Many investors are starting to explore ways to integrate environmental, social, and
governance (ESG) considerations into their portfolios. Factor portfolios and indexes that …

Abstract Environmental, Social, and Governance (ESG) signals are an important part of
factor-based investing strategies as they can stem from the same economic rationales as …

The article examines information content of Environment, Social, and Governance (ESG)
from a factor exposure perspective. The author uses an integration approach of ESG in …

Bender et al. discussed six factors–value, low size, low volatility, high yield, quality and
momentum–that historically have earned a premium over long periods, represent exposure …

In the past 10 years, ESG considerations have increasingly become integrated into
mainstream portfolio management. A large number of long-term institutions such as pension …

There has been a wide range of research in academia and the asset management industry
about the financial benefits of ESG investing. However, the question of how to achieve …

There has been a wide range of research in academia and the asset management industry
about the financial benefits of ESG investing. However, the equally important question about …

Rather than treat investments as statistical objects to be optimally combined into portfolios,
investors are increasingly interested in the environmental, social, and corporate governance …

How are environmental, social and governance (ESG) ratings constructed? Which indicators
are the most important in assessing ESG characteristics? Does the answer vary by sector …

Every investment needs a benchmark. In a competitive market economy, all economic actors
are constantly calibrating their performance in relative and absolute terms against their …