GOLTZ Felix, PhD

Head of Applied Research, EDHEC-Risk Institute - Director of Research, ERI Scientific Beta

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Email : Ten Misconceptions about Smart Beta

Main academic publications

Journal of Portfolio Management (2014 ; 2015 ; 2016), Journal of Index Investing (2013), Financial Analyst?s Journal (2011), Bankers, Markets & Investors (2012 ; 2011 ; 2010), Journal of Indexes (2011), Journal of Derivatives (2009), Journal of Alternative Investments (2009 ; 2010), European Financial Management (2009), Journal of Derivatives (2009), Journal of Fixed Income (2006), European Financial Management (2007)

Documents to download

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Publications edhec

In the past few years, equity factor investing has become increasingly popular among institutional investors and their managers. At the start, and...
The present survey aims to provide insights into investor perceptions on exchange-traded funds (ETFs) and smart beta strategies. While there is ample...
An important issue with smart beta strategies is that they typically entail higher replication costs than cap-weighted market indices. While this is...
The aim of this study was to analyse the usage of exchange-traded funds (ETFs) in investment management and to give a detailed account of the current...
Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-...
EDHEC-Risk Institute has announced the results of the EDHEC European ETF Survey 2015, a comprehensive survey...
Journal of Portfolio Management, Volume 42, No.2, Winter 2016, pp64-76.
The Journal of Portfolio Management, Winter 2016, Vol. 42, No. 2, pp64-76.
They also claim that similar results are obtained by any random portfolio strategy, including the inverse of...
Unlike conventional index funds, ETF units trade on stock exchanges at market-determined prices, thereby...
Alternative equity beta investing has received increasing attention in the industry recently. Although products in this segment currently represent...
However, the practice is questionable in the context of a globalised marketplace where a company's operations are usually not restricted to any...
The aim of this study is to analyse the usage of exchange-traded funds (ETFs) in investment management and...
Chapter: Designing Multi-factor Equity Portfolios. Ed.ELSEVIER
It provides an assessment of the benefits of simultaneously addressing the two main shortcomings of cap-...
This chair analyses the developments in the use of exchange-traded funds as part of the asset allocation process and looks at advanced forms of risk...
Journal of Portfolio Management, Summer 2014, Volume 40, N°4, pp106-122.
It refers to the amount of uncertainty or risk about the size of changes in an underlying security or index...

Pages

See Also

Assets replicating Scientific Beta’s multi-factor indices reach USD 25bn
News
- 22-02-2018
Scientific Beta, the smart beta index provider offshoot of EDHEC-Risk Institute, has...
EDHEC Named France National Champions of the KPMG International Case Competition
News
- 20-02-2018
Impact Consulting, a team of four, EDHEC M1 Business Management students, are national...
Investing in Relationships: Why trust matters in private banking
News
- 19-02-2018
  The presentation, The Private Banking Industry – Current Mapping and Future...
EDHEC Global MBA OPEN DAY
News
- 16-02-2018
Looking to advance your career ?  Join the Global MBA team for an exclusive OPEN...