Search Results

Showing 181 - 190 of 231 results for "MSCI"

Local Government Super enhances carbon-related screens

RACHEL ALEMBAKIS  |  WEDNESDAY, 8 OCT 2014  |  NEWS
... certain fundamentals have changed. You would typically find we would revisit it every couple of years." LGS used data from MSCI ESG Research as part of their analysis, Lambert said. The fund noted that coal and oil sands are the most carbon-intensive ...

AXA IM launches ESG SmartBeta fund in Australia

RACHEL ALEMBAKIS  |  FRIDAY, 19 SEP 2014  |  NEWS
... universe that [AXA IM Head of Responsible Investment] Matt Christensen has in terms of ESG information in the stocks in the MSCI world index, we were able to build a portfolio that shows much better ESG integration but does not sacrifice dimensions of ...

MSCI assesses future carbon exposure

RACHEL ALEMBAKIS  |  FRIDAY, 12 SEP 2014  |  NEWS
... their portfolio carbon exposures without drastically increasing tracking error or reducing investment returns, according to MSCI. executive director, global head of ESG research, MSCI MSCI has recently launched its ESG CarbonMetrics, a suite of carbon ...

MSCI launches ESG CarbonMetrics

RACHEL ALEMBAKIS  |  THURSDAY, 4 SEP 2014  |  NEWS
MSCI has launched MSCI ESG CarbonMetrics, a suite of carbon and fossil fuel metrics and screening tools to measure and manage portfolio exposure to carbon-related risks. "With concerns about carbon stranded assets risk increasing in the investment community ...

RIAA: Increased public demand for responsible investments

RACHEL ALEMBAKIS  |  FRIDAY, 25 JUL 2014  |  NEWS
... fund average over 1, 3, 5 and 10 years, while core responsible investment international equities funds have outperformed the MSCI index and large cap International equities fund average over 5 and 10 years, although they have underperformed on average ...

Barclays, MSCI to launch Green Bond Index

RACHEL ALEMBAKIS  |  WEDNESDAY, 2 JUL 2014  |  NEWS
Barclays and MSCI have agreed to launch a Green Bond Index, a new addition to their environmental, social and governance (ESG) fixed income benchmark index series. The Green Bond Index will reflect those bonds funding projects with direct environmental ...

LUCRF selects Northern Trust for ESG-screened mandate

RACHEL ALEMBAKIS  |  WEDNESDAY, 28 MAY 2014  |  NEWS
... mandate. "They're using a quantitative risk management framework," McIntosh said. "The portfolio relative to the broader MSCI ex-Australia index will be underweight tobacco and other companies. There are elements of the index coming out, and that can ...

AXA IM develops impact investing fund of funds

RACHEL ALEMBAKIS  |  FRIDAY, 16 MAY 2014  |  NEWS
... portfolio, and according to AXA's research, the ESG SmartBeta portfolio outperformed a "vanilla" SmartBeta portfolio and the MSCI World Index on both overall performance and ESG risk score. The ESG SmartBeta portfolio passed a global equity universe ...

Combining quality measures with ESG can yield higher returns

RACHEL ALEMBAKIS  |  WEDNESDAY, 9 APR 2014  |  NEWS
... Well How Quality Can Enhance Your ESG Strategy, Northern Trust outlines their approach, in which they overlay NTQS onto the MSCI World ESG Index and compare the resulting model portfolio's returns. The paper notes that the MSCI World ESG Index has outperformed ...

ESG integration into quantitative investment management

RACHEL ALEMBAKIS  |  FRIDAY, 28 MAR 2014  |  NEWS
... passive" or active strategies, rather than purely passive index construction mandates, although research provides such as MSCI have developed benchmark indices to permit passive portfolio construction. Recently, the AU$11.5 billion VicSuper selected ...