Wilma de Groot

核心量化股票总监,量化股票投资组合管理总监及量化股票副总监

Quantitative investment strategies should be transparent and result in logically explainable portfolios, instead of black boxes

Quantitative investment strategies should be transparent and result in logically explainable portfolios, instead of black boxes

关于 Wilma de Groot

Wilma de Groot is Head of Core Quant Equities, Head of Quant Equity Portfolio Management and Deputy Head of Quant Equity. She is responsible for quant equity strategies and specializes in asset pricing anomalies, portfolio construction and sustainability integration. She has published in various academic publications including the Journal of Impact and ESG Investing, Journal of Banking and Finance, Journal of International Money and Finance, Journal of Empirical Finance and the Financial Analysts Journal. She is a guest lecturer at several universities. Wilma joined Robeco as a Quant Researcher in 2001. Wilma has a PhD in Finance from Erasmus University Rotterdam and holds a Master’s in Econometrics from Tilburg University. She is a CFA® Charterholder.