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

Pdf
CV - Felix Goltz, PhD...
(-1.00 B)

EDHEC Publications

Among the main findings of the survey: • Only 41% of respondents are satisfied or very satisfied with corporate bond indices, a level which confirms...
Journal of Index Investing, Fall 2013, Volume 4, Number 2, pp. 73-81.
Getting volatility exposure has become easier for investors after the relatively recent introduction of volatility ETNs (exchange-traded notes) and...
Such comparison has recently been provided in several articles written by promoters of fundamentally-based equity indices. In particular, Arnott (...

Pages