GOLTZ Felix, PhD

Directeur de la recherche appliquée, EDHEC-Risk Institute - Directeur de la recherche, ERI Scientific Beta

Discipline : Finance

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

Principales contributions académiques

Journal of Portfolio Management (2012 ; 2014 ; 2015 ; 2016 ; 2017 ; 2018), Journal of Index Investing (2011 ; 2012 ; 2013 ; 2015 ; 2016 ; 2018), 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 à télécharger

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Publications edhec

The Journal of Portfolio Management, Vol. 44 N° 4 pp. 60 - 70, Special Issue 2018
The survey was conducted as part of the Amundi research chair at EDHEC-Risk Institute on "ETF, Indexing and Smart Beta Investment Strategies".
The Journal of Portfolio Management, Vol. 44, Issue 4, Quantitative Special Issue 2018  
In the past few years, equity factor investing has become increasingly popular among institutional investors and their managers. At the start, and...

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