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A user with 119 edits. Account created on 24 July 2019.
3 July 2024
- 15:3215:32, 3 July 2024 diff hist +261 Low-volatility anomaly →History: updated the graph to 1929-2023. Also added a reference to a corporate bond study. current Tag: Visual edit
- 15:1315:13, 3 July 2024 diff hist −110 Low-volatility investing →Performance: The graph is updated with data until 2023 (instead of 2021) current Tag: Visual edit
11 June 2024
- 07:0607:06, 11 June 2024 diff hist +231 m Capital asset pricing model →Problems: added a reference to a CAPM study with data going back to the 19th century Tag: Visual edit
- 06:5606:56, 11 June 2024 diff hist +387 m Value investing →Quantitative value investing: added a recent study which shows evidence going back to the 19th century. Tag: Visual edit
- 06:4606:46, 11 June 2024 diff hist +29 m Momentum investing fixed reference 13 to FAJ study on two centuries of momentum (SSRN link was not correct) Tag: Visual edit
4 April 2024
- 13:0113:01, 4 April 2024 diff hist +18 Michael C. Jensen I've included the passing away of Michael Jensen on April 3, 2024 Tag: Visual edit
28 February 2024
- 11:4111:41, 28 February 2024 diff hist −339 Pim van Vliet The page has been made more neutral following the Wikipedia guidelines. Any other suggestions are welcome to further improve this page. The intro and career sections provide more context. The book section is more concise and the 'also see' section is expanded. current Tags: COI template removed Visual edit
1 February 2024
- 09:5909:59, 1 February 2024 diff hist +244 User talk:InvestorQuant →Speedy deletion nomination of Andrew Ang (investor): Reply current Tag: Reply
- 09:5709:57, 1 February 2024 diff hist +625 User talk:InvestorQuant →Speedy deletion nomination of Andrew Ang (investor): Reply Tag: Reply
- 09:4809:48, 1 February 2024 diff hist +778 User talk:InvestorQuant →Speedy deletion nomination of Andrew Ang (investor): Reply Tag: Reply
31 January 2024
- 16:4316:43, 31 January 2024 diff hist +480 Low-volatility anomaly →Evidence: added an important reference to the Ang et al (2006) JF study. Tag: Visual edit
30 January 2024
- 11:3611:36, 30 January 2024 diff hist +678 Magic formula investing Changed the sections headers. Also added a section with a critical study. Included reference to a study for the Indian markets which shows positive results. Included link to the French study. Also improved the spelling of Greenblatt's name (sometimes spelled with on t). Tag: Visual edit
13 December 2023
- 10:1310:13, 13 December 2023 diff hist −486 Factor investing Took out a double sentence and a double reference. Also changed the wording for the carry factor and referred to profitability (not CMA) as quality factor. Added some wiki-links to four common value metrics. Tag: Visual edit
8 December 2023
- 14:5714:57, 8 December 2023 diff hist +1,017 Factor investing Fixed 3 references. Also added references to the liquidity factor of Stambaugh and quality factors of Fama-French and Novy-Marx. Tag: Visual edit
7 December 2023
- 13:5713:57, 7 December 2023 diff hist +1,746 Factor investing Two sections are added next to value: momentum and low-volatility. The history section is extended and includes the seminal Basu 1977 study. Tag: Visual edit
18 August 2023
- 08:5208:52, 18 August 2023 diff hist +559 Low-volatility anomaly added a reference on the low-volatility anomaly within sectors Tag: Visual edit
15 August 2023
- 09:1109:11, 15 August 2023 diff hist −1,147 Pim van Vliet The content of this page has been significantly improved by removing promotional content and several external links. Importantly, it is now written more from a neutral point of view. Tags: COI template removed Visual edit
28 June 2023
- 12:3712:37, 28 June 2023 diff hist +756 m Pim van Vliet made a few minor style changes. Added co-author names to the selected publications Tag: Visual edit
- 10:1910:19, 28 June 2023 diff hist +255 m Guido Baltussen updated layout of the selected publications, added the co-authors and updated a reference source. Tag: Visual edit
- 09:0709:07, 28 June 2023 diff hist +395 m Guido Baltussen corrected the birth date and added reference to Erasmus University and Robeco. Tag: Visual edit
- 08:5008:50, 28 June 2023 diff hist +4,343 Robert Haugen The publications are structured and properly cited in the references, including links to public websites. Tag: Visual edit
- 08:0508:05, 28 June 2023 diff hist +67 m Pim van Vliet changed the birth year Tag: Visual edit
- 08:0208:02, 28 June 2023 diff hist −62 m Guido Baltussen →References Tag: Visual edit
- 08:0008:00, 28 June 2023 diff hist +299 m Guido Baltussen →Selected publications: two references edited Tag: Visual edit
- 07:4007:40, 28 June 2023 diff hist +17 m Guido Baltussen Reference section was missing. Tag: Visual edit
- 07:3907:39, 28 June 2023 diff hist +7,706 N Guido Baltussen This is a new page. The setup is along the Wikipedia guidelines. Tag: Visual edit
26 January 2023
- 10:3110:31, 26 January 2023 diff hist +1,446 David C. Blitz added several links to articles. added two recent citations. updated the h-index with 2023 information. Tag: Visual edit
- 08:4108:41, 26 January 2023 diff hist +1,233 m Pim van Vliet →Career: added a recent webinar. Also added some additional links. Tag: Visual edit
