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Pim van Vliet

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Pim van Vliet (born 30 September 1977) is a Dutch fund manager, researcher and book author who specializes 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, ISBN 9781119351054 Wiley Publishers, 2016.[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

  1. ^ "PhD Track: Downside Risk And Empirical Asset Pricing". www.erim.eur.nl. Retrieved 2022-01-26.
  2. ^ "Citywire Fund Managers". Citywire. Retrieved 2022-01-26.
  3. ^ "Robeco | Pim van Vliet". Robeco Quantitative Investing. 2021-12-15. Retrieved 2022-01-26.
  4. ^ "Robeco QI Emerging Conservative Equities M $, LU0910073559:USD summary - FT.com". markets.ft.com. Retrieved 2022-01-26.
  5. ^ a b c "High Returns from Low Risk: A Remarkable Stock Market Paradox | Wiley". Wiley.com. Retrieved 2022-01-26.
  6. ^ "Book website: High Returns from Low Risk". Paradoxinvesting.{{cite web}}: CS1 maint: url-status (link)
  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. ^ "Podcast Luisteren (PodNL): #54 I In gesprek met Pim van Vliet - Dr. Risico". podcastluisteren.nl. Retrieved 2022-01-26.
  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. Retrieved 2022-01-26.
  11. ^ "Eternal market patience offers eternal reward". Bloomberg.
  12. ^ "Momentum was a thing in the 19th century". www.bloomberg.com. Retrieved 2022-01-26.
  13. ^ "Author Page for Pim van Vliet :: SSRN". papers.ssrn.com. Retrieved 2022-01-26.
  14. ^ "Scopus preview - Van Vliet, Pim - Author details - Scopus". www.scopus.com. Retrieved 2022-01-26.
  15. ^ "Google Scholar: Author Pim van Vliet". Google Scholar. Retrieved 2022-01-26.
  16. ^ 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.
  17. ^ 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.
  18. ^ 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.
  19. ^ 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.
  20. ^ 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.
  21. ^ 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.
  22. ^ 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)
  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. ^ "Atlas Contact De conservatieve belegger - Pim van Vliet, Jan de Koning : Atlas Contact". www.atlascontact.nl. Retrieved 2022-01-26.
  26. ^ "The Top 10 Must Read Finance Books of 2017". Finance Monthly | Monthly Finance News Magazine. Retrieved 2022-01-26.
  27. ^ "Swedroe: Explaining The Low Vol Anomaly". ETF.com.
  28. ^ "Book review: High Returns from Low Risk – looking at financial paradox". FT advisors.
  29. ^ "7 new trading books you need on your bookshelf". Traderlife UK.
  30. ^ "High Returns from Low Risk - Van Vliet - a book review and recommendation". Stockopedia. Retrieved 2022-01-26.
  31. ^ FINANCIERO, EL MUNDO. "El pequeño libro de los altos rendimientos con bajo riesgo". EL MUNDO FINANCIERO (in Spanish). Retrieved 2022-01-26.
  32. ^ "Beter beleggen met de kwantformule van Robeco". Beleggers Belangen. 2018-05-23. Retrieved 2022-01-26.
  33. ^ Online, FOCUS. "Fabelhafte Renditen". FOCUS Online (in German). Retrieved 2022-01-26.
  34. ^ "37 livres sur la bourse classés par niveau pour 2022". MasterBourse (in French). 2022-01-14. Retrieved 2022-01-26.
  35. ^ "《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". item.jd.com. Retrieved 2022-01-26.
  36. ^ "Emerald Literati Awards | Emerald Publishing". www.emeraldgrouppublishing.com. Retrieved 2022-01-27.
  37. ^ "LinkedIn homepage".
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