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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CV - Felix Goltz, PhD...
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EDHEC Publications

This paper examines whether the problems that are outlined for hedge fund indices also exist for other indices that seem to be widely...
In a call for reactions to this  publication, EDHEC finds that the answers of the more than eighty respondents (asset management firms,...
Our results show that the non-linear character of the returns on protective option strategies offers appealing risk reduction properties in the pure...
Our results show that the non-linear character of the returns on protective option strategies offers appealing risk reduction properties in...
Following recent advice given to the European Commission by the Committee of European Securities Regulators (CESR), it was decided to suspend such...

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