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Showing 61 - 70 of 165 results for "quantitative"

Assessing carbon beta risk in portfolios: Platypus Asset Management

RACHEL ALEMBAKIS  |  THURSDAY, 10 JUN 2021  |  NEWS
... measure and manage climate risk, according to Platypus Asset Management. Platypus Asset Management has developed a quantitative tool aimed at measuring a company's sensitivity to climate change shocks, which they call the Platypus Carbon Beta. Platypus ...

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 ...

APRA to conduct climate vulnerability assessment on banks

RACHEL ALEMBAKIS  |  THURSDAY, 6 MAY 2021  |  NEWS
... establish global scenarios, but also to improve the ADI's data collection and to inform risk management, and that's the quantitative aspect of the climate vulnerability assessment. APRA will be saying more about that over the second half of the year." ...

Green bond boom, but investors look to value proposition

RACHEL ALEMBAKIS  |  WEDNESDAY, 31 MAR 2021  |  NEWS
... Morgan Asset Management notes that green bonds have to meet investment criteria on fundamental, technical factor and quantitative valuation grounds, and note that some sustainable bonds fall short on valuations. "We run a global multisector fixed income ...

Corporate super fund sets net zero target

RACHEL ALEMBAKIS  |  MONDAY, 29 MAR 2021  |  NEWS
... opportunities, reviewing passive listed equity benchmarks, measuring baseline emissions and disclosing to members the first quantitative report of the listed equities greenhouse gas emissions, and enhancing guidelines for external manager assessment ...

Global fund manager launches local climate transition fund

RACHEL ALEMBAKIS  |  THURSDAY, 25 MAR 2021  |  NEWS
... also being much more forward looking at positioning the focus onto energy transition," said Scott Bennett, head of quantitative research and client solutions for Australia and New Zealand at Northern Trust Asset Management. "Where we see a lot of demand ...

Assessing climate risk in corporate bond portfolios

RACHEL ALEMBAKIS  |  THURSDAY, 25 FEB 2021  |  NEWS
... greener business model, Gazzola said. "The first stage is that dialogue, to understand if there are qualitative and quantitative factors that are being considered, but are not being disclosed. Usually capex expenditure plans are is where we find the ...

Neuberger Berman joins global diversity initiative

RACHEL ALEMBAKIS  |  MONDAY, 8 FEB 2021  |  NEWS
... independent, employee-owned investment manager that maintains a range of strategies-including equity, fixed income, quantitative and multi-asset class, private equity, real estate and hedge funds-on behalf of institutions, advisors and individual investors ...

Aviva Investors puts companies on notice over climate

RACHEL ALEMBAKIS  |  THURSDAY, 4 FEB 2021  |  NEWS
... progress based on a qualitative assessment of progress against Aviva Investors' climate engagement framework and quantitative improvements against the firm's proprietary climate transition risk model. Progress will be monitored on a six-monthly basis ...

Integrating climate impacts in quant strategies: Acadian Asset Management

RACHEL ALEMBAKIS  |  FRIDAY, 27 NOV 2020  |  NEWS
... Agreements, investors are already seeing impacts on valuations, according to Acadian Asset Management. Acadian is a global quantitative fund manager that integrates environmental, social and governance (ESG) data into its strategies and manages bespoke ...