Pim van Vliet: Difference between revisions
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== Career == |
== Career == |
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Pim is a [[quantitative fund]] manager at [[Robeco]] and has spent most of his career developing and managing [[Quantitative analysis (finance)|quantitative strategies]].<ref>{{Cite web|title=Citywire Fund Managers|url=https://citywire.com/funds-insider/manager/pim-van-vliet/d17262|access-date=2022-01-26|website=Citywire}}</ref><ref>{{Cite web|date=2021-12-15|title=Robeco {{!}} Pim van Vliet|url=https://www.robeco.com/en/insights/authors/pim-van-vliet.html|access-date=2022-01-26|website=Robeco Quantitative Investing|language=en}}</ref> He is [[portfolio manager]] and responsible for several multi-billion investment funds which are all team managed and have a rules-based approach.<ref>{{Cite web|title=Robeco QI Emerging Conservative Equities M $, LU0910073559:USD summary - FT.com|url=https://markets.ft.com/data/funds/tearsheet/summary?s=LU0910073559:USD|access-date=2022-01-26|website=markets.ft.com}}</ref> He is the author of the [[Pim van vliet|investment book]] "High returns from Low risk" which explains [[low-volatility investing]] in a non-technical way and is available in six languages.<ref name=":0">{{Cite web|title=High Returns from Low Risk: A Remarkable Stock Market Paradox {{!}} Wiley|url=https://www.wiley.com/en-gb/High+Returns+from+Low+Risk%3A+A+Remarkable+Stock+Market+Paradox-p-9781119351054|access-date=2022-01-26|website=Wiley.com|language=en-gb}}</ref><ref>{{Cite web|title=High Returns from Low Risk|url=https://www.paradoxinvesting.com|url-status=live}}</ref> He has published over 20 of articles in peer-reviewed academic journals, such as the [[Journal of Financial Economics]], [[CFA Institute|Financial Analyst Journal]], [[Management Science (journal)|Management Science]], [[Journal of Banking and Finance]], and [[The Journal of Portfolio Management|Journal of Portfolio Management]]. He specializes in [[low-volatility investing]] and [[factor investing]] and presents his research at international seminars and has also appeared in podcasts.<ref>{{Cite web|last=Faber|first=Meb|date=2018-09-12|title=Episode #121: Pim van Vliet, Robeco, "The Reality Is High-Risk Stocks Earn Low Returns"|url=https://mebfaber.com/2018/09/12/episode-121-pim-van-vliet-the-reality-is-high-risk-stocks-earn-low-returns/|access-date=2022-01-26|website=Meb Faber Research - Stock Market and Investing Blog|language=en-US}}</ref><ref>{{Cite web|last=|first=|title=Podcast Luisteren (PodNL): #54 I In gesprek met Pim van Vliet - Dr. Risico|url=https://podcastluisteren.nl/ep/Beleggen-met-Rowan-Nijboer-54-I-In-gesprek-met-Pim-van-Vliet-Dr-Risico|access-date=2022-01-26|website=podcastluisteren.nl|language=en}}</ref> His work on smart beta was mentioned in the [[Financial Times]] and [[Institutional Investor (magazine)|Institutional Investor]] and his research was featured in [[Bloomberg News|Bloomberg]] articles in 2019 and 2021.<ref>{{Cite news|date=2012-03-11|title=Low or no returns send investors chasing ‘smart beta’|work=Financial Times|url=https://www.ft.com/content/f5677e2a-690d-11e1-956a-00144feabdc0|access-date=2022-01-26}}</ref><ref>{{Cite web|title=The Revenge of the Chart Watchers|url=https://www.institutionalinvestor.com/article/b1c98rq2gy9m7n/The-Revenge-of-the-Chart-Watchers|access-date=2022-01-26|website=Institutional Investor|language=en-gb}}</ref><ref>{{Cite web|title=Eternal market patience offers eternal reward|url=https://www.bloomberg.com/opinion/articles/2019-02-07/eternal-market-patience-offers-eternal-rewards|website=Bloomberg}}</ref><ref>{{Cite web|title=Momentum was a thing in the 19th century|url=https://www.bloomberg.com/opinion/articles/2021-11-24/momentum-was-a-thing-in-the-19th-century-stock-market-too|access-date=2022-01-26|website=www.bloomberg.com}}</ref> |
