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Pim van Vliet

@pimvanvliet.bsky.social

99 followers 220 following 20 posts

Expect the latest research on quantitative investing! Conservative fund manager who likes data, history, and moral philosophy. ⛪️🇳🇱

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Pim van Vliet is a Dutch fund manager specializing in quantitative investment strategies, with a focus on low-volatility equities. As the head of conservative equities at Robeco Quantitative Investments, van Vliet has contributed to the field through both academic research and practical investment management. .. more

Economics 77%

Business 18%

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Pim van Vliet @pimvanvliet.bsky.social · 1d

Discover the Top 10 CFA blogs for Q3! Featuring 'No Asset Is Safe—But Some Lose Less' Link here: shorturl.at/7DZG7 #CFA #Investing #Finance #Quant

Top 10 Blogs from Q3: Private Market Reckoning, Fed Pivots, the Case for Low-Vol - CFA Institute Enterprising Investor

Top 10 blogs from Q3 reveal what investors read most: a private market reckoning, Fed pivots, and the resilience of low-volatility strategies.

shorturl.at

Pim van Vliet @pimvanvliet.bsky.social · 24d

New article! I hadn’t seen this framing before, so I wrote it down. Factor premiums exist because markets aren’t fully efficient. The key is how investors use them. It depends on the objective: absolute (SR) or active (IR). The best results come from integration factors and signals
shorturl.at/6anZZ

Pim van Vliet @pimvanvliet.bsky.social · Sep 9

Better than Gold?
A strategic allocation to low-risk equities beats even a 10% gold position. Downloads of this paper are surging like the gold price itself – now past 3,000 shorturl.at/0z8Qr 📈 #gold #quant

The golden rule of investing | Robeco Global

Check out how low volatility stocks may be a better safe haven than gold. Read our research.

shorturl.at

Pim van Vliet @pimvanvliet.bsky.social · Sep 4

blogs.cfainstitute.org/investor/202...

5 Conversations to Test Whether Your Asset Manager’s AI Adds Value - CFA Institute Enterprising Investor

Investors can cut through the hype: 5 critical conversations reveal whether asset managers’ AI improves performance or masks old strategies.

blogs.cfainstitute.org

Pim van Vliet @pimvanvliet.bsky.social · Aug 11

Pleasant surprise! 😀Our new low-volatility paper is #1 in SSRN’s Financial Economics Network over the past 60 days.

Low-volatility stocks deliver long-term alpha, yet it is missing from standard models. It should be included, accounting for asymmetry and real-world frictions. shorturl.at/QyAHm

Pim van Vliet @pimvanvliet.bsky.social · Jul 29

No Asset Is Safe—But Some Lose Less - CFA Institute Enterprising Investor
shorturl.at/7Jiqy

Pim van Vliet @pimvanvliet.bsky.social · Jun 16

Happy to share our brand new paper, "Factoring in the Low-Volatility Factor," done with Amar and Guido! It reveals why the low-volatility factor is missing from standard models, highlighting asymmetry in factor alpha and real-world frictions. Download full paper here: shorturl.at/E6c0I

Pim van Vliet @pimvanvliet.bsky.social · May 22

Congrats to @L_Swinkels on reaching 100,000 downloads on SSRN! 🎉
Highly recommend his work on The Global Market Portfolio — essential reading for any long-term investor.👉https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=295938

Pim van Vliet @pimvanvliet.bsky.social · May 1

What if the equity premium fades in the next 10 years? New CFA blog out today blogs.cfainstitute.org/investor/202...

When the Equity Premium Fades, Alpha Shines

As the equity risk premium declines, alpha becomes critical. Discover how investors can adapt through factor strategies and global diversification.

blogs.cfainstitute.org

Pim van Vliet @pimvanvliet.bsky.social · Apr 14

Ready to rethink risk & return? I’ve shared 5 game-changing books that shaped my perspective, now featured on Shepherd Books. Dive in! shepherd.com/best-books/c...

The best books that change the way you think about risk and return

Pim van Vliet shares the 5 best books on change the way you think about risk and return. Have you read Against the Gods?

shepherd.com

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Pim van Vliet @pimvanvliet.bsky.social · Apr 3

72 ways to craft a low-vol portfolio—all work (sort of). Check out Cirulli et al.’s new paper on low-risk investing
shorturl.at/W2Iyd

Pim van Vliet @pimvanvliet.bsky.social · Mar 12

Fresh update: Low-volatility data now 10 years out of sample! The paradox persists. Check the latest data here: www.paradoxinvesting.com/data

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Pim van Vliet @pimvanvliet.bsky.social · Mar 10

X is down today… markets down. Silver lining: Low volatility stocks up: is stagflation coming? We looked at the impact on returns
papers.ssrn.com/sol3/papers....

Pim van Vliet @pimvanvliet.bsky.social · Mar 3

Last Friday, the S&P500 surged in the final hours—month-end rebalancing in action? As bonds rallied and stocks dipped in Feb, the shift was clear. Popular new paper by
@camharvey eth al reveals this costs investors $16B yearly & enables front-running. shorturl.at/Bp3ZK

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Pim van Vliet @pimvanvliet.bsky.social · Feb 17

New paper alert! The authors uncover five factors which best price corporate bonds: the market, short-maturity, bond value, equity momentum, and accruals factors. Results support factor based active/defensive strategies. A great (long) read. Link: shorturl.at/kAvDn #FactorInvesting #CorporateBonds

Pim van Vliet @pimvanvliet.bsky.social · Jan 27

This weekend DeepSeek became more popular on US Google searches than Gemini and Chat GPT. With its cost-effective model, it's prompting a reevaluation of the high valuations of some AI giants. Could this trigger a disruptive shakeup? 📉💡 #AI #Disruption #DeepSeek

Pim van Vliet @pimvanvliet.bsky.social · Jan 2

Happy 2025! January often sees momentum stocks falter and defensive value stocks shine. Will this year follow the pattern? Let’s find out!

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Pim van Vliet @pimvanvliet.bsky.social · Dec 17

New paper highlights how #AI can not only uncover stock prediction signals but also 'write' the paper after the results are known: Hypothesizing After Results are Known (HARK). A warning to quants: AI just leveled up. shorturl.at/GsAFi

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Pim van Vliet @pimvanvliet.bsky.social · Dec 13

In our brand-new paper, Leveraging the Low-Volatility Effect, co-authored by Lodewijk van der Linden and Amar Soebhag, PhD we dive into how investors can use leverage to unlock the power of this underutilized defensive strategy. Check out five practical cases here: shorturl.at/Fz6GT

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Pim van Vliet @pimvanvliet.bsky.social · Dec 13

Excited to kick off my BlueSky account to explore and share the latest in Quant Investing research! Stay tuned for a 'starter pack' I'll be sharing on this topic soon. Suggestions for must-read names are welcome

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