Robeco – The Cross-Section of Stock Returns before 1926 (and beyond)

Today's episode features Guido Baltussen, Bart P. Van Vliet, and Pim Van Vliet reading The Cross-Section of Stock Returns before 1926 (and beyond). Pim Van Vliet is Head of Conservative Equities and Head of Robeco’s Quantitative Equities department. Bart P. Van Vliet is a Client Portfolio Manager at Robeco. Guido Baltussen is the Head of Quantitative Strategies for Northern Trust Asset Management. At the time of this recording, he served as Head of Robeco’s Factor Investing strategies and Co-head of the Quant Fixed Income team.