David Blitz

Head Quantitative Equities Research
“Factor investing, aimed at systematically capturing the value, momentum, low-volatility and other premiums, holds the future.”

Mr. Blitz, co-Head of the Quantitative Research department, 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.

As a spin-off of his research, Mr. Blitz has published papers in various peer-reviewed journals, such as the Journal of Empirical Finance, Journal of Portfolio Management and European Financial Management. His areas of interest include quantitative investment strategies and mutual fund performance evaluation.

Mr. Blitz 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 and is registered with the Dutch Securities Institute.

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