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
(Newsletter #7) Climate Change: Changing Finance
EDHEC Risk Climate Impact Institute, EDHEC VOX, May 2024
Felix Goltz (Scientific Beta): "Integrating climate risk considerations into portfolios is a key concern of institutional investors around the world"
EDHEC Risk Climate Impact Institute, EDHEC VOX, April 2024
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
Derniers articles EDHEC Vox
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 , SciBeta 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 , SciBeta Director of Research
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Noël Amenc , Associate Professor of Finance
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Victor Liu , Scientific Beta