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Consultants Round Table

Low Vol Reflections – Expect the Unexpected

10.00-11.30am, 6 November 2014
Andaz Hotel, London

Registration

Yes, I will be attending to the Consultant Roundtable on 6 November 2014*

*required fields

Robeco will use your personal details to provide more information to you regarding this roundtable. Your details will be handled with the utmost care and not be distributed to third parties.


Low Vol Reflections – Expect the Unexpected

Robeco has long been a thought leader in Low Volatility investing as well as other factor premiums. David Blitz, Head of Quantitative Equity Research at Robeco and a key figure in the field of low vol and factor investing will share some of his latest research and findings.

This session will provide a unique forum to discuss some of the following topics with David:
  • Is everyone convinced about the anomaly?
  • Is it simply value in disguise?
  • Is low-volatility expensive / overcrowded nowadays?
  • Does interest rate risk explain the performance?
  • What impact does currency have on the anomaly?
  • What explains the anomaly?

Program

10.00am
Registration
10.15 - 11.30am
Roundtable with David Blitz


Address
Andaz Hotel
40 Liverpool Street
London, England (United Kingdom), EC2M 7QN
Tel: +44 207 961 1234

Maps and direction
Click here.
david-blitz-65x70.jpgDavid Blitz
David Blitz, PhD, Senior Vice President, Head of Quantitative Equity Research, is responsible for the coordination of all equity-related quantitative research. The key tools which have been developed in this area are our proprietary stock selection models and portfolio optimization algorithms. David Blitz has published papers in the Journal of Portfolio Management, Journal of Performance Measurement, Journal of Empirical Finance and VBA Journaal. In addition, he is a guest lecturer at Erasmus University’s Rotterdam School of Management and a regular speaker at international conferences. He started his career in the investment industry at Robeco in 1995. He holds a PhD in Finance and a Master's degree in Econometrics (cum laude) from Erasmus University Rotterdam.


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Conultants Round Table

Registration

Yes, I will be attending to the Consultant Roundtable on 6 November 2014*

*required fields

Robeco will use your personal details to provide more information to you regarding this roundtable. Your details will be handled with the utmost care and not be distributed to third parties.



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