Concepedia

Felix Goltz

FG

Statistics

Publications

19

Citations

535

H-Index

16

Active since

2007

Affiliations

Ecole des Hautes Etudes Commerciales du Nord(Current)

Felix Goltz is an author at Ecole des Hautes Etudes Commerciales du Nord specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingManagementFinancial EconomicsPortfolio ManagementMutual FundsAsset AllocationQuantitative FinanceFinancial Risk

Publications per year

2007–2022

19

Publications

19

Efficient Indexation: An Alternative to Cap-Weighted Indices

Noël Amenc, Felix Goltz, Lionel Martellini et al. · SSRN Electronic Journal · 2011 · 76 citations · Full text

Mathematical Programming, Engineering, Big Data Indexing +25

Diversifying the Diversifiers and Tracking the Tracking Error: <i>Outperforming Cap-Weighted Indices with Limited Risk of Underperformance</i>

Noël Amenc, Felix Goltz, Ashish Lodh et al. · The Journal of Portfolio Management · 2012 · 45 citations

Choose Your Betas: <i>Benchmarking Alternative</i><i>Equity Index Strategies</i>

Noël Amenc, Felix Goltz, Ashish Lodh · The Journal of Portfolio Management · 2012 · 43 citations

Performance Benchmarking, Asset Allocation, Portfolio Management +20

“Honey, I Shrunk the ESG Alpha”: Risk-Adjusting ESG Portfolio Returns

G. Bruno, Mikheil Esakia, Felix Goltz · The Journal of Investing · 2021 · 40 citations

Financial Data, Factor Exposures, Asset Allocation +21

Noël Amenc, Felix Goltz · The Journal of Index Investing · 2013 · 32 citations

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