Felix Goltz
SciBeta Director of Research
Main contributions
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)
Publications of Felix Goltz
Green Dilution: How ESG Scores Conflict with Climate Investing
Other study and expert report, June 2023
Targeting Macroeconomic Exposures in Equity Portfolios: A Firm-Level Measurement Approach for Out-of-Sample Robustness
Financial Analysts Journal, December 2022, Pages 1 - 21
Pourquoi les indices et portefeuille climat ne tiennent (quasiment) pas leur promesse : retour sur une étude pionnière de l’EDHEC
EDHEC Scientific Beta "Advanced Factor &ESG Investing" Chair, EDHEC VOX, November 2022
Doing Good or Feeling Good? Detecting Greenwashing in Climate Investing
Other study and expert report, September 2021
Doing Good or Feeling Good? Detecting Greenwashing in Climate Investing
EDHEC Scientific Beta "Advanced Factor &ESG Investing" Chair, Other study and expert report, August 2021
Derniers articles EDHEC Vox
Why climate indices and portfolios (almost) fail to deliver: a look at a pioneering study by EDHEC
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Felix Goltz , SciBeta Director of Research
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Noël Amenc , Associate Professor of Finance
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Victor Liu , Scientific Beta
