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Measuring ESG Effects in Systematic Investing

Best.-Nr. A9781394214785Hardback. New. A unique perspective on the implications of incorporating ESG considerations in systematic investing In Integrating ESG in Systematic Investing a team of authors from Barclays’ top-ranked Quantitative Portfolio Strategy group ranked #1 by Institutional Investor in its 2022 Global Fixed Income Research Survey in both the US and Europe delivers an insightful and practical discussion of how to reflect ESG considerations in systematic investing. The authors offer a cross-asset class perspective—incorporating both credit and equity markets in the United States Europe and China—a unique coverage scope amongst books on this subject. They discuss the interaction between ESG ratings and various other security characteristics suggest a methodology for isolating the ESG-specific risk premia analyse the impact of an ESG tilt on systematic strategies and risk factors and identify several ESG-based signals that are predictive of future performance. You’ll also discover: Analysis of companies in the process of improving their ESG ranking “ESG improvers” vs. firms with best-in-class ESG ratings A study using natural language processing NLP to predict changes in corporate ESG rankings from company job postings for sustainability-related positions In-depth explorations of ESG equity fund performance and flows and the information content of ESG ratings dispersion across several providers Perfect for portfolio managers including non-quantitative fundamental investors risk managers and research analysts at financial institutions such as asset managers pension funds banks sovereign wealth funds hedge funds and insurance companies Integrating ESG in Systematic Investing is also a must-read resource for academics with a research interest in the performance and risk implications of ESG investing. hardcover

The Saint Bookstore · Vereinigtes Königreich80,73 £≈ 96,42 €

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