21 November 2022
- 19:5419:54, 21 November 2022 diff hist +561 m Fama–French three-factor model →Fama–French five-factor model: added a reference to a critical paper on the five-factor model Tag: Visual edit
4 September 2022
- 15:1115:11, 4 September 2022 diff hist +4 m Low-volatility investing updated the graph with the 10 portfolios to include 2021. Tag: Visual edit
16 August 2022
- 17:5617:56, 16 August 2022 diff hist −31 m Pim van Vliet article is brought in line with notability guidelines Tag: Visual edit
- 17:5017:50, 16 August 2022 diff hist +632 Conservative Formula Investing The structure of the text is improved in all sections: methodology, background, results and critique. Tag: Visual edit
8 August 2022
- 22:2822:28, 8 August 2022 diff hist −142 m Conservative Formula Investing Issues have been solved. Tag: Visual edit
- 22:2522:25, 8 August 2022 diff hist +3,774 Conservative Formula Investing The notability issue has been addressed. More external sources are added and many sentences are rewritten. Furthermore the formula was featured on Bloomberg.com and a independently replicated study for the Indian market. Furthermore a 'critique' section is added to give a more balanced description of the subject. The result section has also been rewritten and split in US results and International results. Tags: Visual edit Disambiguation links added
16 July 2022
- 16:0516:05, 16 July 2022 diff hist +781 m Pim van Vliet Added three references to Bloomberg articles into further address the notability issue Tags: Visual edit Mobile edit Mobile web edit
12 July 2022
- 17:4017:40, 12 July 2022 diff hist +188 m Pim van Vliet →Career: updated the h-index of Scopus and Scolar (9 to 10 and 19 to 20) Tag: Visual edit
- 17:3017:30, 12 July 2022 diff hist +966 User talk:InvestorQuant →Ways to improve Pim van Vliet: Reply Tag: Reply
- 17:2217:22, 12 July 2022 diff hist +569 Pim van Vliet Several sources are added to bring the article more in line with the notability guideline. Several reliable secondary sources are added such as the recent discussion of his research in the Washington Post. Also his role at Robeco is better described and linked to the company website. Furthermore the first sentence is rewritten in line with the guide and also the section on the career is rewritten with two additional secondary sources added. Tag: Visual edit
15 February 2022
- 16:0816:08, 15 February 2022 diff hist −869 Conservative Formula Investing The page has been rewritten to address the concerns with regards to notability, but also make it read less like a news coverage. The order of results and methodology has been changed. Mentioning of downloads is taken out. Furthermore, words like 'many' and 'beats' have been taken out to make the page more concise and factful. Tag: Visual edit
- 15:4115:41, 15 February 2022 diff hist +718 N Talk:Conservative Formula Investing ←Created page with '1 The Conservative Formula is a screen similar to the 'Magic Formula'. This is the sister page which has a similar setup: https://en.wikipedia.org/wiki/Magic_formula_investing 2 With regards to notability and news article: "The topic of this article may not meet Wikipedia's general notability guideline. (February 2022)" "This article reads like a press release or a news article and is largely based on routine coverage or sensationalism. (February 2022)"...'
7 February 2022
- 15:3315:33, 7 February 2022 diff hist +810 Conservative Formula Investing The page has been edited in several ways. First, the results are now also presented in a graphical way. Second, reference to SSRN top downloads is included. Third, the section 'analysis' has been rewritten and now also includes a reference towards an Indian application. Fourth, the related Piotroski F-score is added. Fifth, the three categories have been included to list with similar articles. Tag: Visual edit
3 February 2022
- 13:4013:40, 3 February 2022 diff hist +228 m Pim van Vliet added several specific categories Tag: Visual edit
- 13:2513:25, 3 February 2022 diff hist +153 m Low-volatility anomaly →Evidence: made some links with wiki author pages Tag: Visual edit
27 January 2022
- 09:4509:45, 27 January 2022 diff hist +92 Style investing →External links: made the references consistent Tag: Visual edit
- 09:3909:39, 27 January 2022 diff hist −367 Style investing grouped the academic references in one paragraph 'asset pricing'. Further improved the structure of the page Tag: Visual edit
- 09:2009:20, 27 January 2022 diff hist −1,122 Style investing →Classification: Updated the page and added more links to fixed income styles. Also did some rewriting and limited the number of direct quotes and brought the page more in line with Wiki guidelines. Tag: Visual edit
- 08:3608:36, 27 January 2022 diff hist +24 Pim van Vliet /* Investment book / added an ISBN number and changed the publication date to 2016 Tag: Visual edit
- 08:3108:31, 27 January 2022 diff hist −879 m List of quantitative analysts →Other well-known figures: Made the years born consistent in one style. Not mentioning months or days, just years. Tag: Visual edit
- 07:5807:58, 27 January 2022 diff hist +772 m Pim van Vliet →Selected publications: added a publication on skewness preference Tag: Visual edit