Pim van Vliet explained

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
Birth Date:30 September 1977
Birth Place:Bodegraven, Netherlands
Occupation:Fund manager and Author
Known For:Quantitative Investing
Nationality:Dutch
Alma Mater:Erasmus University Rotterdam
Notable Works:Co-authored "High Returns From Low Risk"

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's career transitioned from academia to finance in 2005 when he joined Robeco as a quantitative fund analyst. In 2006, he initiated Robeco's Conservative Equity strategies, this development has been part of a broader shift within the finance industry towards quantitative, data-driven investment approaches. He has contributed to the field through research papers and publications on quantitative investing and the area of low-volatility investing .[2] In 2016 he wrote the investment book which explains defensive equity investing to a broad audience.[3]

His expertise has led to appearances on podcasts and webinars.[4] [5] and citations in the Financial Times, Reuters, and Institutional Investor.[6] [7] [8] [9] His research in the field of quantitative investing, spanning historical data covering over a century, was featured in articles by Bloomberg and by the Washington Post.[10] [11] [12] Furthermore, he has contributed articles on factor investing to peer-reviewed academic journals, including the Journal of Financial Economics, Financial Analyst Journal, Management Science, Journal of Banking and Finance, and The Journal of Portfolio Management.

Selected publications

Pim has authored a large number of academic papers and an investment book, contributing to the study of the low-volatility anomaly. His collaborations have included co-authors such as Guido Baltussen, David Blitz, Eric Falkenstein, Haim Levy, and others. His papers have been widely accessed, exceeding 100,000 on the Social Science Research Network (SSRN).[13] As of 2023, his h-index stands at 12 (Scopus) and 20 (Scholar).[14] [15] Noteworthy publications include:

Investment book

In 'High Returns from Low Risk: A Remarkable Stock Market Paradox,' co-authored with Jan de Koning and published in 2016, van Vliet presents the 'Conservative Formula.' This work critiques prevailing market theories by positing that investments traditionally perceived as lower risk can yield higher returns. The book's reception highlights its contribution to ongoing debates in investment strategy, despite some skepticism regarding its counterintuitive premises.[21] It has been translated into several languages, including Chinese, German, French, Spanish and Dutch, has made van Vliet's research accessible to a global audience. [22] [23] [24] [25] [26] The book received the distinction of being named a top must-read on finance-monthly.com in 2017 and has been reviewed by various platforms across the United States, Europe, and China.[27] [28] [29] [30] [31] [32] [33] [34] [35] [36]

Award

Citation of Excellence Award Issued by Emerald for paper "The Volatility Effect: Lower Risk without Lower Returns" in Journal of Portfolio Management.[37]

Personal life

Pim lives in Berkel en Rodenrijs, The Netherlands.[38] 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.

