Measuring ESG effects in systematic investing

"Integrating ESG in Systematic Investing is unique in two respects. Firstly, given that ESG scores and policies are relevant at firm level, the book looks at integrating ESG in both equity and credit markets. Secondly, the book examines ESG through a fully quantitative and systematic lens, as o...

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Bibliographische Detailangaben
1. Verfasser:	Ben Dor, Arik (VerfasserIn)
Weitere Verfasser:	Desclée, Albert (VerfasserIn), Dynkin, Lev (VerfasserIn), Guan, Jingling (VerfasserIn), Hyman, Jay (VerfasserIn), Polbennikov, Simon (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	Hoboken, NJ Wiley 2024
Schriftenreihe:	Wiley finance series
Schlagworte:	Nachhaltige Kapitalanlage > Corporate Social Responsibility > Messung > Impact investing > Investments > Moral and ethical aspects
Online Zugang:	Inhaltsverzeichnis
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Beschreibung
Zusammenfassung:	"Integrating ESG in Systematic Investing is unique in two respects. Firstly, given that ESG scores and policies are relevant at firm level, the book looks at integrating ESG in both equity and credit markets. Secondly, the book examines ESG through a fully quantitative and systematic lens, as opposed to existing ESG-related research, which tends to be mostly fundamental in nature. The book begins by setting out methods for measuring the ESG-specific risk premium, and moves on to cover ESG considerations in portfolio construction, the performance implications of companies' ESG Policies and the investment implications of a lack of uniformity in ESG Definitions."--
Beschreibung:	Enthält Literaturangaben und Index
Beschreibung:	xxiv 386 Seiten Illustrationen
ISBN:	9781394214785 978-1-394-21478-5