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 objective is to provide background on industry and academic research into green investing and assess the views and uses of green investing. Our...
We argue in this paper that such new forms of investment solutions should rely on the use of improved performance-seeking and liability-hedging...
EDHEC Survey D'une manière générale, les résultats de cette étude indiquent qu'en raison d'une forte croissance, le marché des ETF est entré dans une...
This paper reviews the evidence in the academic literature and concludes that only under very unrealistic assumptions would such indices be efficient...
The index construction method goes back to the roots of modern portfolio theory and focuses on the tangency portfolio, the portfolio that weights...

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