Get Green or Die Trying?

By |June 1st, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|

Get Green or Die Trying? Carbon Risk Integration into Portfolio Management Maximilian Görgen, Andrea Jacob, and Martin NerlingerJournal of Portfolio ManagementA version of this paper can be found hereWant to read our summaries of academic finance [...]

ESG Performance Breakdown by E, S, and G

By |May 18th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|

Deconstructing ESG Ratings Performance: Risk and Returnfor E, S, and G by Time Horizon, Sector, and Weighting Guido Giese, Zoltán Nagy, and Linda-Eling LeeJournal of Portfolio ManagementA version of this paper can be found hereWant to [...]

Climate Change and Asset Allocation

By |April 19th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|

Climate Change and Asset Allocation: A Distinction ThatMakes a Difference Brian Jacobsen, Eddie Cheng, and Wai LeeJournal of Portfolio ManagementA version of this paper can be found hereWant to read our summaries of academic finance papers? [...]

Democratize Quant Conference Recap and Materials

By |March 25th, 2021|ESG, Research Insights, Factor Investing, Investor Education, Conferences, Value Investing Research, Momentum Investing Research|

COVID is killing conference mojo overall, but we were able to host a short and sweet "Democratize Quant" conference this morning. The speakers were terrific and I personally learned a lot from them. This post [...]

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 [...]

ESG Factors and Traditional Factors

By |February 16th, 2021|ESG, Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Investment Advisor Education|

Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens Ananth Madhavan, Aleksander Sobczyk and Andrew AngFinancial Analyst Journal, 2021A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic [...]

How Do You Think the Global Market Portfolio Has Performed from 1960-2017?

By |November 2nd, 2020|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight, Active and Passive Investing, Macroeconomics Research|

Historical Returns of the Market Portfolio Ronald Doeswijk, Trevin Lam and Laurens SwinkelsThe Review of Asset Pricing Studies, 2019A version of this paper can be found hereWant to read our summaries of academic finance papers? Check [...]

CEOs Formative Years and the Gender Gap

By |August 3rd, 2020|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|

The Origins and Real Effects of the Gender Gap: Evidence from CEOs’ Formative Years Ran Duchin, Mikhail Simutin and Denis SosyuraReview of Financial Studies, 2020A version of this paper can be found hereWant to read our [...]

What is Impact Investing?

By |July 20th, 2020|Financial Planning, ESG, Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Value Investing Research|

Impact Investing 2.0: Not Just for Do-Gooders Anymore Diana LiebermanThe Journal of Investing, Winter 2020A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

Board Diversity: When Will We Break Through the Glass Ceiling?

By |July 6th, 2020|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|

Board leadership positions elude diverse directors Laura Casares Field, Matthew Souther, and Adam YoreJournal of Financial Economics, 2020A version of this paper can be found here. Want to read our summaries of academic finance papers? Check [...]

Corporate Governance, ESG, and Stock Returns around the World

By |March 26th, 2020|ESG, Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Macroeconomics Research|

Corporate Governance, ESG, and Stock Returns around the World Mozzafar KahnFinancial Analysts JournalA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

How do Institutional Investors approach Climate Risks?

By |March 2nd, 2020|ESG, Research Insights, Basilico and Johnsen|

The Importance of Climate Risks for Institutional Investors Philipp Krueger, Zacharias Sautner, and Laura T. Starks Review of Financial StudiesA version of this paper can be found hereWant to read our summaries of academic finance papers? [...]

How ESG Affects Valuation, Risk, and Performance

By |January 13th, 2020|ESG, Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|

Foundations of ESG Investing: How ESG Affects Equity Valuation, Risk, and Performance Guido Giese, Linda-Eling Lee, Dimitris Melas, Zoltán Nagy, and Laura Nishikawa Journal of Portfolio Management A version of this paper can be found here [...]

Lowering Portfolio Risk with Corporate Social Responsability

By |November 18th, 2019|ESG, Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|

Lowering Portfolio Risk with Corporate Social Responsibility Clark, Krieger, and Mauck Journal of Investing, February 2019 A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic [...]

Costs and Benefits of ESG investing

By |November 4th, 2019|ESG, Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|

Responsible Investing: The Environmental, Social, and Governance (ESG) - Efficient Frontier Lasse Heje Pedersen, Shaun Fitzgibbons, and Lukasz Pomorski Working Paper A version of this paper can be found here Want to read our summaries of [...]

ESG Investing: Marketing or Substance? (Ryan Kirlin)

By |September 18th, 2019|ESG, Podcasts and Video|

Here is a link to our podcast on "The ETF Prime Podcast": ETF.com’s Drew Voros offers his perspective on ESG investing, including highlighting the example of Facebook. Tune to the ~22 minute mark to hear Alpha Architect’s Ryan [...]

Fama French Factors and ESG: The Good Minus Bad Factor

By |June 17th, 2019|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|

Integrating ESG in Portfolio Construction Roy Henriksson, Joshua Livnat, Patrick Pfeifer, and Margaret Stumpp Journal of Portfolio Management A version of this paper can be found here Want to read our summaries of academic finance papers? [...]