iiinova — where your digital self keeps evolving

Pim van Vliet @pimvanvliet.bsky.social · 12/11/2025

Great news: paper accepted for 2026, 1,000+ downloads, and featured in The Idea Farm by @MebFaber! shorturl.at/fDuDa

Pim van Vliet @pimvanvliet.bsky.social · 22/09/2025

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

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Pim van Vliet @pimvanvliet.bsky.social · 09/09/2025

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

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The golden rule of investing | Robeco Global

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

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Pim van Vliet @pimvanvliet.bsky.social · 11/08/2025

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

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Pim van Vliet @pimvanvliet.bsky.social · 29/07/2025

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

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Pim van Vliet @pimvanvliet.bsky.social · 16/06/2025

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

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Pim van Vliet @pimvanvliet.bsky.social · 22/05/2025

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

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Pim van Vliet @pimvanvliet.bsky.social · 14/04/2025

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...

shepherd.com

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?

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Pim van Vliet @pimvanvliet.bsky.social · 03/04/2025

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

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Pim van Vliet @pimvanvliet.bsky.social · 12/03/2025

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 · 10/03/2025

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....

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Pim van Vliet @pimvanvliet.bsky.social · 03/03/2025

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 · 17/02/2025

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

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Pim van Vliet @pimvanvliet.bsky.social · 27/01/2025

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

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Pim van Vliet @pimvanvliet.bsky.social · 02/01/2025

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 · 17/12/2024

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 · 13/12/2024

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 · 13/12/2024

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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