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

The Journal of Portfolio Management (2012 ; 2014 ; 2015 ; 2016 ; 2017 ; 2018 ; 2019), Journal of Index Investing (2011 ; 2012 ; 2013 ; 2015 ; 2016 ; 2018 ; 2019), 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

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EDHEC Publications

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...
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...

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