ESG integration in quantitative investments

UBS
By June 3, 2020 13:53

ESG integration in quantitative investments

An ongoing debate continues around defining a common taxonomy, improving quality and availability of information and, importantly, reaching an understanding of the ways in which ESG integration impacts risk and returns. The view that ESG issues are merely non-financial risks has moved on. Companies and investors alike have come to accept and embrace the importance that most ESG issues have for the corporate bottom line and, consequently, for investment risks and returns. This understanding reinforces the case for asset owners and asset managers alike to integrate ESG. When deciding how to integrate ESG, a crucial question to answer is whether or not it is a factor and if the answer is yes, what type of factor. There is a wealth of academic and investor research which explores the extent to which ESG characteristics can help explain risks and returns. Studies would suggest that it is indeed a factor, albeit one that is less well defined, and with a shorter history, than say, the longestablished value, size and quality of momentum factors (To learn more, please see 'The Sustainable Investing Handbook', MSCI and UBS Asset Management, 2018).

UBS
By June 3, 2020 13:53

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