Pim is a [[quantitative fund]] manager at [[Robeco]] and has spent most of his career developing and managing [[Quantitative analysis (finance)|quantitative strategies]].<ref>{{Cite web|title=Citywire Fund Managers|url=https://citywire.com/funds-insider/manager/pim-van-vliet/d17262|access-date=2022-01-26|website=Citywire}}</ref><ref>{{Cite web|date=2021-12-15|title=Robeco {{!}} Pim van Vliet|url=https://www.robeco.com/en/insights/authors/pim-van-vliet.html|access-date=2022-01-26|website=Robeco Quantitative Investing|language=en}}</ref> He is [[portfolio manager]] and responsible for several multi-billion investment funds which are all team managed and have a rules-based approach.<ref>{{Cite web|title=Robeco QI Emerging Conservative Equities M $, LU0910073559:USD summary - FT.com|url=https://markets.ft.com/data/funds/tearsheet/summary?s=LU0910073559:USD|access-date=2022-01-26|website=markets.ft.com}}</ref> He is the author of the [[Pim van vliet|investment book]] "High returns from Low risk" which explains [[low-volatility investing]] in a non-technical way and is available in six languages.<ref name=":0">{{Cite web|title=High Returns from Low Risk: A Remarkable Stock Market Paradox {{!}} Wiley|url=https://www.wiley.com/en-gb/High+Returns+from+Low+Risk%3A+A+Remarkable+Stock+Market+Paradox-p-9781119351054|access-date=2022-01-26|website=Wiley.com|language=en-gb}}</ref><ref>{{Cite web|title=Book website: High Returns from Low Risk|url=https://www.paradoxinvesting.com|url-status=live|website=Paradoxinvesting}}</ref> He has published over 20 of articles in peer-reviewed academic journals, such as the [[Journal of Financial Economics]], [[CFA Institute|Financial Analyst Journal]], [[Management Science (journal)|Management Science]], [[Journal of Banking and Finance]], and [[The Journal of Portfolio Management|Journal of Portfolio Management]]. He specializes in [[low-volatility investing]] and [[factor investing]] and presents his research at international seminars and has also appeared in podcasts.<ref>{{Cite web|last=Faber|first=Meb|date=2018-09-12|title=Episode #121: Pim van Vliet, Robeco, "The Reality Is High-Risk Stocks Earn Low Returns"|url=https://mebfaber.com/2018/09/12/episode-121-pim-van-vliet-the-reality-is-high-risk-stocks-earn-low-returns/|access-date=2022-01-26|website=Meb Faber Research - Stock Market and Investing Blog|language=en-US}}</ref><ref>{{Cite web|last=|first=|title=Podcast Luisteren (PodNL): #54 I In gesprek met Pim van Vliet - Dr. Risico|url=https://podcastluisteren.nl/ep/Beleggen-met-Rowan-Nijboer-54-I-In-gesprek-met-Pim-van-Vliet-Dr-Risico|access-date=2022-01-26|website=podcastluisteren.nl|language=en}}</ref> His work on smart beta was mentioned in the [[Financial Times]] and [[Institutional Investor (magazine)|Institutional Investor]] and his research was featured in [[Bloomberg News|Bloomberg]] articles in 2019 and 2021.<ref>{{Cite news|date=2012-03-11|title=Low or no returns send investors chasing ‘smart beta’|work=Financial Times|url=https://www.ft.com/content/f5677e2a-690d-11e1-956a-00144feabdc0|access-date=2022-01-26}}</ref><ref>{{Cite web|title=The Revenge of the Chart Watchers|url=https://www.institutionalinvestor.com/article/b1c98rq2gy9m7n/The-Revenge-of-the-Chart-Watchers|access-date=2022-01-26|website=Institutional Investor|language=en-gb}}</ref><ref>{{Cite web|title=Eternal market patience offers eternal reward|url=https://www.bloomberg.com/opinion/articles/2019-02-07/eternal-market-patience-offers-eternal-rewards|website=Bloomberg}}</ref><ref>{{Cite web|title=Momentum was a thing in the 19th century|url=https://www.bloomberg.com/opinion/articles/2021-11-24/momentum-was-a-thing-in-the-19th-century-stock-market-too|access-date=2022-01-26|website=www.bloomberg.com}}</ref> |
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== Selected publications == |
== Selected publications == |
