The age of ethical investing, but can quants cope?

Rob Mannix
@RobMannix
13 Feb 2020

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Investment mandates from the Dutch pension fund APG now come with more than the usual strings attached. Managers must bend strategies that were built to make money into line with the fund’s growing ambition to do good.

APG last year reduced the universe of stocks its quant strategies can trade by a sixth, culling about 1,500 stocks that scored badly against a set of APG-crafted environmental, social and governance (ESG) metrics.

“ESG is now as important as risk, return and cost in the fund’s

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]