See also

Notes and References

  1. Web site: PhD Track: Downside Risk And Empirical Asset Pricing. 2022-01-26. www.erim.eur.nl. en.
  2. News: 2019-08-29 . Fortune No Longer Favors the Bold In Markets: John Authers . en . Bloomberg.com . 2022-07-16.
  3. Web site: 2022-04-19 . High Returns From Low Risk . 2023-08-15 . High Returns from Low Risk: A Remarkable Stock Market Paradox - Wiley - ISBN 1119351057 . en-US.
  4. Web site: Faber . Meb . 2018-09-12 . Episode #121: Pim van Vliet, Robeco, "The Reality Is High-Risk Stocks Earn Low Returns" . 2022-01-26 . Meb Faber Research – Stock Market and Investing Blog . en-US.
  5. Web site: 2023-08-03 . Episode 264: Pim van Vliet: The Volatility Effect, Revisited . 2023-08-15 . Rational Reminder . en-US.
  6. News: 2012-03-11 . Low or no returns send investors chasing 'smart beta' . Financial Times . 2022-01-26.
  7. Web site: The Revenge of the Chart Watchers . 2022-01-26 . Institutional Investor . 17 December 2018 . en-gb.
  8. Web site: Robeco QI Emerging Conservative Equities M $, LU0910073559:USD summary - FT.com . 2022-01-26 . markets.ft.com.
  9. News: 2011-11-11 . Robeco's van Vliet looks to ride volatility wave . en . Reuters . 2023-01-26.
  10. News: 2019-02-07 . Eternal Market Patience Offers Eternal Rewards . en . Bloomberg.com . 2022-07-16.
  11. News: 2019-11-27 . There's a Wrecking Ball Swinging at Hedge Funds . en . Bloomberg.com . 2022-07-16.
  12. News: Analysis The Fed Signals It's Not for Turning, But Markets Are . en-US . Washington Post . 2022-07-12 . 0190-8286.
  13. Web site: Author Page for Pim van Vliet :: SSRN. 2022-01-26. papers.ssrn.com.
  14. Web site: Scopus preview – Van Vliet, Pim – Author details – Scopus. 2022-01-26. www.scopus.com.
  15. Web site: Google Scholar: Author Pim van Vliet. 2022-01-26. Google Scholar.
  16. Baltussen. Guido. Swinkels. Laurens. Van Vliet. Pim. 2021-12-01. Global factor premiums. Journal of Financial Economics. en. 142. 3. 1128–1154. 10.1016/j.jfineco.2021.06.030. 237984578. 0304-405X. free.
  17. Blitz. David. Baltussen. Guido. van Vliet. Pim. 2020-10-23. When Equity Factors Drop Their Shorts. Financial Analysts Journal. 76. 4. 73–99. 10.1080/0015198X.2020.1779560. 225056464. 0015-198X. free. 1765/130144. free.
  18. Blitz. David. Vliet. Pim van. 2018-07-31. The Conservative Formula: Quantitative Investing Made Easy. The Journal of Portfolio Management. en. 44. 7. 24–38. 10.3905/jpm.2018.44.7.024. 158864563. 0095-4918.
  19. Blitz. David C.. Vliet. Pim van. 2007-10-31. The Volatility Effect. The Journal of Portfolio Management. en. 34. 1. 102–113. 10.3905/jpm.2007.698039. 154015248. 0095-4918.
  20. Post. Thierry. van Vliet. Pim. Levy. Haim. 2008-07-01. Risk aversion and skewness preference. Journal of Banking & Finance. en. 32. 7. 1178–1187. 10.1016/j.jbankfin.2006.02.008. 0378-4266.
  21. Web site: 2022-04-19 . High Returns From Low Risk . 2023-08-15 . Book website: High Returns from Low Risk: A Remarkable Stock Market Paradox . en-US.
  22. 杨斌艳 . 赵千 . 肖雪 . Yang . Binyan . Zhao . Qian . Xiao . Xue . 2019 . 我国"人工智能+"图书馆研究的发展态势分析 . 文献与数据学报 . 1 . 2 . 98–108 . 10.31193/ssap.j.issn.2096-6695.2019.02.09 . 2096-6695 . 213889519.
  23. Book: Vliet, Pim van . High returns from low risk der Weg zum eigenen stabilen Aktien-Portfolio . 2017 . Jan de Koning, FinanzBuch Verlag . 978-3-95972-020-5 . 1. Auflage . München . 964670961.
  24. Web site: Atlas Contact De conservatieve belegger – Pim van Vliet, Jan de Koning : Atlas Contact . 2022-01-26 . www.atlascontact.nl.
  25. Web site: Livre Un paradoxe financier étonnant - Economica - Finance . 2022-01-26 . www.economica.fr.
  26. Book: El pequeño libro de los altos rendimientos con bajo riesgo – Pim Van Vliet, Jan de Koning PlanetadeLibros . es-es.
  27. Web site: 28 April 2017 . The Top 10 Must Read Finance Books of 2017 . 2022-01-26 . Finance Monthly Monthly Finance News Magazine . en-GB.
  28. Web site: 2018-05-23 . Beter beleggen met de kwantformule van Robeco . 2022-01-26 . Beleggers Belangen . en.
  29. Web site: Book review: High Returns from Low Risk – looking at financial paradox . FT advisors.
  30. Web site: 7 new trading books you need on your bookshelf . Traderlife UK. August 2018 .
  31. Web site: High Returns from Low Risk – Van Vliet – a book review and recommendation . 2022-01-26 . Stockopedia . en.
  32. Web site: FINANCIERO . EL MUNDO . El pequeño libro de los altos rendimientos con bajo riesgo . 2022-01-26 . EL MUNDO FINANCIERO . es.
  33. Web site: Swedroe: Explaining The Low Vol Anomaly . ETF.com.
  34. Web site: Online . FOCUS . Fabelhafte Renditen . 2022-01-26 . FOCUS Online . de.
  35. Web site: 2022-01-14 . 37 livres sur la bourse classés par niveau pour 2022 . 2022-01-26 . MasterBourse . fr-FR.
  36. Web site: 《低风险，高回报 一个引人注目的投资悖论 中信出版社》([荷]平·范·弗利特（Pim van Vliet） [荷]杨·德·科宁（Jan de Konin）)【摘要 书评 试读】- 京东图书]. 2022-01-26. item.jd.com.
  37. Web site: Emerald Literati Awards Emerald Publishing . 2022-01-27 . www.emeraldgrouppublishing.com . en.
  38. Web site: LinkedIn homepage.

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