Biography:Pim van Vliet

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Pim van Vliet (born 30 September 1977) is a Dutch fund manager and head of quantitative equities at Robeco.[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 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 head of the quantitative equity department within 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 on investments both in the US as well as in the Netherlands. [7][8][9] He is quoted as a fund manager in the Financial Times and Institutional Investor.[10][11][12] His historical research on quantitative investing going back 100+ years was featured in Bloomberg News articles in 2019[13][14][15] and the The Washington Post in 2022.[16] His factor investing articles have appeared in peer-reviewed academic journals, such as the Journal of Financial Economics,[17] Financial Analyst Journal,[18] Management Science,[19] Journal of Banking and Finance,[20] and Journal of Portfolio Management[21][22]

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 2022 his h-index is 10 (Scopus) and 20 (Scholar).[23][24] His most popular publications are:

  • Global Factor Premiums, Journal of Financial Economics, 2021.[17]
  • When Equity Factors Drop Their Shorts, Financial Analyst Journal, 2020.[18]
  • The Conservative Formula: Quantitative Investing made easy, Journal of Portfolio Management, 2018.[21]
  • The Volatility Effect: Lower Risk without Lower Returns, Journal of Portfolio Management, 2007.[22]
  • 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.[25][26][27][28][29]
  • In 2017 the book was must read number #1 on finance-monthly.com [30] and has received many reviews from the US, Europe and China in the following years. It is reviewed on ETF.com,[31] FT advisors,[32] Trader Life UK,[33] Stockopedia,[34] El Mundo Financiero[35] Beleggers belangen[36] FocusMoney[37] and Masterbourse[38] and JD.com.[39]
  • 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.[40]

