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Measuring Esg Effects in Systematic Investing, Hardcover by Dor, Arik Ben; De...
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eBay item number:355626104716
Item specifics
- Condition
- Book Title
- Measuring Esg Effects in Systematic Investing
- ISBN
- 9781394214785
- Subject Area
- Business & Economics
- Publication Name
- Measuring Esg Effects in Systematic Investing
- Publisher
- Wiley & Sons, Incorporated, John
- Item Length
- 9.2 in
- Subject
- Investments & Securities / Portfolio Management, Finance / General, Investments & Securities / Analysis & Trading Strategies
- Publication Year
- 2024
- Series
- The Wiley Finance Ser.
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Height
- 1.2 in
- Item Weight
- 21.7 Oz
- Item Width
- 6.3 in
- Number of Pages
- 416 Pages
About this product
Product Information
A unique perspective on the implications of incorporating ESG considerations in systematic investing In Measuring ESG in Systematic Investing, a team of authors from Barclays' top-ranked Quantitative Portfolio Strategy group (ranked #1 by Institutional Investor in its 2022 Global Fixed Income Research Survey in both the US and Europe) delivers an insightful and practical discussion of how to reflect ESG considerations in systematic investing. The authors offer a cross-asset class perspective--incorporating both credit and equity markets in the United States, Europe, and China--a unique coverage scope amongst books on this subject. They discuss the interaction between ESG ratings and various other security characteristics, suggest a methodology for isolating the ESG-specific risk premia, analyse the impact of an ESG tilt on systematic strategies and risk factors, and identify several ESG-based signals that are predictive of future performance. You'll also discover: Analysis of companies in the process of improving their ESG ranking ("ESG improvers") vs. firms with best-in-class ESG ratings A study using natural language processing (NLP) to predict changes in corporate ESG rankings from company job postings for sustainability-related positions In-depth explorations of ESG equity fund performance and flows and the information content of ESG ratings dispersion across several providers Perfect for portfolio managers including non-quantitative, fundamental investors, risk managers, and research analysts at financial institutions such as asset managers, pension funds, banks, sovereign wealth funds, hedge funds, and insurance companies, Measuring ESG in Systematic Investing is also a must-read resource for academics with a research interest in the performance and risk implications of ESG investing.
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
1394214782
ISBN-13
9781394214785
eBay Product ID (ePID)
27064611150
Product Key Features
Number of Pages
416 Pages
Language
English
Publication Name
Measuring Esg Effects in Systematic Investing
Publication Year
2024
Subject
Investments & Securities / Portfolio Management, Finance / General, Investments & Securities / Analysis & Trading Strategies
Type
Textbook
Subject Area
Business & Economics
Series
The Wiley Finance Ser.
Format
Hardcover
Dimensions
Item Height
1.2 in
Item Weight
21.7 Oz
Item Length
9.2 in
Item Width
6.3 in
Additional Product Features
Intended Audience
Scholarly & Professional
Dewey Edition
23
Dewey Decimal
332.601
Lc Classification Number
Hg4515.13.B44 2024
Table of Content
Foreword xiii C.S. Venkatakrishnan, Group Chief Executive Officer, Barclays Preface xv Jeff Meli, Global Head of Research, Barclays Acknowledgements xvii Introduction xix Lev Dynkin, Global Head of Quantitative Portfolio Strategy, Barclays Research Part One: Effect of ESG Constraints on Portfolio Performance and Valuation Introduction to Part I 1 Chapter 1 How Do ESG Criteria Relate to Other Portfolio Attributes? 5 Chapter 2 Measuring the ESG Risk Premium: Credit Markets 19 Chapter 3 Measuring the ESG Risk Premium: Equity Markets 43 Chapter 4 Performance Impact of an ESG Tilt in Sovereign Bond Markets 77 Chapter 5 Effect of SRI-Motivated Exclusion on Performance of Credit Portfolios 115 Part Two: Systematic Strategies and Factors Subject to ESG Constraints Introduction to Part II 133 Chapter 6 Effect of ESG Constraints on Credit Active Returns 137 Chapter 7 Incorporating ESG Considerations in Equity Factor Construction 169 Part Three: Performance Implications of Companies' ESG Policies Introduction to Part III 203 Chapter 8 ESG Rating Improvement and Subsequent Portfolio Performance 205 Chapter 9 Predicting Companies' ESG Rating Changes Using Job-posting Data 237 Chapter 10 The Relationship Between Corporate Governance and Profitability 271 Part Four: the Lack of Uniformity in ESG Definitions--Investment Implications Introduction to Part IV 283 Chapter 11 ESG Equity Funds: Looking Beyond the Label 285 Chapter 12 Combining Scores from Multiple ESG Ratings Providers 321 Chapter 13 The Informational Content of Dispersion in Firms' ESG Ratings across Providers 337 Index 373
Copyright Date
2024
Item description from the seller
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eBay item number:355626104716
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