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Pim van Vliet
Born (1977-09-30) September 30, 1977 (age 46)
Netherlands
Alma materErasmus University Rotterdam
Occupation(s)Fund manager and Author
Notable workCo-authored "High Returns From Low Risk"

Pim van Vliet (born 30 September 1977) is a Dutch fund manager and head of conservative equities at Robeco Asset Management.[1][2]

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 successfully completed a dissertation on Downside Risk and Empirical Asset Pricing in 2004.[3]

Career

In 2005 he left academia and joined Robeco and began developing and managing quantitative strategies as a quantitative fund manager. He has founded the Conservative Equity strategies in 2006 and is chief quantitative strategist at Robeco. He has written 35 research papers[4] on quantitative investing in general and low-volatility investing in particular. In 2016 he wrote the investment book "High returns from Low risk" which explains low-volatility investing in an easy way. The book is available in six languages and sold more than 10,000 copies.[5][6] He has appeared in several podcasts and webinars on investments. [7][8][9][10] He is quoted as a fund manager in the Financial Times, Reuters, and Institutional Investor.[11][12][13][14] His historical research on quantitative investing going back 100+ years was featured in two Bloomberg articles in 2019[15][16][17] and the Washington Post in 2022.[18] His factor investing articles have appeared in peer-reviewed academic journals, such as the Journal of Financial Economics,[19] Financial Analyst Journal,[20] Management Science,[21] Journal of Banking and Finance,[22] and Journal of Portfolio Management[23][24]

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. His papers have been downloaded 100,000+ times on the Social Science Research Network (SSRN).[4] As of 2023 his h-index is 11 (Scopus) and 20 (Scholar).[25][26] His most popular publications are:

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.[27][28][29][30][31]
  • In 2017 the book was must read number #1 on finance-monthly.com [32] and has received many reviews from the US, Europe and China in the following years. It is reviewed on ETF.com,[33] FT advisors,[34] Trader Life UK,[35] Stockopedia,[36] El Mundo Financiero[37] Beleggers belangen[38] FocusMoney[39] and Masterbourse[40] and JD.com.[41]
  • 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.[42]
  • The team managing the Emerging Conservative Equities fund receives a 'golden' mutual fund prize from the readers of Fiscalert, a financial magazine, in 2016.[43]

Personal life

Pim lives in Berkel en Rodenrijs, The Netherlands.[44] 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. ^ "Robeco | Pim van Vliet". Robeco Quantitative Investing. 2021-12-15. Retrieved 2022-01-26.
  2. ^ "Citywire Fund Managers". Citywire. Retrieved 2022-01-26.
  3. ^ "PhD Track: Downside Risk And Empirical Asset Pricing". www.erim.eur.nl. Retrieved 2022-01-26.
  4. ^ a b "Author Page for Pim van Vliet :: SSRN". papers.ssrn.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. ^ "Pim van Vliet". assembleespeakers.com (in Dutch). Retrieved 2022-07-12.
  8. ^ 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.
  9. ^ "Podcast Luisteren (PodNL): #54 I In gesprek met Pim van Vliet - Dr. Risico". podcastluisteren.nl. Retrieved 2022-01-26.
  10. ^ "Factor-Based Investing | Portfolio Management Research | 2023 Webinar with Frank Fabozzi, Andrew Ang, Jennifer Bender, Harindra da Silva and Pim van Vliet". www.pm-research.com. Retrieved 2023-01-26.
  11. ^ "Low or no returns send investors chasing 'smart beta'". Financial Times. 2012-03-11. Retrieved 2022-01-26.
  12. ^ "The Revenge of the Chart Watchers". Institutional Investor. Retrieved 2022-01-26.
  13. ^ "Robeco QI Emerging Conservative Equities M $, LU0910073559:USD summary - FT.com". markets.ft.com. Retrieved 2022-01-26.
  14. ^ "Robeco's van Vliet looks to ride volatility wave". Reuters. 2011-11-11. Retrieved 2023-01-26.
  15. ^ "Eternal Market Patience Offers Eternal Rewards". Bloomberg.com. 2019-02-07. Retrieved 2022-07-16.
  16. ^ "Fortune No Longer Favors the Bold In Markets: John Authers". Bloomberg.com. 2019-08-29. Retrieved 2022-07-16.
  17. ^ "There's a Wrecking Ball Swinging at Hedge Funds". Bloomberg.com. 2019-11-27. Retrieved 2022-07-16.
  18. ^ "Analysis | The Fed Signals It's Not for Turning, But Markets Are". Washington Post. ISSN 0190-8286. Retrieved 2022-07-12.
  19. ^ a b 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.
  20. ^ a b 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. S2CID 225056464.
  21. ^ "JSTOR: Search Results". www.jstor.org. Retrieved 2022-07-12.
  22. ^ a b 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.
  23. ^ a b 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.
  24. ^ a b 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.
  25. ^ "Scopus preview - Van Vliet, Pim - Author details - Scopus". www.scopus.com. Retrieved 2022-01-26.
  26. ^ "Google Scholar: Author Pim van Vliet". Google Scholar. Retrieved 2022-01-26.
  27. ^ 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. doi:10.31193/ssap.j.issn.2096-6695.2019.02.09. ISSN 2096-6695. S2CID 213889519.
  28. ^ 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)
  29. ^ "Livre Un paradoxe financier étonnant - Economica - Finance". www.economica.fr. Retrieved 2022-01-26.
  30. ^ El pequeño libro de los altos rendimientos con bajo riesgo - Pim Van Vliet,Jan de Koning | PlanetadeLibros (in European Spanish).
  31. ^ "Atlas Contact De conservatieve belegger - Pim van Vliet, Jan de Koning : Atlas Contact". www.atlascontact.nl. Retrieved 2022-01-26.
  32. ^ "The Top 10 Must Read Finance Books of 2017". Finance Monthly | Monthly Finance News Magazine. Retrieved 2022-01-26.
  33. ^ "Swedroe: Explaining The Low Vol Anomaly". ETF.com.
  34. ^ "Book review: High Returns from Low Risk – looking at financial paradox". FT advisors.
  35. ^ "7 new trading books you need on your bookshelf". Traderlife UK.
  36. ^ "High Returns from Low Risk - Van Vliet - a book review and recommendation". Stockopedia. Retrieved 2022-01-26.
  37. ^ FINANCIERO, EL MUNDO. "El pequeño libro de los altos rendimientos con bajo riesgo". EL MUNDO FINANCIERO (in Spanish). Retrieved 2022-01-26.
  38. ^ "Beter beleggen met de kwantformule van Robeco". Beleggers Belangen. 2018-05-23. Retrieved 2022-01-26.
  39. ^ Online, FOCUS. "Fabelhafte Renditen". FOCUS Online (in German). Retrieved 2022-01-26.
  40. ^ "37 livres sur la bourse classés par niveau pour 2022". MasterBourse (in French). 2022-01-14. Retrieved 2022-01-26.
  41. ^ "《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.
  42. ^ "Emerald Literati Awards | Emerald Publishing". www.emeraldgrouppublishing.com. Retrieved 2022-01-27.
  43. ^ "verkiezing-gouden-deurmat". www.fiscalert.nl (in Dutch). Retrieved 2023-01-26.
  44. ^ "LinkedIn homepage".
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