Measuring Esg Effects in Systematic Investing, Hardcover by Dor, Arik Ben; Desclee, Albert; Dynkin, Lev; Guan, Jingling; Hyman, Jay, ISBN 1394214782, ISBN-13 9781394214785, Like New Used, Free shipping in the US

"Integrating ESG in Systematic Investing is unique in two respects. Firstly, given that ESG scores and policies are relevant at firm level, th looks at integrating ESG in both equity and credit markets. Secondly, th examines ESG through a fully quantitative and systematic lens, as opposed to existing ESG-related research, which tends to be mostly fundamental in nature. Th begins by setting out methods for measuring the ESG-specific risk premium, and moves on to cover ESG considerations in portfolio construction, the performance implications of companies' ESG Policies and the investment implications of a lack of uniformity in ESG Definitions."--