Personal life

Pim lives in Berkel en Rodenrijs, The Netherlands.[41] 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" (in en). 2021-12-15. https://www.robeco.com/en/insights/authors/pim-van-vliet.html. 
  2. ↑ "Citywire Fund Managers". https://citywire.com/funds-insider/manager/pim-van-vliet/d17262. 
  3. ↑ "PhD Track: Downside Risk And Empirical Asset Pricing" (in en). https://www.erim.eur.nl/doctoral-programme/phd-in-management/phd-tracks/detail/309-downside-risk-and-empirical-asset-pricing/. 
  4. ↑ 4.0 4.1 "Author Page for Pim van Vliet :: SSRN". https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=296465. 
  5. ↑ 5.0 5.1 5.2 "High Returns from Low Risk: A Remarkable Stock Market Paradox | Wiley" (in en-gb). https://www.wiley.com/en-gb/High+Returns+from+Low+Risk%3A+A+Remarkable+Stock+Market+Paradox-p-9781119351054. 
  6. ↑ "Book website: High Returns from Low Risk". https://www.paradoxinvesting.com. 
  7. ↑ "Pim van Vliet" (in nl). https://assembleespeakers.com/nl/voor-sprekers/pim-van-vliet. 
  8. ↑ Faber, Meb (2018-09-12). "Episode #121: Pim van Vliet, Robeco, "The Reality Is High-Risk Stocks Earn Low Returns"" (in en-US). https://mebfaber.com/2018/09/12/episode-121-pim-van-vliet-the-reality-is-high-risk-stocks-earn-low-returns/. 
  9. ↑ "Podcast Luisteren (PodNL): #54 I In gesprek met Pim van Vliet - Dr. Risico" (in en). https://podcastluisteren.nl/ep/Beleggen-met-Rowan-Nijboer-54-I-In-gesprek-met-Pim-van-Vliet-Dr-Risico. 
  10. ↑ "Low or no returns send investors chasing 'smart beta'". Financial Times. 2012-03-11. https://www.ft.com/content/f5677e2a-690d-11e1-956a-00144feabdc0. 
  11. ↑ "The Revenge of the Chart Watchers" (in en-gb). https://www.institutionalinvestor.com/article/b1c98rq2gy9m7n/The-Revenge-of-the-Chart-Watchers. 
  12. ↑ "Robeco QI Emerging Conservative Equities M $, LU0910073559:USD summary - FT.com". https://markets.ft.com/data/funds/tearsheet/summary?s=LU0910073559:USD. 
  13. ↑ "Eternal Market Patience Offers Eternal Rewards" (in en). Bloomberg.com. 2019-02-07. https://www.bloomberg.com/opinion/articles/2019-02-07/eternal-market-patience-offers-eternal-rewards. 
  14. ↑ "Fortune No Longer Favors the Bold In Markets: John Authers" (in en). Bloomberg.com. 2019-08-29. https://www.bloomberg.com/news/newsletters/2019-08-29/fortune-no-longer-favors-the-bold-in-markets. 
  15. ↑ "There's a Wrecking Ball Swinging at Hedge Funds" (in en). Bloomberg.com. 2019-11-27. https://www.bloomberg.com/news/newsletters/2019-11-27/quant-paper-swings-an-academic-wrecking-ball-at-hedge-funds-k3gtngb3. 
  16. ↑ "Analysis | The Fed Signals It’s Not for Turning, But Markets Are" (in en-US). Washington Post. ISSN 0190-8286. https://www.washingtonpost.com/business/energy/the-fed-signals-its-not-for-turning-butmarkets-are/2022/07/07/704120fe-fdc0-11ec-b39d-71309168014b_story.html. 
  17. ↑ 17.0 17.1 Baltussen, Guido; Swinkels, Laurens; Van Vliet, Pim (2021-12-01). "Global factor premiums" (in en). Journal of Financial Economics 142 (3): 1128–1154. doi:10.1016/j.jfineco.2021.06.030. ISSN 0304-405X. https://www.sciencedirect.com/science/article/pii/S0304405X21003007. 
  18. ↑ 18.0 18.1 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. https://doi.org/10.1080/0015198X.2020.1779560. 
  19. ↑ "JSTOR: Search Results". https://www.jstor.org/action/doBasicSearch?si=1&Query=au:%22Pim+van+Vliet%22&so=rel. 
  20. ↑ 20.0 20.1 Post, Thierry; van Vliet, Pim; Levy, Haim (2008-07-01). "Risk aversion and skewness preference" (in en). Journal of Banking & Finance 32 (7): 1178–1187. doi:10.1016/j.jbankfin.2006.02.008. ISSN 0378-4266. https://www.sciencedirect.com/science/article/pii/S037842660700297X. 
  21. ↑ 21.0 21.1 Blitz, David; Vliet, Pim van (2018-07-31). "The Conservative Formula: Quantitative Investing Made Easy" (in en). The Journal of Portfolio Management 44 (7): 24–38. doi:10.3905/jpm.2018.44.7.024. ISSN 0095-4918. https://jpm.pm-research.com/content/44/7/24. 
  22. ↑ 22.0 22.1 Blitz, David C.; Vliet, Pim van (2007-10-31). "The Volatility Effect" (in en). The Journal of Portfolio Management 34 (1): 102–113. doi:10.3905/jpm.2007.698039. ISSN 0095-4918. https://jpm.pm-research.com/content/34/1/102. 
  23. ↑ "Scopus preview - Van Vliet, Pim - Author details - Scopus". https://www.scopus.com/authid/detail.uri?authorId=56216642700. 
  24. ↑ "Google Scholar: Author Pim van Vliet". https://scholar.google.com/citations?user=p68dvE8AAAAJ&hl=en. 
  25. ↑ 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. http://dx.doi.org/10.31193/ssap.j.issn.2096-6695.2019.02.09. 
  26. ↑ 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. https://www.worldcat.org/oclc/964670961. 
  27. ↑ "Livre Un paradoxe financier étonnant - Economica - Finance". https://www.economica.fr/livre-un-paradoxe-financier-etonnant-c2x32209755. 
  28. ↑ (in es-es) El pequeño libro de los altos rendimientos con bajo riesgo - Pim Van Vliet,Jan de Koning | PlanetadeLibros. https://www.planetadelibros.com/libro-el-pequeno-libro-de-los-altos-rendimientos-con-bajo-riesgo/256065. 
  29. ↑ "Atlas Contact De conservatieve belegger - Pim van Vliet, Jan de Koning : Atlas Contact". https://www.atlascontact.nl/boek/de-conservatieve-belegger/. 
  30. ↑ "The Top 10 Must Read Finance Books of 2017" (in en-GB). https://www.finance-monthly.com/2017/04/the-top-10-must-read-finance-books-of-2017/. 
  31. ↑ "Swedroe: Explaining The Low Vol Anomaly". https://www.etf.com/sections/index-investor-corner/swedroe-explaining-low-vol-anomaly. 
  32. ↑ "Book review: High Returns from Low Risk – looking at financial paradox". https://www.ftadviser.com/investments/2017/07/26/book-review-high-returns-from-low-risk-looking-at-financial-paradox/. 
  33. ↑ "7 new trading books you need on your bookshelf". https://traderlife.co.uk/culture/books/7-new-trading-books-you-need-on-your-bookshelf/. 
  34. ↑ "High Returns from Low Risk - Van Vliet - a book review and recommendation" (in en). https://www.stockopedia.com/content/high-returns-from-low-risk-van-vliet-a-book-review-and-recommendation-191909/. 
  35. ↑ FINANCIERO, EL MUNDO. "El pequeño libro de los altos rendimientos con bajo riesgo" (in es). https://www.elmundofinanciero.com/noticia/73942/libros-recomendados/el-pequeno-libro-de-los-altos-rendimientos-con-bajo-riesgo.html. 
  36. ↑ "Beter beleggen met de kwantformule van Robeco" (in en). 2018-05-23. https://www.beleggersbelangen.nl/2018/05/23/kwantformule-van-robeco/. 
  37. ↑ Online, FOCUS. "Fabelhafte Renditen" (in de). https://www.focus.de/finanzen/money-magazin/low-vola-etf-fabelhafte-renditen_id_9567304.html. 
  38. ↑ "37 livres sur la bourse classés par niveau pour 2022" (in fr-FR). 2022-01-14. https://masterbourse.fr/articles/livres-sur-la-bourse/. 
  39. ↑ "《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"]. https://item.jd.com/12404931.html. 
  40. ↑ "Emerald Literati Awards | Emerald Publishing" (in en). https://www.emeraldgrouppublishing.com/about/our-awards/emerald-literati-awards. 
  41. ↑ "LinkedIn homepage". https://www.linkedin.com/in/pimvanvliet/. 




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