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
Managing Sector Risk in Factor Investing
EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2018
EDHEC Research Insights
Other, Other study and expert report, October 2018
Adding Value with Factor Indices: Sound Design Choices and Explicit Risk Control Options Matter
Other, Other study and expert report, November 2018
The Impact of Sector Risk in Factor Investing
Other, Other study and expert report, October 2018
Key Requirements for Adding Value with Factor Indices
Other, Other study and expert report, October 2018
Derniers articles EDHEC Vox
Felix Goltz (Scientific Beta): "Investors are increasingly wary about ESG metrics that boil down to subjective opinions"
-
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"
-
Felix Goltz , Scientific Beta Director of Research
Why climate indices and portfolios (almost) fail to deliver: a look at a pioneering study by EDHEC
-
Felix Goltz , Scientific Beta Director of Research
-
Noël Amenc , Associate Professor of Finance (Singapore)
-
Victor Liu , Scientific Beta