Five Concerns with the Five-Factor Model

David Blitz; Matthias X. Hanauer; Milan Vidojevic; Pim van Vliet

doi:10.3905/jpm.2018.44.4.071

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

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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

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Milan Vidojevic

is a quantitative researcher with Robeco Asset Management in New York, NY, and holds a position at VU Amsterdam

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Pim van Vliet

is a portfolio manager with Robeco Asset Management in Rotterdam, the Netherlands

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Five Concerns with the Five-Factor Model