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David Blitz

PhD, Executive Director, Head of Quant Selection Research
“Factor investing, aimed at systematically capturing the value, momentum, low-volatility and other premiums, holds the future.”

Mr. Blitz, Head of Selection 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. Mr. 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. 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.

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