Search Results | Showing 131 - 140 of 165 results for "quantitative" |
| | | ... 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 ... |
| | | | ... rating agencies to use ESG analysis to inform sovereign debt ratings in a more systematic way, taking into account quantitative and qualitative criteria. "Whatever any individual investor does to determine creditworthiness by using traditional financial ... |
| | | | ... Berebichez, vice president for portfolio management analytics at MSCI. "These students are the next generation of quantitative investment professionals, and it's essential to expose them to real-life market tools like Barra analytics and ESG research ... |
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