Felix Goltz
- Opinion Pieces
Felix Goltz, Head of applied research, EDHEC-Risk Institute
EDHEC-Risk Institute conducted a study on corporate bond indices in 2011 to analyse construction methodologies, risk and return properties, and the stability of their risk exposures. Subsequently, EDHEC-Risk Institute organised a ‘call for reaction’ in which it asked investment professionals to give their reactions to the research. Here, we report on the results.
FeaturesEDHEC-Risk Alternative weighting schemes: conditions for optimality
Felix Goltz, Head of Applied Research, EDHEC-Risk Institute and Director of Research & Development, EDHEC-Risk Indices & Benchmarks Lionel Martellini, Professor of Finance, EDHEC Business School, Scientific Director, EDHEC-Risk Institute, and Scientific Advisor, EDHEC-Risk Indices & Benchmarks
FeaturesEDHEC-Risk Efficient indexation: an alternative to cap-weighted indices
Felix Goltz, Head of Applied Research, EDHEC-Risk Institute and Director of Research & Development, EDHEC-Risk Indices & Benchmarks Patrice Retkowsky, Senior Research Engineer, EDHEC-Risk Institute and Deputy Head of Research & Development, EDHEC-Risk Indices & Benchmarks
- Features
EDHEC-Risk Indices in institutional investment management: results of a European survey
Noël Amenc, Professor of Finance, EDHEC Business School, Director, EDHEC-Risk Institute Felix Goltz, Head of Applied Research, EDHEC-Risk Institute Lin Tang, Research Assistant, EDHEC-Risk Institute
- Special Report
Case for new forms of equity indices
Stockmarket index providers should design their indices to help investors construct efficient portfolios rather than just focusing on being representative of the overall market, argues Felix Goltz
FeaturesOld wine in new bottles?
Felix Goltz reports on a recent EDHEC study* into characteristics-based indices versus market cap-weighted indices
FeaturesOld wine in new bottles?
Felix Goltz reports on a recent EDHEC study* into characteristics-based indices versus market cap-weighted indices
- Features
Hedge funds as risk reducers
Recently, the Fonds de Réserve pour les Retraites published its decision to exclude hedge funds from its portfolio. Felix Goltz questions the FRR's logic
