Search Results | Showing 111 - 120 of 147 results for "quantitative" |
| | | ... engagement on the topic of climate change," Woods said. "We have a whole range of styles - index, enhanced index, quantitative, value, international equities, etc. What AMP Capital have done is either engage with companies or contributed to a policy ... |
| | | | ... LUCRF's ESG objectives." McIntosh also noted Northern Trust's quant-driven approach to the mandate. "They're using a quantitative risk management framework," McIntosh said. "The portfolio relative to the broader MSCI ex-Australia index will be underweight ... |
| | | | ... sovereign issuer risk based on key ESG factors, and also tested how ESG factors could be integrated into a model quantitative portfolio. AXA Rosenberg, the quantitative investment arm of AXA IM, created a model ESG SmartBeta portfolio, and according ... |
| | | | ... metrics can add "significant excess return" to ESG portfolios, according to Northern Trust. Michael Hunstad, head of quantitative research global equity management, Northern Trust Northern Trust's quantitative research team has published a paper in which ... |
| | | | There is a growing use of environmental and social factors as part of quantitative investment techniques in equity portfolios, with fund managers integrating ESG data to either screen out undesired stocks, or to create customised benchmarks that tilt ... |
| | | | ... stakeholders such as employees. Barnard of Stockland highlighted how the company created its Liveability Index, a quantitative measure of what makes housing developments desirable, safe and healthy for residents. The index was developed post-global financial ... |
| | | | ... directly incorporate ESG into selection of equities and portfolio construction in certain investment strategies in a quantitative manner." In late 2012, VicSuper started using a new benchmark index for its passive international fixed interest portfolio ... |
| | | | ... disclosure around staff engagement metrics, and there is a lack of uniformity in the metrics and the explanation of the quantitative measures in public disclosures. "Staff engagement is an interesting one," he said. "Companies will often refer to participation ... |
| | | | MSCI has launched MSCI ESG DataMetrics, a comprehensive set of metrics to facilitate quantitative analysis of environmental, social and environmental data. MSCI ESG DataMetrics can be used in the development of proprietary ESG models and reporting on ... |
| | | | ... return and those with high risk had a -4.3% relative return. The analysis between PIRC and Inalytics, which provide quantitative measurement of fund manager investment skill, has been several years in the making, said Amanda Field, managing director ... |
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