united kingdomen
Robeco presents first Low Volatility Thesis Award

Robeco presents first Low Volatility Thesis Award

03-10-2016 | Insight

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.

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

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.

Background

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.

Stay informed on our latest insights with monthly mail updates
Stay informed on our latest insights with monthly mail updates
Subscribe

In addition

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.

Questions and contact

If you have any questions, please contact us:
Pim van Vliet, P.van.Vliet@robeco.nl

Subjects related to this article are:

Disclaimer

Please read this important information before proceeding further. It contains legal and regulatory notices relevant to the information contained on this website.

The information contained in the Website is NOT FOR RETAIL CLIENTS - The information contained in the Website is solely intended for professional investors, defined as investors which (1) qualify as professional clients within the meaning of the Markets in Financial Instruments Directive (MiFID), (2) have requested to be treated as professional clients within the meaning of the MiFID or (3) are authorized to receive such information under any other applicable laws. The value of the investments may fluctuate. Past performance is no guarantee of future results. Investors may not get back the amount originally invested. Neither Robeco Institutional Asset Management B.V. nor any of its affiliates guarantees the performance or the future returns of any investments. If the currency in which the past performance is displayed differs from the currency of the country in which you reside, then you should be aware that due to exchange rate fluctuations the performance shown may increase or decrease if converted into your local currency.

In the UK, Robeco Institutional Asset Management B.V. (“ROBECO”) only markets its funds to institutional clients and professional investors. Private investors seeking information about ROBECO should visit our corporate website www.robeco.com or contact their financial adviser. ROBECO will not be liable for any damages or losses suffered by private investors accessing these areas.

In the UK, ROBECO Funds has marketing approval for the funds listed on this website, all of which are UCITS funds. ROBECO is authorized by the AFM and subject to limited regulation by the Financial Conduct Authority. Details about the extent of our regulation by the Financial Conduct Authority are available from us on request.

Many of the protections provided by the United Kingdom regulatory framework may not apply to investments in ROBECO Funds, including access to the Financial Services Compensation Scheme and the Financial Ombudsman Service. No representation, warranty or undertaking is given as to the accuracy or completeness of the information on this website.

If you are not an institutional client or professional investor you should therefore not proceed. By proceeding please note that we will be treating you as a professional client for regulatory purposes and you agree to be bound by our terms and conditions.

If you do not accept these terms and conditions, as well as the terms of use of the website, please do not continue to use or access any pages on this website.

I Disagree