Factor investing, aimed at systematically capturing the value, momentum, low-volatility and other premiums, holds the future
David Blitz, Chief Researcher, has been instrumental in the design and development of Robeco’s quantitative investment strategies. He chairs the two committees that govern new strategies and model enhancements. David has published dozens of papers in peer-reviewed academic journals, such as Journal of Empirical Finance, Journal of Portfolio Management and European Financial Management. He started his career in the investment industry at Robeco in 1995. He holds a PhD in Finance and a Master's in Econometrics (cum laude) from Erasmus University Rotterdam.