Scientific Beta

Felix Goltz, Director of Research at ERI Scientific Beta and Head of Applied Research at EDHEC-Risk Institute, will be presenting an IPE webcast on the theme "Dynamic allocation and factor investing", on 12 April, 2018 at 5.00pm GMT. 

Felix Goltz, Director of Research at ERI Scientific Beta and Head of Applied Research at EDHEC-Risk Institute, will be hosting a webcast on 12 April, 2018 at 5.00pm GMT, organised by IPE, on the theme "Dynamic allocation and factor investing".

The webcast, moderated by Brendan Maton of IPE, will explore whether dynamic factor allocation can create value for investors. It will examine whether factor-based tactical allocation approaches are easy to implement and see how to account for cyclicality and conditionality of betas and premia in the context of factor investing solutions. The webcast will present a case study of dynamic market beta adjustment and dynamic premia diversification of solutions to improve the conditionality of the performance of multi-factor strategies.

Dr. Goltz 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. He obtained 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.