The Performance Of Esg Integration Strategies Development Of An Esg Integration Methodology For Eu Equity Portfolios
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The Performance Of Esg Integration Strategies Development Of An Esg Integration Methodology For Eu Equity Portfolios
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Author : Thomas Neuhofer
language : en
Publisher:
Release Date : 2021-09
The Performance Of Esg Integration Strategies Development Of An Esg Integration Methodology For Eu Equity Portfolios written by Thomas Neuhofer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09 with categories.
Master's Thesis from the year 2021 in the subject Business economics - Investment and Finance, grade: 1.0, University of Applied Sciences Nuremberg, language: English, abstract: This thesis seeks to develop a practical SRI strategy for quantitatively integrating financially material ESG factors into E.U. equity portfolios. Specifically, it investigates if portfolios constructed from companies that invest heavily in their material sustainability factors achieve positive alphas. In this context, financially material information on sustainability factors means data whose concealment or misrepresentation may influence the investment decision. The thesis also examines whether positive alphas are achieved with portfolios of companies with low investments in their material sustainability factors. In addition, the study investigated how the level of corporate investments in immaterial and overall sustainability factors influence the risk-adjusted portfolio return. Furthermore, a robustness check of the results was based on the data from two sub-periods and one sub-sample. This study connects Refinitiv ESG and financial data with the Sustainable Accounting Standards Board's (SASB) ESG financial materiality classification for portfolio construction. The study analyzes European risk-factor and market data from the Kenneth R. French Data Library. To assess the portfolios' performance for 2004-2019 the Fama-French 3-factor, Carhart 4-factor, and Fama-French 5-factor models are used. In total, 48 ESG integrated portfolios were constructed and analyzed. Investors in the European Union stock market are increasingly pressured by clients and regulators to consider corporate sustainability factors when making investment decisions. Several studies have shown that sustainable and responsible investment (SRI) strategies offer a solution to this challenge. With SRI, investors can include companies' sustainability factors via environmental, social, and governance (ESG) information in th
Impact Of Esg Integration On Private Equity Fund Performance Insights From Un Pri Signatories
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Author : Lucas Eisenhuth
language : en
Publisher: GRIN Verlag
Release Date : 2024-02-14
Impact Of Esg Integration On Private Equity Fund Performance Insights From Un Pri Signatories written by Lucas Eisenhuth and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-02-14 with Business & Economics categories.
Master's Thesis from the year 2023 in the subject Economics - Finance, grade: 1,0, University of Frankfurt (Main), language: English, abstract: This study investigates the impact of environmental, social, and governance integration on private equity fund performance, as measured by the UN Principles of Responsible Investment signatory status of the general partner. Using a comprehensive dataset of 3,127 private equity funds from the Preqin database and ESG information from the UN Principles of Responsible Investment directory, I find that funds managed by fund managers who signed the UN Principles of Responsible Investment exhibit a negative association with financial performance. Since the 1980s, the private equity (PE) asset class has developed from an alternative investment niche into a major player in the global financial industry. With assets under management (AuM) growth rates that far outstrip most other asset classes, PE plays an increasingly important role. For example, authors from the Harvard Busi-ness Review expect global PE assets to exceed $11tn in 2026 and state that, already today, around 10,000 PE firms are responsible for 20mn employees in approximately 40,000 portfolio companies. Simultaneously, integrating environmental, social, and governance (ESG) criteria into investment decisions has gained considerable momentum in recent years. Driven by growing awareness of climate change, social ine-qualities, and corporate governance issues, investors increasingly recognize the im-portance of incorporating non-financial factors into their investment analysis and portfo-lio selection. Speaking in numbers, at the beginning of 2020, the total value of sustainable investments across major asset classes in developed markets rose to $35.3tn, representing a growth of 15% between 2018 and 2020. This results in 35.9% of total AuM during this period. The social relevance of the climate challenge and the associated increasing investment in the sustainable transformation of the global economy has thus logically found its way into the academic world. For example, annual academic publications on environmental finance have grown more than 17-fold, from 13 in 2010 to 223 in 2019. Nevertheless, less than 1% of academic litera-ture on PE or venture capital (VC) between 1960 and 2020 deals with sustainability issues.
Digital Transformation Strategic Resilience Cyber Security And Risk Management
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Author : Simon Grima
language : en
Publisher: Emerald Group Publishing
Release Date : 2023-09-28
Digital Transformation Strategic Resilience Cyber Security And Risk Management written by Simon Grima and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-09-28 with Business & Economics categories.
Contemporary Studies in Economic and Financial Analysis publishes a series of current and relevant themed volumes within the fields of economics and finance.
Responsible Investing
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Author : Matthew W. Sherwood
language : en
Publisher: Routledge
Release Date : 2018-09-21
Responsible Investing written by Matthew W. Sherwood and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-21 with Business & Economics categories.
