The Alpha and Beta of ESG investing

Amundi
By January 16, 2019 14:04

The Alpha and Beta of ESG investing

Interest in ESG investing has grown incontestably in recent years. This study covers the analysis of the risk-return profile of ESG as a selection strategy on global developed markets, and the integration effects of ESG in an index-linked management process. Findings are contrasted for each E, S and G pillar, as well as ESG both on timing and region. However, since the start of 2014, we find a steep transformation in reward. Combined with growing investor interest in ESG, the transformation is of such a magnitude that we have taken a cross-section approach to determine whether ESG can stand up as a factor on its own

Amundi
By January 16, 2019 14:04

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