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Showing 111 - 120 of 190 results for "quantitative"

Eurozone outperforms North America in ESG investing: Amundi

RACHEL ALEMBAKIS  |  FRIDAY, 17 JAN 2020  |  NEWS
... universes - MSCI North America, MSCI EMU, MSCI Europe-ex EMU, MSCI Japan and MSCI World. The research is based on quantitative data using ESG metrics provided by the Amundi ESG Research department. The research confirmed findings of a 2019 Amundi report ...

ESG data can augment low-volatility quant strategies: Northern Trust

RACHEL ALEMBAKIS  |  FRIDAY, 10 JAN 2020  |  NEWS
Environmental, social and corporate governance (ESG) data can augment low volatility quantitative strategies and enhance alpha seeking strategies, according to Northern Trust Asset Management. Michael Hunstad, head of quantitative research global equity ...

Investing in insurance linked securities, integrating climate risk: Amundi

RACHEL ALEMBAKIS  |  FRIDAY, 6 DEC 2019  |  NEWS
... into account long-term climate risks and opportunities. Chin Liu, SVP, director of insurance linked securities and quantitative research, Amundi Natural disasters like the bushfires in New South Wales and California, hurricanes and cyclones, their frequency ...

Quantitative managers test ESG data as stand-alone factor in strategies

RACHEL ALEMBAKIS  |  FRIDAY, 25 OCT 2019  |  NEWS
Environmental, social and corporate governance (ESG) data is increasingly being integrated into quantitative investing strategies, and with depth and breadth of data increasing each year, quantitative managers are exploring whether ESG is a separate ...

Robeco on ESG integration, SDGs and impact investing

RACHEL ALEMBAKIS  |  FRIDAY, 13 SEP 2019  |  NEWS
... better-informed investment decisions around risk and return. "We do it differently for different asset classes. In a quantitative equity strategy, you would be using ESG scores," Zandbergen said. "On the fundamental side, you'd use ESG information to ...

Man Group launches proprietary ESG analytics tool for portfolios

RACHEL ALEMBAKIS  |  FRIDAY, 26 JUL 2019  |  NEWS
... proprietary ESG scoring system derived from Man Numeric's data research. The system applies advanced data science and quantitative analysis to disaggregate multi-vendor ESG datasets, allowing the tool to generate a holistic score for the sustainability ...

Legg Mason launches QS Investors Global Responsible Investment Fund

RACHEL ALEMBAKIS  |  FRIDAY, 7 JUN 2019  |  NEWS
... (ESG) analysis and ethical screens. The fund uses the investment expertise of wholly owned affiliate QS Investors, a quantitative fund manager. QS Investors "blends fundamental and behavioural perspectives through a systematic process to deliver more ...

Corporate culture a factor in stock selection: WCM

RACHEL ALEMBAKIS  |  FRIDAY, 22 FEB 2019  |  NEWS
... competitive advantage or 'moat'. While corporate culture is a qualitative metric for analysis, it is possible to use quantitative measures such as employee engagement to augment the understanding of culture, Kelly noted. "We'll look at employee engagement ...

Big data, ESG ratings can combine to unlock investment return: TruValue

RACHEL ALEMBAKIS  |  FRIDAY, 21 DEC 2018  |  NEWS
... medium ranking and increasing momentum towards moving into the top ranks." Whilst these conclusions can be useful for quantitative investment strategies, they can also be applied to fundamental investment strategies and asset owners with a strong engagement ...

Companies engage with material human rights issues: BCSD Australia

RACHEL ALEMBAKIS  |  WEDNESDAY, 28 NOV 2018  |  NEWS
... aren't easily identified thru metrics, and so that has to be worked thru in an intuitive way, as distinct to a more quantitative approach." These considerations have particular resonance in Australia, given the mooted likelihood of a Modern Slavery Act ...