This textbook provides the first holistic resource on Environmental, Social, and Governance (ESG) investing for undergraduate and graduate programs. It provides a thorough background and history of ESG investing, as well as cutting-edge industry developments, in a way that introduces the reader to the rapidly developing field of responsible investing. Beginning with a comprehensive background of ESG investing and the development of models measuring risk and return, the book then discusses the development of ESG risks, and provides an overview of ESG rating systems. The textbook also outlines the current position of ESG investing in portfolio management through granular analysis, provides insight into common investor concerns about ESG investments, discloses qualitative theories relevant to ESG investing, and reviews literature attempting to model ESG investment performance. Finally, the authors provide readers with a foundation on the development of financial models measuring risk and return, which will be useful for measuring the performance of ESG investments. With case studies from contributors around the world, this textbook is the first of its kind to truly provide a compelling blend of quantitative and qualitative analysis supporting the incorporation of ESG investment strategies into investment portfolios. Offering an excellent overview of the growing trends in ESG investing, as well as a close analysis of ESG theories and their practical application both today and in the future, this book will be a great resource for both undergraduates and graduate students.
Enhancing Sustainability Through Non Financial Reporting
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Author : Monteiro, Albertina
language : en
Publisher: IGI Global
Release Date : 2023-10-16
Enhancing Sustainability Through Non Financial Reporting written by Monteiro, Albertina and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-10-16 with Business & Economics categories.
The lack of transparency and accountability in organizations has made it difficult to identify, measure, and disclose their sustainable practices and impacts, creating a challenge for global sustainability efforts. Furthermore, there is a lack of consensus on the determinants and impacts of non-financial information reporting. In response to these challenges, Enhancing Sustainability Through Non-Financial Reporting, a book edited by Albertina Monteiro, Ana Pinto Borges, and Elvira Vieira, offers a comprehensive analysis of the relationship between sustainability practices and reporting, and the accounting, finance, and management fields. This book provides a platform for both academics and practitioners to share their empirical and theoretical research on the contributions of organizations to sustainable development, the determinants and impacts of non-financial information reporting, the role of sustainability reporting standards, and the challenges faced by accounting, finance, management, and auditing. It is an essential resource for anyone seeking to enhance sustainability through non-financial reporting and is relevant to a wide range of audiences, including academics, practitioners, and other interested individuals and groups.
Esg Integration And Sri Strategies In The Eu
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Author : Luca Spataro
language : en
Publisher: Springer Nature
Release Date : 2023-10-25
Esg Integration And Sri Strategies In The Eu written by Luca Spataro and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-10-25 with Business & Economics categories.
This book analyses sustainable finance policies implemented by the European Commission since January 2020. Gathering contributors from a range of European and international universities, it particularly aims to explore how EU strategy on green finance encourages and stimulates socially responsible investments that provide solutions to the challenges of the energy transition. The book provides a comprehensive coverage of economic, financial and legal issues concerning green finance and ESG factor integration in the EU. The first part of the book discusses theoretical and empirical perspectives on socially responsible investments (SRIs) and ESG integration, while the second section focuses specifically on the role of corporate governance in both institutional and private investment spheres. The third part of the book explores valuation and risk, including a discussion of current trends in SRI funding in the new European ESG Regulatory Framework. The final section of the book discusses legal and regulatory issues including an exploration of blue finance and its incorporation into EU financial strategy. This edited collection will be of interest to researchers and policymakers working in green finance, sustainability, energy economics and financial law.
Measuring Esg Effects In Systematic Investing
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Author : Arik Ben Dor
language : en
Publisher: John Wiley & Sons
Release Date : 2024-05-20
Measuring Esg Effects In Systematic Investing written by Arik Ben Dor and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-05-20 with Business & Economics categories.
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.
Measuring Esg Effects In Systematic Investing
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Author : Arik Ben Dor
language : en
Publisher: John Wiley & Sons
Release Date : 2024-04-08
Measuring Esg Effects In Systematic Investing written by Arik Ben Dor and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-04-08 with Business & Economics categories.
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.
Corporate Environmental Management Climate Change And Sustainable Development
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Author : Khaldoon Albitar
language : en
Publisher: Frontiers Media SA
Release Date : 2023-10-09
Corporate Environmental Management Climate Change And Sustainable Development written by Khaldoon Albitar and has been published by Frontiers Media SA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-10-09 with Science categories.
The United Nations action plan for sustainable development, named “Transforming Our World: The 2030 Agenda for Sustainable Development” represents an international governance arrangement in response to the recent environmental challenges and social inequalities. Importantly, the Sustainable Development Goals (SDGs) framework sets a purpose to protect human rights, end poverty, reduce inequality, protect the planet and its natural resources, and enhance sustainable economic growth. Recently, due to the deterioration in global environmental conditions, increasing stakeholder demands, and stricter regulations and law all over the world, firms have realized the importance of integrating Sustainable Development Goals (SDGs) into their strategic orientations in order to enhance their environmental, social performances and keep sustainable development.
Guidance And Case Studies For Esg Integration Equities And Fixed Income
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Author :
language : en
Publisher:
Release Date : 2018
Guidance And Case Studies For Esg Integration Equities And Fixed Income written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with Investments categories.