Fuzzy data stalls ESG alpha hunt

Quants searching for ESG signals have reached very different conclusions. Mostly they blame the data

Quant investors who wield powerful but hard-to-understand models are used to dealing with sticky questions about cause and effect. It’s no different with ESG investing.

Experts are divided about whether screening investments by environmental, social and governance criteria influences returns. And if they see a link, they can’t always tell whether it’s coincidental or contributory.

Axa Investment Managers has found a “direct link” between board diversity and “a sustainable competitive advantage

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here