David C. Blitz (born 24 July 1973) is a Dutch econometrician and quantitative researcher on financial markets.
Blitz holds a PhD in Finance and a Master's in Econometrics (cum laude) from Erasmus University Rotterdam.
[1] Blitz, chief researcher at Robeco, has spent most of his career on designing and developing the quantitative investment strategies.
[7][8][6] David has written many academic papers with practical relevance for investors, with significant contributions to the low-volatility anomaly.
For paper "Are Hedge Funds on the Other Side of the Low-Volatility Trade" in the Journal of Alternative Investments and interviewed by Ronald Kahn.