Pim van Vliet
From Wikipedia, the free encyclopedia
Pim van Vliet (born 30 September 1977) is a Dutch fund manager specializing in quantitative investment strategies, with a focus on low-volatility equities. As the head of conservative equities at Robeco Quantitative Investments, van Vliet has contributed to the field through both academic research and practical investment management.
Pim van Vliet | |
|---|---|
| Born | September 30, 1977 |
| Alma mater | Erasmus University Rotterdam |
| Occupations | Fund manager and Author |
| Known for | Quantitative Investing |
| Notable work | Co-authored "High Returns From Low Risk" |
Pim van Vliet holds a PhD in finance and a Master's in Economics (cum laude) from Erasmus University Rotterdam. He has a history degree and completed a dissertation on Downside Risk and Empirical Asset Pricing in 2004.[1]
Career
Van Vliet joined Robeco in 2005 as a quantitative fund analyst. In 2006, he initiated Robeco's Conservative Equity strategies, part of a broader shift within the finance industry towards data-driven, quantitative investing. He has published research in leading academic journals on topics such as low-volatility investing,[2][3] factor premiums, and skewness preferences,[4][5] and he has also contributed articles to the CFA Institute Blog.[6]
His expertise has led to appearances on investment podcasts and webinars.[7][8] and he has been cited in financial media including, the Financial Times, Reuters, Institutional Investor, Bloomberg, and the Washington Post.[9][10][11][12][13] His work on the volatility effect received Emerald's Citation of Excellence Award.[14]
Selected publications
Van Vliet has written numerous of academic papers on quantitative investing. His papers, co-authored with researchers including David Blitz, Guido Baltussen, Eric Falkenstein, and Haim Levy, have been downloaded more than 100,000 times on SSRN.[2] Notable publications include:
- Global Factor Premiums, with Guido Baltussen and Laurens Swinkels, Journal of Financial Economics, 2021.[15]
- When Equity Factors Drop Their Shorts, with David Blitz and Guido Baltussen, Financial Analyst Journal, 2020.[16]
- The Conservative Formula: Quantitative Investing Made Easy, with David Blitz, Journal of Portfolio Management, 2018.[17]
- The Volatility Effect: Lower Risk without Lower Returns, with David Blitz, Journal of Portfolio Management, 2007.[18]
- Risk Aversion and Skewness Preference, with Haim Levy and Thierry Post, Journal of Banking and Finance, 2008.[19]
Investment book
In 2016 Van Vliet co-authored High Returns from Low Risk: A Remarkable Stock Market Paradox with Jan de Koning.[20] The book introduces defensive equity investing to a broad audience and presents the "Conservative Formula," which suggests that portfolios of lower-risk stocks can achieve higher returns than commonly assumed. It has been translated into several languages, including Chinese, German, French, Spanish, and Dutch.[21][22][23][24]
