Felix Goltz

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EDHEC RESEARCH: Time management

Cost is one of the main reasons ETF usage is increasing and investors spend as much time evaluating passive investments as they do active....

EDHEC RESEARCH: Minding the risk budget

The emergence of smart beta indices is directly linked to the new investment idea of ‘risk allocation’, as Felix Goltz of Edhec-Risk Institute explains. Cap-weighted...

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