Author:
Blitz David,Hanauer Matthias Xaver,Hoogteijling Tobias,Howard Clint
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference34 articles.
1. Machine Learning versus Economic Restrictions: Evidence from Stock Return Predictability;D Avramov;Management Science,2022
2. The quant crisis of 2018-2020: Cornered by big growth;D Blitz;Journal of Portfolio Management,2021
3. Resurrecting the Value Premium;D Blitz;Journal of Portfolio Management,2021
4. Beyond Fama-French Factors: Alpha from Short-Term Signals;D Blitz;Financial Analysts Journal (forthcoming),2023
5. How Can Machine Learning Advance Quantitative Asset Management;D Blitz;Journal of Portfolio Management,2023