Five Concerns with the Five-Factor Model
David Blitz, Matthias X. Hanauer, Milan Vidojevic and Pim van Vliet
The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 71-78; DOI: https://doi.org/10.3905/jpm.2018.44.4.071
David Blitz
is the head of quantitative equity research with Robeco Asset Management in Rotterdam, the Netherlands
Matthias X. Hanauer
is a quantitative researcher with Robeco Asset Management in Rotterdam, the Netherlands, and holds a part-time position at Technische Universität München in Munich, Germany
Milan Vidojevic
is a quantitative researcher with Robeco Asset Management in New York, NY, and holds a position at VU Amsterdam
Pim van Vliet
is a portfolio manager with Robeco Asset Management in Rotterdam, the Netherlands
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In this issue
The Journal of Portfolio Management
Vol. 44, Issue 4
Quantitative Special Issue 2018
Five Concerns with the Five-Factor Model
David Blitz, Matthias X. Hanauer, Milan Vidojevic, Pim van Vliet
The Journal of Portfolio Management Mar 2018, 44 (4) 71-78; DOI: 10.3905/jpm.2018.44.4.071