[BOOK][B] Measures of corporate earnings

DM Blitzer, RE Friedman, H Silverblatt - 2002 - chasegalleryconnect.org
Over the last decade, intensifying pressure to meet Wall Street earnings expectations led
more and more companies to introduce new and different earnings measures and reporting …

Survivorship bias: comment

DM Blitzer - Journal of Portfolio Management, 1995 - search.proquest.com
Garcia and Gould (1993) offer some interesting suggestions about the performance of stocks
in the S&P 500 along with a limited analysis of the data published by S&P at the time the …

Equity Duration–Updated Duration of the S&P 500

DM Blitzer, S Dash, P Murphy - Available at SSRN 1476376, 2009 - papers.ssrn.com
In early 2004, we published a paper which described a simple model of asset allocation for
pension plans that incorporated the concept of equity duration. We believe that a diversified …

Financial innovation and indices: a perspective on financial innovation

DM Blitzer - Journal of Applied Finance, 2005 - papers.ssrn.com
This article is a review of the role and importance of stock indices in encouraging and supporting
financial innovations over the last 40 years. The analysis highlights the role of indices, …

Equity Duration of the S&P 500: Latest Updates

DM Blitzer, F Luo, AM Soe - Available at SSRN 2085954, 2012 - papers.ssrn.com
Annually, S&P Indices publishes an updated report and history of duration for the S&P 500.
We acknowledge that equity duration estimation is an evolving science. We also believe that …

[PDF][PDF] Using equity duration in pension fund asset allocation

DM Blitzer, L Cohn - New York: Standard and Poor, 2004 - pfasoftware.com
❑ The divergent fortunes of equities and bonds over the last few years, combined with the
long-term trend of ageing work forces and increasing benefit costs, have led to serious …

The S&P Equal Weight Index Uses, Properties and Historical Simulations

…, S Dash, M Dellapa, DM Blitzer - Properties and Historical …, 2003 - papers.ssrn.com
The capitalization-weighted S&P 500 is clearly a measure of the investment opportunity set
of large-cap US equity market. However, an equally weighted investment strategy might …

Does Active Management Work for Small-Cap Stocks?

DM Blitzer, S Dash - The Journal of Retirement, 2003 - pm-research.com
It is commonly believed that active funds perform better than indices in the small-cap market
because of that market's relative inefficiency. In this article, we show that two issues—…

Commentary: Marketing hype versus investment strategy

DM Blitzer - The Journal of Index Investing, 2015 - search.proquest.com
The current ETF buzzword is" smart beta." ETF issuers and investors talk about smart beta,
complain about the term, and rarely agree on what it means. The noise surrounding smart …

Commentary: Governments and Stock Markets

DM Blitzer - The Journal of Index Investing, 2015 - search.proquest.com
Equity investors face many challenges, such as understanding markets, evaluating economic
trends, and forecasting market moves, and in many countries, an additional challenge is …