Work

The Volatility Effect

Year: 2007

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2007.698039

Authors: David C. Blitz, Pim van Vliet

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1970205847

FWCI: 4.02

Cites: 11

Cited by: 362

Related to: 10