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Pim has written an investment book and many [[Academic journal|academic]] papers, with significant contributions to the [[low-volatility anomaly]]. His co-authors include Guido Baltussen, [[David C. Blitz|David Blitz]], [[Eric Falkenstein]], Haim Levy, and others. He is a top-200 most downloaded SSRN author.<ref>{{Cite web|title=Author Page for Pim van Vliet :: SSRN|url=https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=296465|access-date=2022-01-26|website=papers.ssrn.com}}</ref> As of 2022 his h-index is 9 (Scopus) and 19 (Scholar).<ref>{{Cite web|title=Scopus preview - Van Vliet, Pim - Author details - Scopus|url=https://www.scopus.com/authid/detail.uri?authorId=56216642700|access-date=2022-01-26|website=www.scopus.com}}</ref><ref>{{Cite web|title=Google Scholar: Author Pim van Vliet|url=https://scholar.google.com/citations?user=p68dvE8AAAAJ&hl=en|access-date=2022-01-26|website=Google Scholar}}</ref> His most impactful publications are: |
Pim has written an investment book and many [[Academic journal|academic]] papers, with significant contributions to the [[low-volatility anomaly]]. His co-authors include [[Guido Baltussen]], [[David C. Blitz|David Blitz]], [[Eric Falkenstein]], Haim Levy, and others. He is a top-200 most downloaded SSRN author.<ref>{{Cite web|title=Author Page for Pim van Vliet :: SSRN|url=https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=296465|access-date=2022-01-26|website=papers.ssrn.com}}</ref> As of 2022 his h-index is 9 (Scopus) and 19 (Scholar).<ref>{{Cite web|title=Scopus preview - Van Vliet, Pim - Author details - Scopus|url=https://www.scopus.com/authid/detail.uri?authorId=56216642700|access-date=2022-01-26|website=www.scopus.com}}</ref><ref>{{Cite web|title=Google Scholar: Author Pim van Vliet|url=https://scholar.google.com/citations?user=p68dvE8AAAAJ&hl=en|access-date=2022-01-26|website=Google Scholar}}</ref> His most impactful publications are: |
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* Global Factor Premiums, Journal of Financial Economics, 2021.<ref>{{Cite journal|last=Baltussen|first=Guido|last2=Swinkels|first2=Laurens|last3=Van Vliet|first3=Pim|date=2021-12-01|title=Global factor premiums|url=https://www.sciencedirect.com/science/article/pii/S0304405X21003007|journal=Journal of Financial Economics|language=en|volume=142|issue=3|pages=1128–1154|doi=10.1016/j.jfineco.2021.06.030|issn=0304-405X}}</ref> |
* Global Factor Premiums, Journal of Financial Economics, 2021.<ref>{{Cite journal|last=Baltussen|first=Guido|last2=Swinkels|first2=Laurens|last3=Van Vliet|first3=Pim|date=2021-12-01|title=Global factor premiums|url=https://www.sciencedirect.com/science/article/pii/S0304405X21003007|journal=Journal of Financial Economics|language=en|volume=142|issue=3|pages=1128–1154|doi=10.1016/j.jfineco.2021.06.030|issn=0304-405X}}</ref> |
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* The Conservative Formula: Quantitative Investing made easy, Journal of Portfolio Management, 2018.<ref>{{Cite journal|last=Blitz|first=David|last2=Vliet|first2=Pim van|date=2018-07-31|title=The Conservative Formula: Quantitative Investing Made Easy|url=https://jpm.pm-research.com/content/44/7/24|journal=The Journal of Portfolio Management|language=en|volume=44|issue=7|pages=24–38|doi=10.3905/jpm.2018.44.7.024|issn=0095-4918}}</ref> |
* The Conservative Formula: Quantitative Investing made easy, Journal of Portfolio Management, 2018.<ref>{{Cite journal|last=Blitz|first=David|last2=Vliet|first2=Pim van|date=2018-07-31|title=The Conservative Formula: Quantitative Investing Made Easy|url=https://jpm.pm-research.com/content/44/7/24|journal=The Journal of Portfolio Management|language=en|volume=44|issue=7|pages=24–38|doi=10.3905/jpm.2018.44.7.024|issn=0095-4918}}</ref> |
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* The Volatility Effect: Lower Risk without Lower Returns, Journal of Portfolio Management, 2007.<ref>{{Cite journal|last=Blitz|first=David C.|last2=Vliet|first2=Pim van|date=2007-10-31|title=The Volatility Effect|url=https://jpm.pm-research.com/content/34/1/102|journal=The Journal of Portfolio Management|language=en|volume=34|issue=1|pages=102–113|doi=10.3905/jpm.2007.698039|issn=0095-4918}}</ref> |
* The Volatility Effect: Lower Risk without Lower Returns, Journal of Portfolio Management, 2007.<ref>{{Cite journal|last=Blitz|first=David C.|last2=Vliet|first2=Pim van|date=2007-10-31|title=The Volatility Effect|url=https://jpm.pm-research.com/content/34/1/102|journal=The Journal of Portfolio Management|language=en|volume=34|issue=1|pages=102–113|doi=10.3905/jpm.2007.698039|issn=0095-4918}}</ref> |
