Pim van Vliet, PhD
Senior Portfolio Manager
"The low-volatility effect is perhaps the largest anomaly in finance, challenging the basic trade-off between risk and return, as higher risk does not lead to higher returns.
Still, it remains one of the least utilized factor premiums in financial markets."
Dr. Pim van Vliet is a Senior Portfolio Manager within the Quantitative Equities team of Robeco. His primary responsibility is Robeco’s Conservative Equity strategies.
Pim joined Robeco in 2005 as a Senior Quantitative Researcher with responsibility for asset allocation research. He has published in the Journal of Banking and Finance, Management Science, the Journal of Portfolio Management and other academic journals. He is a guest lecturer at several universities and advocates low-volatility investing at international seminars. He is the author of a number of academic research papers and a book on the topic of low-volatility investing. Pim holds a PhD and MSc (cum laude) in Financial and Business Economics from Erasmus University Rotterdam.