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Pim van Vliet

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Pim van Vliet
Born (1977-09-30) September 30, 1977 (age 46)
Bodegraven, The Netherlands
NationalityDutch
Alma materErasmus University Rotterdam
Occupation(s)Fund manager and Author
Known forQuantitative Investing
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, van Vliet transitioned from academia to Robeco, assuming the role of a quantitative fund analyst. At Robeco, his focus was on developing and managing quantitative strategies. In 2006, he founded Robeco's Conservative Equity strategies, which he heads and currently serves as Chief Quantitative Strategist at Robeco. Throughout his career, van Vliet has made significant contributions to the field of scientific investing. He has authored 36 research papers on quantitative investing in general and low-volatility investing in particular.[4][5] 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 20,000 copies.[6][7]

Van Vliet's expertise has led to numerous appearances in podcasts and webinars, where he shares valuable insights on investments and financial research.[8][9][10][11] He is frequently quoted as a fund manager in prominent financial publications such as the Financial Times, Reuters, and Institutional Investor.[12][13][14][15] His research on quantitative investing, spanning over a century of data, has garnered attention and recognition. Notably, this historical analysis was featured in two Bloomberg articles in 2019 and the Washington Post in 2022.[16][17] [18] Additionally, his articles on factor investing have appeared in peer-reviewed academic journals, including 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 authored numerous academic papers and an investment book, making significant contributions to the study of 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 12 (Scopus) and 20 (Scholar).[25][26] His most popular publications are:

Investment book

Title: High Returns from Low Risk: a remarkable stock market paradox (2016).[6]

  • Co-authored by Pim van Vliet and Jan de Koning, this book has been translated into multiple languages including Chinese, German, French, Spanish and Dutch.[27][28][29][30][31]
  • In 2017, it was ranked as the number one must-read book on finance-monthly.com [32] and has since received numerous reviews from readers in the US, Europe and China. Notable reviews has been featured on platforms such as 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 book introduces the concept of the Conservative Formula, providing readers with insights into a unique stock market paradox.

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.[6]

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. ^ "Fortune No Longer Favors the Bold In Markets: John Authers". Bloomberg.com. 2019-08-29. Retrieved 2022-07-16.
  6. ^ a b c "High Returns from Low Risk: A Remarkable Stock Market Paradox | Wiley". Wiley.com. Retrieved 2022-01-26.
  7. ^ "Book website: High Returns from Low Risk". Paradoxinvesting.{{cite web}}: CS1 maint: url-status (link)
  8. ^ "Pim van Vliet". assembleespeakers.com (in Dutch). Retrieved 2022-07-12.
  9. ^ 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.
  10. ^ "Podcast Luisteren (PodNL): #54 I In gesprek met Pim van Vliet - Dr. Risico". podcastluisteren.nl. Retrieved 2022-01-26.
  11. ^ "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.
  12. ^ "Low or no returns send investors chasing 'smart beta'". Financial Times. 2012-03-11. Retrieved 2022-01-26.
  13. ^ "The Revenge of the Chart Watchers". Institutional Investor. Retrieved 2022-01-26.
  14. ^ "Robeco QI Emerging Conservative Equities M $, LU0910073559:USD summary - FT.com". markets.ft.com. Retrieved 2022-01-26.
  15. ^ "Robeco's van Vliet looks to ride volatility wave". Reuters. 2011-11-11. Retrieved 2023-01-26.
  16. ^ "Eternal Market Patience Offers Eternal Rewards". Bloomberg.com. 2019-02-07. 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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