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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CV GOLTZ Felix...
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Publications edhec

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...

However, the practice is questionable in the context of a globalised marketplace where a company's...

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...

However, by departing from cap-weighting, Smart Beta equity indices introduce new risk factors for...

Pages

See Also

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