Apparently is completely related to the Bios settings.
First of all, double check that the .iso image you downloaded is sane. In order to do that you can check the MD5SUM signature to completely discard that your iso is corrupted due to an incomplete download. (I know it is a silly thing, but it was actually my first error, the image was corrupted. If that's your case too, download it again).
1) Disable the "secure boot" feature in your bios
-Reboot, select the boot unit (that should say something starting with UEFI if you are booting from a USB Stick) and try to boot. If that does not work, try the next step.
2) if you have an intel processor, then try disabling the "Vitualization Technology" feature
*-Reboot, select the boot unit (that should say something starting with UEFI) and try to boot. That worked for me. *
notes: for sure you will need to disable the first. Try it alone, then try it combined with the Virtualization Technology disabled. If it works, like in my case, you can turn it on again cause it affects the performance of the virtual machines you may use (e.g. with VMWARE or Virtualbox). If you don't know what a virtual machine is, then you can leave the VT off.
Tested in an Asus Zenbook from 2014.