During the Conservative Equity Seminar held on 29 September 2016 ‘Celebrating a decade of active low volatility investing’, Robeco presented its first Thesis Award. This year’s theme was Low Volatility Investing.
Bachelor and Master’s students were encouraged to write and submit their theses or research papers on low-volatility investing. The criteria that were evaluated included the originality of the research question, the empirical contribution, and its practical applicability.
Winners were chosen by the Robeco Thesis Award Committee, a panel of Robeco researchers, many of whom are leading financial academic experts. Finally, a jury, consisting of two clients and a consultant, decided who was the final winner and who would receive the two second prizes.
After the award had been made, the winner, Paolo Fedele, an Italian former student at the University of St. Gallen presented his thesis ‘The Low Beta Anomaly: New European Evidence’, to the audience of fund managers, quant researchers and clients.
Overall, we were very pleased with the very high quality of the 20 thesis we received from all over world. From this perspective the Robeco Thesis Award has proved to be a success for all those involved.
This year is the 10th anniversary of the launch of Robeco Global Conservative Equities. Several activities are being organized to commemorate this milestone. Robeco recognizes and awards academic research that provides an insight into quantitative investing, which is why we encouraged students to write and 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.
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 15 billion EUR in Conservative Equities, our active strategy for low-volatility investing. We also manage over 3 billion EUR in Conservative Credits.
If you have any questions, please contact us:
Pim van Vliet, P.van.Vliet@robeco.nl