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* Risk aversion and skewness preference , Journal of Banking and Finance, 2008.<ref>{{Cite journal|last=Post|first=Thierry|last2=van Vliet|first2=Pim|last3=Levy|first3=Haim|date=2008-07-01|title=Risk aversion and skewness preference|url=https://www.sciencedirect.com/science/article/pii/S037842660700297X|journal=Journal of Banking & Finance|language=en|volume=32|issue=7|pages=1178–1187|doi=10.1016/j.jbankfin.2006.02.008|issn=0378-4266}}</ref> |
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== Investment book == |
== Investment book == |
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High Returns from Low Risk, [[Wiley (publisher)|Wiley Publishers]], 2017.<ref name=":0" /> |
High Returns from Low Risk: a remarkable stock market paradox, [[Wiley (publisher)|Wiley Publishers]], 2017.<ref name=":0" /> |
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* The book, written with Jan de Koning, is translated into Chinese, German, French, Spanish and Dutch.<ref>{{Cite journal|last=杨斌艳|last2=赵千|last3=肖雪|last4=Yang|first4=Binyan|last5=Zhao|first5=Qian|last6=Xiao|first6=Xue|date=2019|title=我国"人工智能+"图书馆研究的发展态势分析|url=http://dx.doi.org/10.31193/ssap.j.issn.2096-6695.2019.02.09|journal=JOURNAL OF LIBRARY AND DATA|volume=1|issue=2|pages=98–108|doi=10.31193/ssap.j.issn.2096-6695.2019.02.09|issn=2096-6695}}</ref><ref>{{Cite book|last=Vliet|first=Pim van|url=https://www.worldcat.org/oclc/964670961|title=High returns from low risk der Weg zum eigenen stabilen Aktien-Portfolio|date=2017|others=Jan de Koning, FinanzBuch Verlag|isbn=978-3-95972-020-5|edition=1. Auflage|location=München|oclc=964670961}}</ref><ref>{{Cite web|title=Livre Un paradoxe financier étonnant - Economica - Finance|url=https://www.economica.fr/livre-un-paradoxe-financier-etonnant-c2x32209755|access-date=2022-01-26|website=www.economica.fr}}</ref><ref>{{Cite book|url=https://www.planetadelibros.com/libro-el-pequeno-libro-de-los-altos-rendimientos-con-bajo-riesgo/256065|title=El pequeño libro de los altos rendimientos con bajo riesgo - Pim Van Vliet,Jan de Koning {{!}} PlanetadeLibros|language=es-es}}</ref><ref>{{Cite web|title=Atlas Contact De conservatieve belegger - Pim van Vliet, Jan de Koning : Atlas Contact|url=https://www.atlascontact.nl/boek/de-conservatieve-belegger/|access-date=2022-01-26|website=www.atlascontact.nl}}</ref> |
* The book, written with Jan de Koning, is translated into Chinese, German, French, Spanish and Dutch.<ref>{{Cite journal|last=杨斌艳|last2=赵千|last3=肖雪|last4=Yang|first4=Binyan|last5=Zhao|first5=Qian|last6=Xiao|first6=Xue|date=2019|title=我国"人工智能+"图书馆研究的发展态势分析|url=http://dx.doi.org/10.31193/ssap.j.issn.2096-6695.2019.02.09|journal=JOURNAL OF LIBRARY AND DATA|volume=1|issue=2|pages=98–108|doi=10.31193/ssap.j.issn.2096-6695.2019.02.09|issn=2096-6695}}</ref><ref>{{Cite book|last=Vliet|first=Pim van|url=https://www.worldcat.org/oclc/964670961|title=High returns from low risk der Weg zum eigenen stabilen Aktien-Portfolio|date=2017|others=Jan de Koning, FinanzBuch Verlag|isbn=978-3-95972-020-5|edition=1. Auflage|location=München|oclc=964670961}}</ref><ref>{{Cite web|title=Livre Un paradoxe financier étonnant - Economica - Finance|url=https://www.economica.fr/livre-un-paradoxe-financier-etonnant-c2x32209755|access-date=2022-01-26|website=www.economica.fr}}</ref><ref>{{Cite book|url=https://www.planetadelibros.com/libro-el-pequeno-libro-de-los-altos-rendimientos-con-bajo-riesgo/256065|title=El pequeño libro de los altos rendimientos con bajo riesgo - Pim Van Vliet,Jan de Koning {{!}} PlanetadeLibros|language=es-es}}</ref><ref>{{Cite web|title=Atlas Contact De conservatieve belegger - Pim van Vliet, Jan de Koning : Atlas Contact|url=https://www.atlascontact.nl/boek/de-conservatieve-belegger/|access-date=2022-01-26|website=www.atlascontact.nl}}</ref> |
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== Awards == |
== Awards == |
