4). 770–801. 12 indexed citations
10.
Blitz, David, et al.. (2013). The volatility effect in emerging markets. Emerging Markets Review. 16. 31–45. 88 indexed citations
11.
Blitz, David, et al.. (2012). Short-term residual reversal. Journal of Financial Markets. 16(3). 477–504. 25 indexed citations
12.
Vliet, Pim van & David Blitz. (2011). Benchmarking Low-Volatility Strategies. SSRN Electronic Journal. 3 indexed citations
13.
Vliet, Pim van & David Blitz. (2011). Dynamic strategic asset allocation: Risk and return across the business cycle. Journal of Asset Management. 12(5). 360–375. 13 indexed citations
14.
Blitz, David, et al.. (2010). Fundamental Indexation: Rebalancing Assumptions and Performance. SSRN Electronic Journal. 5 indexed citations
15.
Blitz, David & Pim van Vliet. (2008). Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes. SSRN Electronic Journal. 15 indexed citations
16.
Blitz, David & Pim van Vliet. (2007). The Volatility Effect: Lower Risk Without Lower Return. RePub (Erasmus University, Rotterdam). 97 indexed citations
17.
Blitz, David. (2002). Did Russell Advocate Preventive Atomic War Against the USSR?. Russell the Journal of Bertrand Russell Studies. 22(1). 5–45. 1 indexed citations
18.
Blitz, David, et al.. (2001). Tracking Error Allocation. SSRN Electronic Journal. 1 indexed citations
19.
Blitz, David. (2000). Russell, Einstein and the Philosophy of Non-Absolute Pacifism. Russell the Journal of Bertrand Russell Studies. 20(2). 101–128.
20.
Blitz, David. (1999). Russell and the Boer War: from Imperialist to Anti-imperialist. Russell the Journal of Bertrand Russell Studies. 19(2). 117–141.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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