Felix Goltz
Scientific Beta 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
Is Smart Beta Just Monkey Business? Beyond Simplistic Explanations of Smart Beta Performance
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016
The Drivers of Smart Beta Performance — Does Conventional Wisdom Hold?
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016
Comprehensive and Well-Diversified Access to Rewarded Equity Factors: a Six-Factor Smart Beta Strategy
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016
Common misconceptions about smart beta performance drivers
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016
Diversified or concentrated factor tilts?
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016
Derniers articles EDHEC Vox
Felix Goltz (Scientific Beta): "Investors are increasingly wary about ESG metrics that boil down to subjective opinions"
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Felix Goltz , Scientific Beta Director of Research
Felix Goltz (Scientific Beta): "Integrating climate risk considerations into portfolios is a key concern of institutional investors around the world"
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Felix Goltz , Scientific Beta Director of Research
Why climate indices and portfolios (almost) fail to deliver: a look at a pioneering study by EDHEC
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Felix Goltz , Scientific Beta Director of Research
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Noël Amenc , Associate Professor of Finance (Singapore)
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Victor Liu , Scientific Beta