Scientific Beta

Felix Goltz, Research Director at Scientific Beta, will be presenting our research paper "Does ESG Information Deliver Investment Value: A High-Dimensional Portfolio Perspective" at the Sustainable and Impact Investments International Conference to be held in Hamburg on January 22 and 23, 2026.

Felix Goltz, PhD, Research Director at Scientific Beta, will be presenting our research paper "Does ESG Information Deliver Investment Value: A High-Dimensional Portfolio Perspective" at the 9^th Sustainable and Impact Investments International Conference to be held in Hamburg on January 22 and 23, 2026.

Our research paper shows that ESG information can improve performance in traditional backtests but adds no value to portfolio construction when evaluated out-of-sample, highlighting the critical importance of robust, forward-looking validation.

The Sustainable and Impact Investments International Conference is organised by the Chair of Management and Sustainability at the Faculty of Business, Economics and Social Sciences, University of Hamburg. It brings together leading international academics, policymakers, and practitioners to present innovative research and engage in dialogue on critical issues in sustainable finance.

Felix has been with Scientific Beta since inception. He carries out research in empirical finance and asset allocation, with a focus on alternative investments and indexing strategies. His work has appeared in various international academic and practitioner journals and handbooks, including the Journal of Portfolio Management, the Financial Analysts Journal, the Journal of Index Investing, the Journal of Investment Management and the Handbook of Finance (Wiley). He obtained an MSc and a PhD in finance from the University of Nice Sophia-Antipolis after studying economics and business administration at the University of Bayreuth and EDHEC Business School.