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Showing 51 - 60 of 66 results for "MSCI World"

Early stages for ESG-factor investing: Northern Trust

RACHEL ALEMBAKIS  |  FRIDAY, 19 JUN 2015  |  NEWS
... Trust said in the paper. " Over an analysis period of slightly more than four years, our solution outperformed the MSCI World index by over 2% per year while realizing modest tracking error and significantly reducing the carbon footprint. " Northern ...

Role for custodian in ESG data analytics: BNP Paribas

RACHEL ALEMBAKIS  |  WEDNESDAY, 5 NOV 2014  |  NEWS
... what's coming out. We can also provide data analytics around benchmarks - what are the exposures on the ASX200, the MSCI World Index, etc." Economic trends and developments are influencing the policies and decisions for institutional investors, Gayer ...

oekom research: ESG ratings improve bond performance

RACHEL ALEMBAKIS  |  WEDNESDAY, 22 OCT 2014  |  NEWS
... Portfolio Large Caps (PPLC) - large companies rated best-in-class from a sustainability point of view - to the wider MSCI World Total Return Index for the peiord of January 2005 through December 2013. The PPLC weighted by market capitalisation achieved ...

AXA IM launches ESG SmartBeta fund in Australia

RACHEL ALEMBAKIS  |  FRIDAY, 19 SEP 2014  |  NEWS
... 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 risk and ...

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
... 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
... three years super funds are interested in customised solutions and investigating what happens when we take the standard MSCI world index and get rid of a sub-set of ESG risks, such as the ESG red flags in MSCI Impact Monitor - how does that impact on ...

MSCI launches MSCI ESG DataMetrics

RACHEL ALEMBAKIS  |  FRIDAY, 18 OCT 2013  |  NEWS
... DataMetrics product." MSCI ESG DataMetrics features 174 metrics on eight cross-industry ESG issues for all companies on the MSCI World Index, including carbon emissions, water stress, labour management, and corporate governance. There is four years of ...

Local Government Super selects SSgA for equities mandate

RACHEL ALEMBAKIS  |  WEDNESDAY, 24 JUL 2013  |  NEWS
... because of the concentrated nature of the market. He noted, for example, that applying an ESG screen and overlay to the MSCI World index still leaves a wide investible universe. "What we do in the international equities portfolio, my gut feel is that ...

Impax Asset Management makes case for fossil fuel divestment

RACHEL ALEMBAKIS  |  FRIDAY, 12 JUL 2013  |  NEWS
... the downside risk of climate change as well as the potential return of renewable energy investments. Impax used the MSCI World Index as the baseline and then presented four alternative approaches to portfolio construction, built around the theory of ...