Description

Book Synopsis

A unique perspective on the implications of incorporating ESG considerations in systematic investing

InMeasuring 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 perspectiveincorporating both credit and equity markets in the United States, Europe, and Chinaa 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.

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Measuring ESG Effects in Systematic Investing

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    A Hardback by Albert Desclee

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      Publisher: John Wiley & Sons Inc
      Publication Date: 4/11/2024
      ISBN13: 9781394214785, 978-1394214785
      ISBN10: 1394214782
      Also in:
      Finance and the finance industry

      Description

      Book Synopsis

      A unique perspective on the implications of incorporating ESG considerations in systematic investing

      InMeasuring 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 perspectiveincorporating both credit and equity markets in the United States, Europe, and Chinaa 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 disc

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