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...
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EDHEC Publications

Chapter : Asset Allocation and portfolio construction techniques in designing the performance-seeking portfolio. Ed. WILEY
Chapter: Indexing and Passive Investment: The Asian Investor Perspective. Ed. WILEY
EDHEC Survey Indexation continues to play an important role in global asset allocation. Total worldwide assets under internal indexed management rose...
Momentum and value are among the most robust return drivers in the cross section of expected returns. Dynamic risk budgeting methodologies such as...
First, we review the uses of bond indices as well as the challenges involved. We then analyse the risk-return properties and the heterogeneity of the...

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