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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 |
| Nationality | Dutch |
| Alma mater | Erasmus University Rotterdam |
| Occupation(s) | 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]
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][3] In 2016 he wrote the investment book which explains defensive equity investing to a broad audience.[4]
His expertise has led to appearances on podcasts and webinars.[5][6] and citations in the Financial Times, Reuters, and Institutional Investor.[7][8][9][10] 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.[11][12][13] 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.
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).[2] As of 2023, his h-index stands at 12 (Scopus) and 20 (Scholar).[14][15] Noteworthy publications include:
- Global Factor Premiums, with Guido Baltussen and Laurens Swinkels, Journal of Financial Economics, 2021.[16]
- When Equity Factors Drop Their Shorts, with David Blitz and Guido Baltussen, Financial Analyst Journal, 2020.[17]
- The Conservative Formula: Quantitative Investing Made Easy, with David Blitz, Journal of Portfolio Management, 2018.[18]
- The Volatility Effect: Lower Risk without Lower Returns, with David Blitz, Journal of Portfolio Management, 2007.[19]
- Risk Aversion and Skewness Preference, with Haim Levy and Thierry Post, Journal of Banking and Finance, 2008.[20]
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]
Citation of Excellence Award Issued by Emerald for paper "The Volatility Effect: Lower Risk without Lower Returns" in Journal of Portfolio Management.[37]
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.[4]
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