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Robeco Thesis Award 2016: Low Volatility

This year is the 10th anniversary of the launch of Robeco Conservative Equities and several activities have been set up to commemorate this milestone.

Robeco wants to recognize and reward academic research that provides insight into quantitative investing, which is why we are encouraging students to submit their theses on low-volatility investing. A Robeco panel of experts will assess the submissions and the winners will be awarded with the first award in this category: The Robeco 2016 Low Volatility Thesis Award.

Details of the award
  • Students studying for their bachelor’s or master’s degree are encouraged to write and submit a thesis or research paper on low-volatility investing (equities or bonds)
  • Their work will be assessed on the originality of the research question, the empirical contribution and its practical applicability.
  • The research should have been carried out in 2015 or 2016.
  • Winners are chosen by a panel of Robeco researchers, many of whom are leading financial academic experts.
  • The winner(s) will be invited to give a presentation at a Robeco Seminar in September 2016.
  • They will also receive EUR 5,000 (more than one prize can be awarded).
  • The final submission date is 1 September, 2016. Submit here

Background
Low-volatility investing is gaining a broader acceptance within academic circles and among investors. Robeco researchers have contributed to academic literature with award winning research and documented a low-volatility effect for the Europe,  Japan and Emerging Markets.

In addition Robeco was one of the first asset managers to adopt low-volatility equity investing in 2006 and is considered to be one of the global leaders in this field. Today Robeco manages over EUR 10 billion EUR in Conservative Equities, our active strategy for low-volatility investing. We also manage over 3 billion EUR in Conservative Credits.

Questions and contact
If you have any questions, please contact us:
Pim van Vliet, P.van.Vliet@robeco.nl 

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Author

Pim van Vliet, PhD
Senior Portfolio Manager