Robeco, The Investments Engineers

David Blitz

Chief Researcher

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Factor investing, aimed at systematically capturing the value, momentum, low-volatility and other premiums, holds the future

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Factor investing, aimed at systematically capturing the value, momentum, low-volatility and other premiums, holds the future

About David Blitz

David Blitz is Chief Researcher at Robeco’s Quant Equity Research team. His areas of expertise include general research, portfolio construction and stock selection research. He has been instrumental in the design and development of Robeco’s quantitative investment strategies. He chairs the two committees that govern new strategies and model enhancements. David has published dozens of papers in peer-reviewed academic journals, such as Journal of Empirical Finance, Journal of Portfolio Management and European Financial Management. He started his career in the investment industry at Robeco in 1995. He holds a PhD in Finance and a Master's in Econometrics (cum laude) from Erasmus University Rotterdam.


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