Pim van Vliet

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 (1977-09-30) September 30, 1977
Bodegraven, Netherlands
Alma materErasmus University Rotterdam
OccupationsFund manager and Author
Known forQuantitative Investing
Notable workCo-authored "High Returns From Low Risk"

Early life and education

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:

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] and was named a top finance must-read by Finance Monthly in 2017.[25]

Personal life

Van Vliet lives in Berkel en Rodenrijs, the Netherlands. Van Vliet's early introduction to investing by his father has been a foundational influence on his career, a narrative he shares in his book to illustrate the long-term value of defensive investment strategies.[20]

See also

References

  1. ^ "PhD Track: Downside Risk And Empirical Asset Pricing". www.erim.eur.nl. Retrieved 2022-01-26.
  2. ^ a b "Author Page for Pim van Vliet :: SSRN". papers.ssrn.com. Retrieved 2022-01-26.
  3. ^ "Fortune No Longer Favors the Bold In Markets: John Authers". Bloomberg.com. 2019-08-29. Retrieved 2022-07-16.
  4. ^ "Scopus preview – Van Vliet, Pim – Author details – Scopus". www.scopus.com. Retrieved 2022-01-26.
  5. ^ "Google Scholar: Author Pim van Vliet". Google Scholar. Retrieved 2022-01-26.
  6. ^ Pim van Vliet, PhD, Author at CFA Institute Enterprising Investor
  7. ^ Faber, Meb (2018-09-12). "Episode #121: Pim van Vliet, Robeco, "The Reality Is High-Risk Stocks Earn Low Returns"". Meb Faber Research – Stock Market and Investing Blog. Retrieved 2022-01-26.
  8. ^ "Episode 264: Pim van Vliet: The Volatility Effect, Revisited". Rational Reminder. 2023-08-03. Retrieved 2023-08-15.
  9. ^ "Low or no returns send investors chasing 'smart beta'". Financial Times. 2012-03-11. Retrieved 2022-01-26.
  10. ^ "The Revenge of the Chart Watchers". Institutional Investor. 17 December 2018. Retrieved 2022-01-26.
  11. ^ "Eternal Market Patience Offers Eternal Rewards". Bloomberg.com. 2019-02-07. Retrieved 2022-07-16.
  12. ^ "There's a Wrecking Ball Swinging at Hedge Funds". Bloomberg.com. 2019-11-27. Retrieved 2022-07-16.
  13. ^ "Analysis | The Fed Signals It's Not for Turning, But Markets Are". Washington Post. ISSN 0190-8286. Retrieved 2022-07-12.
  14. ^ "Emerald Literati Awards | Emerald Publishing". www.emeraldgrouppublishing.com. Retrieved 2022-01-27.
  15. ^ Baltussen, Guido; Swinkels, Laurens; Van Vliet, Pim (2021-12-01). "Global factor premiums". Journal of Financial Economics. 142 (3): 1128–1154. doi:10.1016/j.jfineco.2021.06.030. ISSN 0304-405X. S2CID 237984578.
  16. ^ Blitz, David; Baltussen, Guido; van Vliet, Pim (2020-10-23). "When Equity Factors Drop Their Shorts". Financial Analysts Journal. 76 (4): 73–99. doi:10.1080/0015198X.2020.1779560. hdl:1765/130144. ISSN 0015-198X. S2CID 225056464.
  17. ^ Blitz, David; Vliet, Pim van (2018-07-31). "The Conservative Formula: Quantitative Investing Made Easy". The Journal of Portfolio Management. 44 (7): 24–38. doi:10.3905/jpm.2018.44.7.024. ISSN 0095-4918. S2CID 158864563.
  18. ^ Blitz, David C.; Vliet, Pim van (2007-10-31). "The Volatility Effect". The Journal of Portfolio Management. 34 (1): 102–113. doi:10.3905/jpm.2007.698039. ISSN 0095-4918. S2CID 154015248.
  19. ^ Post, Thierry; van Vliet, Pim; Levy, Haim (2008-07-01). "Risk aversion and skewness preference". Journal of Banking & Finance. 32 (7): 1178–1187. doi:10.1016/j.jbankfin.2006.02.008. ISSN 0378-4266.
  20. ^ a b "High Returns From Low Risk". High Returns from Low Risk: A Remarkable Stock Market Paradox - Wiley - ISBN 1119351057. 2022-04-19. Retrieved 2023-08-15.
  21. ^ Vliet, Pim van (2017). High returns from low risk der Weg zum eigenen stabilen Aktien-Portfolio. Jan de Koning, FinanzBuch Verlag (1. Auflage ed.). München. ISBN 978-3-95972-020-5. OCLC 964670961.{{cite book}}: CS1 maint: location missing publisher (link)
  22. ^ "Atlas Contact De conservatieve belegger – Pim van Vliet, Jan de Koning : Atlas Contact". www.atlascontact.nl. Retrieved 2022-01-26.
  23. ^ "Livre Un paradoxe financier étonnant - Economica - Finance". www.economica.fr. Retrieved 2022-01-26.
  24. ^ El pequeño libro de los altos rendimientos con bajo riesgo – Pim Van Vliet, Jan de Koning | PlanetadeLibros (in European Spanish).
  25. ^ "The Top 10 Must Read Finance Books of 2017". Finance Monthly | Monthly Finance News Magazine. 28 April 2017. Retrieved 2022-01-26.
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