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)

Discipline:
Faculty: Data Science, Economics & Finance
Expertise:

Publications of Felix Goltz

01.06.2023 - EDHEC publication

Green Dilution: How ESG Scores Conflict with Climate Investing

Noël Amenc, Felix Goltz, Antoine Naly
|

Other study and expert report, June 2023


31.12.2022 - Article in a peer reviewed journal

Targeting Macroeconomic Exposures in Equity Portfolios: A Firm-Level Measurement Approach for Out-of-Sample Robustness

Asakia Mikheil, Felix Goltz
|

Financial Analysts Journal, December 2022, Pages 1 - 21


04.11.2022 - EDHEC publication

Pourquoi les indices et portefeuille climat ne tiennent (quasiment) pas leur promesse : retour sur une étude pionnière de l’EDHEC

Felix Goltz, Noël Amenc, Victor Liu
|

EDHEC Scientific Beta "Advanced Factor &ESG Investing" Chair, EDHEC VOX, November 2022


16.12.2021 - Article in a peer reviewed journal

“Honey, I Shrunk the ESG Alpha”: Risk-Adjusting ESG Portfolio Returns

Felix Goltz, Giovanni Bruno, Mikheil Esakia
|

The Journal of Investing, December 2021


20.08.2021 - EDHEC publication

Doing Good or Feeling Good? Detecting Greenwashing in Climate Investing

Felix Goltz, Victor Liu, Noël Amenc
|

EDHEC Scientific Beta "Advanced Factor &ESG Investing" Chair, Other study and expert report, August 2021



Derniers articles EDHEC Vox

04.11.2022

Why climate indices and portfolios (almost) fail to deliver: a look at a pioneering study by EDHEC

  • Felix Goltz , SciBeta Director of Research
  • Noël Amenc , Associate Professor of Finance
  • Victor Liu , Scientific Beta