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Showing 71 - 80 of 147 results for "quantitative"

Quantitative managers test ESG data as stand-alone factor in strategies

RACHEL ALEMBAKIS  |  FRIDAY, 25 OCT 2019  |  NEWS
Environmental, social and corporate governance (ESG) data is increasingly being integrated into quantitative investing strategies, and with depth and breadth of data increasing each year, quantitative managers are exploring whether ESG is a separate ...

Robeco on ESG integration, SDGs and impact investing

RACHEL ALEMBAKIS  |  FRIDAY, 13 SEP 2019  |  NEWS
... better-informed investment decisions around risk and return. "We do it differently for different asset classes. In a quantitative equity strategy, you would be using ESG scores," Zandbergen said. "On the fundamental side, you'd use ESG information to ...

Man Group launches proprietary ESG analytics tool for portfolios

RACHEL ALEMBAKIS  |  FRIDAY, 26 JUL 2019  |  NEWS
... proprietary ESG scoring system derived from Man Numeric's data research. The system applies advanced data science and quantitative analysis to disaggregate multi-vendor ESG datasets, allowing the tool to generate a holistic score for the sustainability ...

Legg Mason launches QS Investors Global Responsible Investment Fund

RACHEL ALEMBAKIS  |  FRIDAY, 7 JUN 2019  |  NEWS
... (ESG) analysis and ethical screens. The fund uses the investment expertise of wholly owned affiliate QS Investors, a quantitative fund manager. QS Investors "blends fundamental and behavioural perspectives through a systematic process to deliver more ...

Corporate culture a factor in stock selection: WCM

RACHEL ALEMBAKIS  |  FRIDAY, 22 FEB 2019  |  NEWS
... competitive advantage or 'moat'. While corporate culture is a qualitative metric for analysis, it is possible to use quantitative measures such as employee engagement to augment the understanding of culture, Kelly noted. "We'll look at employee engagement ...

Big data, ESG ratings can combine to unlock investment return: TruValue

RACHEL ALEMBAKIS  |  FRIDAY, 21 DEC 2018  |  NEWS
... medium ranking and increasing momentum towards moving into the top ranks." Whilst these conclusions can be useful for quantitative investment strategies, they can also be applied to fundamental investment strategies and asset owners with a strong engagement ...

Companies engage with material human rights issues: BCSD Australia

RACHEL ALEMBAKIS  |  WEDNESDAY, 28 NOV 2018  |  NEWS
... aren't easily identified thru metrics, and so that has to be worked thru in an intuitive way, as distinct to a more quantitative approach." These considerations have particular resonance in Australia, given the mooted likelihood of a Modern Slavery Act ...

ACCR, CAER study gender pay gap at ASX100 companies

RACHEL ALEMBAKIS  |  FRIDAY, 27 JUL 2018  |  NEWS
... standards," said Nina Haysler, CAER's research project manager. "Companies are not even required to publicly publish a quantitative figure demonstrating their gender pay gap. In contrast, under the UK reporting requirement companies must disclose quantitative ...

Rosenberg Equities to manage $1bn ESG mandate for CalPERS

RACHEL ALEMBAKIS  |  FRIDAY, 20 JUL 2018  |  NEWS
... responsible investments. Kathryn McDonald, director of investment strategy, AXA Rosenberg Rosenberg Equities is the quantitative platform of AXA Investment Managers (AXA IM), and the mandate from CalPERS will see Rosenberg Equities manage a $1 billion ...

New reporting tool to improve Australian packaging sustainability

RACHEL ALEMBAKIS  |  FRIDAY, 22 JUN 2018  |  NEWS
... and optional for the remainder. For each criteria, a series of questions prompts companies to submit qualitative or quantitative performance information. Based on the information provided by companies, the reporting tool assigns a performance level for ...