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Showing 121 - 130 of 341 results for "quant"

Assessing carbon beta risk in portfolios: Platypus Asset Management

RACHEL ALEMBAKIS  |  THURSDAY, 10 JUN 2021  |  NEWS
... stock, then isolate the part of the returns that are driven by the total carbon emissions. Effectively we control for other quant factors that are known to drive stock returns." This risk approach allows for a more nuanced view in Platypus' view, Le ...

Cutting the carbon without sacrificing return: UBS

RACHEL ALEMBAKIS  |  THURSDAY, 3 JUN 2021  |  NEWS
... actually we see you get outperformance," Jones said. Low carbon intensity does show alpha of its own, after taking classic quant factors such as market, value, size and momentum into account. Jones noted that low carbon intensity alpha was about five ...

HSBC, partners to identify blue carbon projects

RACHEL ALEMBAKIS  |  THURSDAY, 27 MAY 2021  |  NEWS
HSBC and The Nature Conservancy (TNC) Australia have partnered to identify projects to leads towards the issuance of blue impact bonds and other assets. Blue Impact Bonds for Nature will be funded by an US$800,000 grant from HSBC. TNC Australia will ...

Evaluating impact of climate policy on company valuation

RACHEL ALEMBAKIS  |  WEDNESDAY, 26 MAY 2021  |  NEWS
Understanding how government climate policies will impact cash flows and company valuations is essential to establishing the winners and losers of any new environmental commitments, according to J.P. Morgan Asset Management. Quantifying the scale of ...

Using quant approaches to implement climate change targets

RACHEL ALEMBAKIS  |  THURSDAY, 13 MAY 2021  |  NEWS
Using a systematic, objective and quantitative approach may help investors seeking to implement decarbonising targets into investment portfolios, according to Acadian Asset Management. Acadian, a quantitative equities manager, integrates environmental ...

Brokers recognised for excellence in ESG research

RACHEL ALEMBAKIS  |  THURSDAY, 13 MAY 2021  |  NEWS
Citi, Bank of America Merrill Lynch and Credit Suisse took out awards for excellence in ESG research at the 11 th annual ESG Research Australia Awards. Research reports covering modern slavery and human rights were recognised for informing and driving ...

APAC investors ahead of North America on climate action: PGIM

RACHEL ALEMBAKIS  |  THURSDAY, 6 MAY 2021  |  NEWS
Institutional investors in Asia Pacific are more likely than their counterparts in North America to take action on climate change, but investors in Europe are still leading the pack, according to PGIM. PGIM recently surveyed 101 institutional investor ...

APRA to conduct climate vulnerability assessment on banks

RACHEL ALEMBAKIS  |  THURSDAY, 6 MAY 2021  |  NEWS
APRA is developing a framework to assess Australia's largest banks for their vulnerability to climate risk. APRA is working in partnership with the country's five largest banks to design a climate vulnerability assessment (CVA) which will assess not ...

ASX100 ESG underperformers in global manager's crosshairs

RACHEL ALEMBAKIS  |  THURSDAY, 15 APR 2021  |  NEWS
One of the largest global fund managers will up the ante on companies by voting against directors of companies - including ASX100 companies - that are showing underperformance on material ESG issues. State Street Global Advisors (SSGA) had previously ...

Green bond boom, but investors look to value proposition

RACHEL ALEMBAKIS  |  WEDNESDAY, 31 MAR 2021  |  NEWS
The global sustainability-linked bond market has seen dramatic growth in 2020, and investors are evaluating whether the sustainability and value propositions align. JP Morgan Asset Management research found that sustainable fixed income globally saw ...