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* Citation of Excellence Award Issued by Emerald for paper "The Volatility Effect: Lower Risk without Lower Returns" in Journal of Portfolio Management. |
* Citation of Excellence Award Issued by Emerald for paper "The Volatility Effect: Lower Risk without Lower Returns" in Journal of Portfolio Management.<ref>{{Cite web|title=Emerald Literati Awards {{!}} Emerald Publishing|url=https://www.emeraldgrouppublishing.com/about/our-awards/emerald-literati-awards|access-date=2022-01-27|website=www.emeraldgrouppublishing.com|language=en}}</ref> |
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== Personal life == |
== Personal life == |
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Pim lives in [[Berkel en Rodenrijs]], The Netherlands.<ref>{{Cite web|title=LinkedIn homepage|url=https://www.linkedin.com/in/pimvanvliet/}}</ref> In the investment book he describes that |
Pim lives in [[Berkel en Rodenrijs]], The Netherlands.<ref>{{Cite web|title=LinkedIn homepage|url=https://www.linkedin.com/in/pimvanvliet/}}</ref> In the investment book he describes that his father, an entrepreneur, taught him the virtues of saving and investing at a young age.<ref name=":0" /> |
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== See also == |
== See also == |
Revision as of 07:58, 27 January 2022
Pim van Vliet (born 30 September 1977) is a Dutch fund manager, researcher and book author specialized in quantitative investing.
Education
Pim van Vliet holds a PhD in finance and a Master's in Economics (cum laude) from Erasmus University Rotterdam. He completed a history degree and in 2004 he wrote his dissertation on Downside Risk and Empirical Asset Pricing.[1]
Career
Pim is a quantitative fund manager at Robeco and has spent most of his career developing and managing quantitative strategies.[2][3] He is portfolio manager and responsible for several multi-billion investment funds which are all team managed and have a rules-based approach.[4] He is the author of the investment book "High returns from Low risk" which explains low-volatility investing in a non-technical way and is available in six languages.[5][6] He has published over 20 of articles in peer-reviewed academic journals, such as the Journal of Financial Economics, Financial Analyst Journal, Management Science, Journal of Banking and Finance, and Journal of Portfolio Management. He specializes in low-volatility investing and factor investing and presents his research at international seminars and has also appeared in podcasts.[7][8] His work on smart beta was mentioned in the Financial Times and Institutional Investor and his research was featured in Bloomberg articles in 2019 and 2021.[9][10][11][12]
Selected publications
Pim has written an investment book and many academic papers, with significant contributions to the low-volatility anomaly. His co-authors include Guido Baltussen, David Blitz, Eric Falkenstein, Haim Levy, and others. He is a top-200 most downloaded SSRN author.[13] As of 2022 his h-index is 9 (Scopus) and 19 (Scholar).[14][15] His most impactful publications are:
- Global Factor Premiums, Journal of Financial Economics, 2021.[16]
- When Equity Factors Drop Their Shorts, Financial Analyst Journal, 2020.[17]
- The Conservative Formula: Quantitative Investing made easy, Journal of Portfolio Management, 2018.[18]
- The Volatility Effect: Lower Risk without Lower Returns, Journal of Portfolio Management, 2007.[19]
- Risk aversion and skewness preference , Journal of Banking and Finance, 2008.[20]
Investment book
High Returns from Low Risk: a remarkable stock market paradox, Wiley Publishers, 2017.[5]
- The book, written with Jan de Koning, is translated into Chinese, German, French, Spanish and Dutch.[21][22][23][24][25]
- In 2017 the book was must read number #1 on finance-monthly.com [26] and has received many reviews from the US, Europe and China in the following years. It is reviewed on ETF.com,[27] FT advisors,[28] Trader Life UK,[29] Stockopedia,[30] El Mundo Financiero[31] Beleggers belangen[32] FocusMoney[33] and Masterbourse[34] and JD.com.[35]
- The Conservative Formula is introduced in this book.
