In this episode we talk Low Volatility investing with Pim van Vliet, who is the Head of Conservative Equities and Quantitative Equities at Robeco. Pim’s book “High Returns From Low Risk: A Remarkable Stock Market Paradox” serves as the inspiration for one of the quantitative models we run on Validea. We discuss all things low volatility, including how to define it, why it works and the benefits of blending it with other factors. We also cover the recent struggles of value investing, how factors perform in different economic environments, the use of short-term signals and how factors perform when the short side of their performance is removed.
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