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

Main academic publications

Journal of Portfolio Management (2012 ; 2014 ; 2015 ; 2016 ; 2017 ; 2018), Journal of Index Investing (2011 ; 2012 ; 2013 ; 2015 ; 2016 ; 2018), Financial Analysts Journal (2011), Bankers, Markets & Investors (2010 ; 2011 ; 2012 ; 2013), Journal of Indexes (2011 ; 2012 ; 2014), Journal of Investment Management (2008 ; 2011), Journal of Performance Measurement (2012), Journal of Derivatives (2009), Journal of Alternative Investments (2008 ; 2009 ; 2010), European Financial Management (2007 ; 2009), Journal of Wealth Management (2009), Journal of Derivatives (2009), Journal of Fixed Income (2006), European Financial Management (2007 ; 2009); Journal of Financial Transformation (2007)

Documents to download

Pdf
CV - Felix Goltz, PhD...
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Publications edhec

The Journal of Portfolio Management, Vol. 44 N° 4 pp. 60 - 70, Special Issue 2018
The survey was conducted as part of the Amundi research chair at EDHEC-Risk Institute on "ETF, Indexing and Smart Beta Investment Strategies".
The Journal of Portfolio Management, Vol. 44, Issue 4, Quantitative Special Issue 2018  
In the past few years, equity factor investing has become increasingly popular among institutional investors and their managers. At the start, and...

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