Pim van Vliet

Pim van Vliet

Pim van Vliet is Portfolio Manager Conservative Equities and Head of Robeco’s Quantitative Equities department. He specializes in low-volatility investing, asset pricing, and quantitative finance. He is the author of numerous academic research papers including publications in the Journal of Financial Economics, Management Science, the Journal of Portfolio Management. Pim is a guest lecturer at several universities, author of an investment book and speaker at international seminars. He became Portfolio Manager in 2010. Pim joined Robeco in 2005 as a Researcher with responsibility for asset allocation research. Pim holds a PhD and a Master’s cum laude in Financial and Business Economics from Erasmus University Rotterdam.

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Articles by Pim van Vliet

Shrinking beta

The authors shrink correlation and volatility separately and evaluate the predictive power of this approach, finding economically and statistically significant gains from applying more shrinkage to correlations than to volatilities.

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