Pim van Vliet
Keynote speaker | Co-author of the book "High Returns from Low Risk" | Internationally renowned expert in quantitative investing | Head of Conservative Equities at Robeco. Assemblee Speakers is the official booking agent of Pim van Vliet.
Timeline
- 2017
- Publication of the book "High Returns from Low Risk: A Remarkable Stock Market Paradox." Published in English, German, French, and Spanish. To be released in Chinese and Dutch.
- 2006
- Launch of Conservative Equities funds at Robeco. A new, science-based approach to conservative investing. A globally successful export product, with over €20 billion under management as of 2018.
- 2004
- Doctor of Economics. Dissertation "Downside Risk and Empirical Asset Pricing"
- 2000
- Cum laude completion of economics studies at Erasmus University and introductory year at history
Biography
Pim van Vliet s a Dutch fund manager specializing in quantitative investment strategies, with a focus on low-volatility equities. As the head of conservative equities at Robeco Quantitative Investments, Pim van Vliet has contributed to the field through both academic research and practical investment management.
Pim van Vliet holds a PhD in finance and a Master's in Economics (cum laude) from Erasmus University Rotterdam, The Netherlands. He has a history degree and completed a dissertation on Downside Risk and Empirical Asset Pricing in 2004.
Van Vliet joined Robeco in 2005 as a quantitative fund analyst. In 2006, he initiated Robeco's Conservative Equity strategies, part of a broader shift within the finance industry towards data-driven, quantitative investing. He has published research in leading academic journals on topics such as low-volatility investing, factor premiums, and skewness preferences, and he has also contributed articles to the CFA Institute Blog.
His expertise has led to appearances on investment podcasts and webinars. And he has been cited in financial media including, the Financial Times, Reuters, Institutional Investor, Bloomberg, and the Washington Post. His work on the volatility effect received Emerald’s Citation of Excellence Award.
PUBLICATIONS PIM VAN VLIET
Pim van Vliet has written numerous of academic papers on quantitative investing. His papers, co-authored with researchers including David Blitz, Guido Baltussen, Eric Falkenstein, and Haim Levy, have been downloaded more than 100,000 times on SSRN.
Notable publications include:
- Global Factor Premiums, with Guido Baltussen and Laurens Swinkels, Journal of Financial Economics, 2021.
- When Equity Factors Drop Their Shorts, with David Blitz and Guido Baltussen, Financial Analyst Journal, 2020.[16]
- The Conservative Formula: Quantitative Investing Made Easy, with David Blitz, Journal of Portfolio Management, 2018.
- The Volatility Effect: Lower Risk without Lower Returns, with David Blitz, Journal of Portfolio Management, 2007.
- Risk Aversion and Skewness Preference, with Haim Levy and Thierry Post, Journal of Banking and Finance, 2008.
In 2016 Pim van Vliet co-authored High Returns from Low Risk: A Remarkable Stock Market Paradox with Jan de Koning. The book introduces defensive equity investing to a broad audience and presents the “Conservative Formula,” which suggests that portfolios of lower-risk stocks can achieve higher returns than commonly assumed. It has been translated into several languages, including Chinese, German, French, Spanish and Dutch , and was named a top finance must-read by Finance Monthly in 2017.
Employability
Speaker
PIM VAN VLIET AS A KEYNOTE SPEAKER AT YOUR NEXT EVENT
Pim van Vliet - Chief Quant Strategist at Robeco
Pim van Vliet is an internationally renowned expert in quantitative investing and Head of Conservative Equities at Robeco. He specializes in debunking persistent myths in the financial world – such as the idea that taking more risk automatically leads to higher returns. In his keynote, Pim takes the audience into the world of conservative investing: strategies that limit risk while delivering attractive returns. He demonstrates why ‘low risk, high return’ is not a paradox but a proven approach.
Pim van Vliet's Key topics include:
- The power of low-volatility investing and the lessons investors can draw from it.
- Factor investing: how value, momentum, and quality systematically add value.
- Balancing risk and return in turbulent markets.
- The role of sustainability and ESG criteria in modern quantitative strategies.
- Opportunities and pitfalls in emerging markets.
With his broad experience, academic background, and practical insights, Pim offers a unique combination of scientific rigor and accessible storytelling that participants can directly apply in practice.
Literature
High Returns from Low Risk: A Remarkable Stock Market Paradox
Believing high-risk equals high-reward is holding your portfolio hostage High Returns from Low Risk proves that low-volatility, low-risk portfolios beat high-volatility portfolios hands down, and shows you how to take advantage of this paradox to dramatically improve your returns. Investors traditionally view low-risk stocks as safe but unprofitable, but this old canard is based on a flawed premise; it fails to see beyond the monthly horizon, and ignores compounding returns. This book updates the thinking and brings reality to modelling to show how low-risk stocks actually outperform high-risk stocks by an order of magnitude. Easy to read and easy to implement, the plan presented here will help you construct a portfolio that delivers higher returns per unit of risk, and explains how to achieve excellent investment results over the long term. Do you still believe that investors are rewarded for bearing risk, and that the higher the risk, the greater the reward? That old axiom is holding you back, and it is time to start seeing the whole picture. This book shows you, through deep historical simulation, how to reap the rewards of smarter investing. Learn how and why low-risk, low-volatility stocks beat the market Discover the formula that outperforms Greenblatt's Construct your own low-risk portfolio Select the right ETF or low-risk fund to manage your money Great returns and lower risk sound like a winning combination what happens once everyone is doing it? The beauty of the low-risk strategy is that it continues to work even after the paradox is widely known; long-term investment success is possible for anyone who can shake off the entrenched wisdom and go low-risk. High Returns from Low Risk provides the proof, model and strategy to reign in your exposure while raking in the profit.
Topics
The financial sector is still dealing with the after effects of the great financial crisis, whilst new challenges are already right in front of us. How will markets respond to tapering, wat will new technology bring, where can the next bubbles be expected to bust?
