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David Blitz

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

David Blitz, Head of Quant Research, is responsible for the coordination of all quantitative research. The key quant equity tools which have been developed in this area are our proprietary stock selection models and portfolio-optimization algorithms. 

David has published papers in the Journal of Portfolio Management, Journal of Performance Measurement and Journal of Empirical Finance. In addition, he is a guest lecturer at Erasmus University’s Rotterdam School of Management and a regular speaker at international conferences. 

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.

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