Quantitative investment strategies should be transparent and result in logically explainable portfolios, instead of black boxes
Wilma de Groot is Portfolio Manager and Head of the Core Quant Equities team. She is responsible for Enhanced Indexing and Active Quant portfolios and specializes in asset pricing anomalies and portfolio construction. Wilma joined Robeco as a Quant Researcher in 2001. She has published in various academic publications including the Journal of Banking and Finance, Journal of International Money and Finance, Journal of Empirical Finance and the Financial Analysts Journal. She is a guest lecturer at several universities. Wilma has a PhD in Finance from Erasmus University Rotterdam and holds a Master’s in Econometrics from Tilburg University. She is a CFA® charterholder.