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Autor: David Blitz

Publikováno v: The Journal of Portfolio Management. 48:26-43

Traditional business cycle indicators do not capture much of the large cyclical variation in factor returns. Major turning points of factors seem to be caused by abrupt changes in investor sentiment instead. The author infers a quant cycle directly f

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a5435b11f0895121057dc2f64e1fb91d
https://doi.org/10.3905/jpm.2021.1.304

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Akademický článek

Hemi-Nikaidoh: Partial Aortic Root Translocation and Posterior Left Ventricular Outflow Tract Plasty

Autor: Emile Bacha, MD, Stephanie Nguyen, MD, David Blitzer, MD, Maroun Yammine, MD

Publikováno v: Annals of Thoracic Surgery Short Reports, Vol 2, Iss 3, Pp 418-420 (2024)

Among repairs for ventriculoarterial discordance, ventricular septal defect, and pulmonary stenosis, aortic root translocation (Nikaidoh operation) offers the most anatomic result. With a diminutive pulmonary annulus or hypoplastic left ventricular o

Externí odkaz: https://doaj.org/article/18da58a08d0c4bc98a0e6d9e0a5b991b

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Who owns tobacco stocks?

Autor: David Blitz, Laurens Swinkels

Publikováno v: Journal of Asset Management, 22. Palgrave Macmillan Ltd.

We compare the ownership characteristics of tobacco stocks with their peers in the same country and industry group. We find lower reported ownership for stocks in the tobacco industry, which suggests that anonymous investors are larger owners of thes

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d09a64fbfb4b0dc082f1e61011ffe9ad
https://doi.org/10.1057/s41260-021-00224-2

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The Quant Crisis of 2018–2020: Cornered by Big Growth

Autor: David Blitz

Publikováno v: The Journal of Portfolio Management. 47:8-21

This article examines the performance of equity factor portfolios during the quant crisis of 2018–2020. The author finds that there was basically only one way to outperform during this period, namely by investing in the largest and most expensive g

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::d1733cca15ae48e5aa229727f9c2ecb2
https://doi.org/10.3905/jpm.2021.1.232

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Akademický článek

Pathway to cardiothoracic surgery: A primer for aspiring studentsCentral MessagePerspective

Autor: Adham Ahmed, BS, John A. Treffalls, BS, Cameron Best, MD, Gianna J. Dafflisio, BS, Samantha Xu, MPH, Lena E. Trager, MD, Sarin N. Paluri, BS, Andrew Jones, BA, George Olverson, IV, BS, Aakash M. Shah, MD, Austin L. Hingtgen, BA, Samantha Colon, BS, Jason J. Han, MD, David Blitzer, MD, Rohun Bhagat, MD, Sara J. Pereira, MD, Irbaz Hameed, MD

Publikováno v: JTCVS Open, Vol 20, Iss , Pp 112-122 (2024)

Objective: The pathway to cardiothoracic surgery is often obscure for premedical students and aspiring applicants and requires navigating various known and unknown obstacles. Recognizing the challenges encountered on the path to a career in cardiotho

Externí odkaz: https://doaj.org/article/65718ce00845428184dc5921f24e9fbc

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The Performance of Exchange-Traded Funds

Autor: David Blitz, Milan Vidojevic

Publikováno v: Journal of Alternative Investments, 23(3), 81-99. Institutional Investor, Inc
Blitz, D & Vidojevic, M 2021, ' The performance of exchange-traded funds ', Journal of Alternative Investments, vol. 23, no. 3, pp. 81-99 . https://doi.org/10.3905/JAI.2020.1.116

Exchange-traded funds (ETFs) are commonly regarded as an efficient, low-cost alternative to actively managed mutual funds, yet their perceived superiority is largely anecdotal. We evaluate the performance of a comprehensive, survivorship-bias-free sa

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ff7034ea24e047aa024a7033e94a4d4d
https://doi.org/10.3905/jai.2020.1.116

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Resurrecting the Value Premium

Autor: Matthias X. Hanauer, David Blitz

Publikováno v: The Journal of Portfolio Management. 47:63-81

The prolonged poor performance of the value factor has led to doubts about whether the value premium still exists. Some have noted that the observed returns still fall within statistical confidence intervals, but such arguments do not restore full co

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::db9a6791293d990b4633f0a8cd7ac106
https://doi.org/10.3905/jpm.2020.1.188

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