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Low-Volatility Investing: Collected Robeco Articles

Low-Volatility Investing: Collected Robeco Articles

01-01-2015 | Research

Robeco launches the 2015 Edition of “Low-Volatility Investing” by David Blitz, PhD, Head Robeco Quantitative Equity Research and Pim van Vliet, PhD, Senior Portfolio Manager, Robeco Conservative Equities.

  • David Blitz
    David
    Blitz
    Head of Quant Research
  • Pim  van Vliet, PhD
    Pim
    van Vliet, PhD
    Head of Conservative Equities and Quant Allocation

Selection of articles

Below are 5 of the 24 articles published in the new Low-Volatility Book.

The volatility effect: lower risk without lower return
David Blitz and Pim van Vliet

Low-volatility investing: a long-term perspective
Pim van Vliet

Strategic allocation to premiums in the equity market
David Blitz

Ten things you should know about low-volatility investing
Pim van Vliet

Low-volatility investing: expect the unexpected
David Blitz and Pim van Vliet

Limited 2015 edition

The book explores the volatility anomaly itself, looks at practical aspects of implementation such as benchmarking and presents recent research on how to apply low-risk investing to corporate credits.

Request for a copy of the Low Vol Book