Share:
Share by Email

Is there alpha in ESG? We approach this question by constructing new governance and ESG scores, drawing on economic concepts from the academic literature.

The new ESG scores show statistically and economically significant return predictability globally. Portfolios constructed using the new scores display attractive return and risk profiles.

The same results are not achieved using off-the-shelf governance and ESG ratings, suggesting a role for skill in ESG alpha generation.

View Webinar

Download Slides
Contact Us
Subscribe
See more ESG Investing insights