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Showing 11 - 20 of 147 results for "quantitative"

Reducing carbon emissions without affecting tracking error: Realindex

RACHEL ALEMBAKIS  |  THURSDAY, 13 APR 2023  |  NEWS
... like those in the ASX small cap, or the ASX 200, you don't get that ability to rotate within sectors," said senior quantitative analyst Andrew Sinclair. "The observation would be that breadth is very important in terms of the number of stocks in each ...

Exploding the glass cliff myth

RACHEL ALEMBAKIS  |  TUESDAY, 7 MAR 2023  |  NEWS
... researched how issues like gender diversity in company management can indicate potential investment opportunity. The quantitative manager integrates data from ESG analysis into its investment process. "This builds on the work we had done last year to ...

Alphinity launches sustainable ETF

RACHEL ALEMBAKIS  |  WEDNESDAY, 8 FEB 2023  |  NEWS
... manager Jonas Palmqvist. "Alphinity's deeply experienced global team combines fundamental research with specific quantitative analytics to uncover stocks that can deliver 'earnings surprises' to drive outperformance." Alphinity Investment Management ...

ASFI outlines roadmap for sustainable finance taxonomy

RACHEL ALEMBAKIS  |  THURSDAY, 15 DEC 2022  |  NEWS
... a strong sustainability outcome, rather than a policy-based bar. "For some criteria, there will be science-based quantitative criteria, for others there might need to be principles base technical screening criteria, and that will likely, depending on ...

Podcast: Is gender diversity an alpha signal - with Joanna Nash

RACHEL ALEMBAKIS  |  THURSDAY, 10 NOV 2022  |  NEWS
... signal as well as a qualitative measure of company risk and opportunity. We speak with Realindex Investments senior quantitative portfolio manager Dr Joanna Nash on how the systematic equities manager integrates ESG into their quantitative process and ...

bfinance sounds alarm on "overly simplistic" carbon targets

RACHEL ALEMBAKIS  |  THURSDAY, 29 SEP 2022  |  NEWS
... which may make a strategy difficult or easy to mould to a low-carbon target, such as the extent to which it uses quantitative portfolio construction techniques, plus bfinance also found that "there are large differences in the amount of dispersion in ...

APRA chair highlights challenges of climate risk assessment

RACHEL ALEMBAKIS  |  THURSDAY, 8 SEP 2022  |  NEWS
... there is a natural tendency to begin with qualitative aspects such as governance and risk principles, rather than quantitative measures," Byres said. "It is clear, however, that metrics (and their disclosure) are areas where investors, standard-setters ...

Climate skills development needed: University of Technology Sydney

JAMIE WILLIAMSON  |  THURSDAY, 8 SEP 2022  |  NEWS
... climate skills are in moderate to high demand in their organisation; climate scenario analysis, both qualitative and quantitative, came out on top. However, close to 70% said supply doesn't meet demand. Just 14% said supply is equal to demand and ...

Podcast: Finding solutions to meet Net Zero 2050 with Viola Lutz

RACHEL ALEMBAKIS  |  THURSDAY, 1 SEP 2022  |  NEWS
... head of ISS ESG climate solutions. Lutz discusses how ISS ESG approaches climate risk and climate solutions, why quantitative ESG ratings alone aren't a silver bullet and why we have to use a variety of weapons to get to net zero. Lutz joined ISS in ...

APRA releases climate risk assessment results

RACHEL ALEMBAKIS  |  THURSDAY, 4 AUG 2022  |  NEWS
... improvement is metrics and targets. "While many institutions indicated that they measure and monitor climate risks using quantitative or qualitative approaches and set targets, use of more advanced quantitative risk metrics such as scope 3 and financed ...