Awards
- Citation of Excellence Award Issued by Emerald for paper "The Volatility Effect: Lower Risk without Lower Returns" in Journal of Portfolio Management.[36]
Personal life
Pim lives in Berkel en Rodenrijs, The Netherlands.[37] In the investment book he describes that his father, an entrepreneur, taught him the virtues of saving and investing at a young age.[5]
See also
References
- ^ "PhD Track: Downside Risk And Empirical Asset Pricing". www.erim.eur.nl. Retrieved 2022-01-26.
- ^ "Citywire Fund Managers". Citywire. Retrieved 2022-01-26.
- ^ "Robeco | Pim van Vliet". Robeco Quantitative Investing. 2021-12-15. Retrieved 2022-01-26.
- ^ "Robeco QI Emerging Conservative Equities M $, LU0910073559:USD summary - FT.com". markets.ft.com. Retrieved 2022-01-26.
- ^ a b c "High Returns from Low Risk: A Remarkable Stock Market Paradox | Wiley". Wiley.com. Retrieved 2022-01-26.
- ^ "Book website: High Returns from Low Risk". Paradoxinvesting.
{{cite web}}
: CS1 maint: url-status (link) - ^ 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.
- ^ "Podcast Luisteren (PodNL): #54 I In gesprek met Pim van Vliet - Dr. Risico". podcastluisteren.nl. Retrieved 2022-01-26.
- ^ "Low or no returns send investors chasing 'smart beta'". Financial Times. 2012-03-11. Retrieved 2022-01-26.
- ^ "The Revenge of the Chart Watchers". Institutional Investor. Retrieved 2022-01-26.
- ^ "Eternal market patience offers eternal reward". Bloomberg.
- ^ "Momentum was a thing in the 19th century". www.bloomberg.com. Retrieved 2022-01-26.
- ^ "Author Page for Pim van Vliet :: SSRN". papers.ssrn.com. Retrieved 2022-01-26.
- ^ "Scopus preview - Van Vliet, Pim - Author details - Scopus". www.scopus.com. Retrieved 2022-01-26.
- ^ "Google Scholar: Author Pim van Vliet". Google Scholar. Retrieved 2022-01-26.
- ^ 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.
- ^ 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. ISSN 0015-198X.
- ^ 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.
- ^ 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.
- ^ 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.
- ^ 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". JOURNAL OF LIBRARY AND DATA. 1 (2): 98–108. doi:10.31193/ssap.j.issn.2096-6695.2019.02.09. ISSN 2096-6695.
- ^ 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) - ^ "Livre Un paradoxe financier étonnant - Economica - Finance". www.economica.fr. Retrieved 2022-01-26.
- ^ El pequeño libro de los altos rendimientos con bajo riesgo - Pim Van Vliet,Jan de Koning | PlanetadeLibros (in European Spanish).
- ^ "Atlas Contact De conservatieve belegger - Pim van Vliet, Jan de Koning : Atlas Contact". www.atlascontact.nl. Retrieved 2022-01-26.
- ^ "The Top 10 Must Read Finance Books of 2017". Finance Monthly | Monthly Finance News Magazine. Retrieved 2022-01-26.
- ^ "Swedroe: Explaining The Low Vol Anomaly". ETF.com.
- ^ "Book review: High Returns from Low Risk – looking at financial paradox". FT advisors.
- ^ "7 new trading books you need on your bookshelf". Traderlife UK.
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