| The volatility effect: Lower risk without lower return D Blitz, P Van Vliet Journal of portfolio management, 102-113, 2007 | 677 | 2007 |
| The volatility effect in emerging markets D Blitz, J Pang, P Van Vliet Emerging Markets Review 16, 31-45, 2013 | 224 | 2013 |
| Risk aversion and skewness preference T Post, P Van Vliet, H Levy Journal of Banking & Finance 32 (7), 1178-1187, 2008 | 161 | 2008 |
| Downside risk and asset pricing T Post, P Van Vliet Journal of Banking & Finance 30 (3), 823-849, 2006 | 148 | 2006 |
| Explanations for the volatility effect: An overview based on the CAPM assumptions D Blitz, EG Falkenstein, P Van Vliet Available at SSRN 2270973, 2013 | 137 | 2013 |
| Global tactical cross-asset allocation: applying value and momentum across asset classes D Blitz, P Van Vliet Journal of Portfolio Management, 23-28, 2008 | 131 | 2008 |
| Global factor premiums G Baltussen, L Swinkels, P Van Vliet Journal of Financial Economics 142 (3), 1128-1154, 2021 | 96 | 2021 |
| Violations of cumulative prospect theory in mixed gambles with moderate probabilities G Baltussen, T Post, P Van Vliet Management science 52 (8), 1288-1290, 2006 | 75 | 2006 |
| The volatility effect revisited D Blitz, P Van Vliet, G Baltussen Available at SSRN 3442749, 2019 | 74 | 2019 |
| Five concerns with the five-factor model D Blitz, MX Hanauer, M Vidojevic, P Van Vliet Available at SSRN 2862317, 2016 | 74 | 2016 |
| An anatomy of calendar effects L Swinkels, P Van Vliet Journal of Asset Management 13 (4), 271-286, 2012 | 72 | 2012 |
| Conditional downside risk and the CAPM T Post, P Van Vliet ERS-2004-048-F&A, 2005 | 71 | 2005 |
| Factor investing: Long-only versus long-short J Huij, S Lansdorp, D Blitz, P van Vliet Available at SSRN 2417221, 2014 | 56 | 2014 |
| Fundamental indexation: Rebalancing assumptions and performance D Blitz, B Van Der Grient, P Van Vliet Journal of Index Investing 1 (2), 82-88, 2010 | 44 | 2010 |
| When equity factors drop their shorts D Blitz, G Baltussen, P van Vliet Financial Analysts Journal 76 (4), 73-99, 2020 | 42 | 2020 |
| Sorting out downside beta T Post, P Van Vliet, S Lansdorp Available at SSRN 1980614, 2012 | 35 | 2012 |
| Is the relation between volatility and expected stock returns positive, flat or negative? P Van Vliet, D Blitz, B Van der Grient Flat or Negative, 2011 | 29 | 2011 |
| Global tactical sector allocation: A quantitative approach RQ Doeswijk, P Van Vliet Available at SSRN 1742422, 2010 | 29 | 2010 |
| Downside Risk and Empirical Asset Pricing P van Vliet | 29 | 2004 |
| Media attention and the volatility effect D Blitz, R Huisman, L Swinkels, P van Vliet Finance Research Letters 36, 101317, 2020 | 28 | 2020 |
David BlitzRobecoVerified email at robeco.nl