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Are Quant Approaches Best for Sustainable (ESG) Investing?

By |March 21st, 2022|ESG, Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|

After 40 years or so, quantitative investing has evolved into a thriving practice.  A major feature of the quantitative approach involves developing underlying numerical models and testing them on a historical (data) record and then forecasting where alpha may be embedded into the prices of a set of stocks.  Whether you agree or disagree with this approach, it is difficult to deny that with the advanced state of data access and computational skill, “quants will win the day in ESG investing”.   Such is the premise of this article and happily, it is accompanied by a compelling argument.

An Economic Framework for ESG Investing

By |March 22nd, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight, Investment Advisor Education, Machine Learning|

Responsible Investing: The ESG Efficient Frontier Pedersen, Fitzgibbons, and PomorskiJournal of Financial Economics, 2020A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What [...]

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