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A persistent challenge in ESG investing is the sparse data availability due to the voluntary nature of ESG reporting. Here, we propose a quant approach to integrating ESG in portfolios capable of classifying companies even if they don't disclose sufficient ESG data - while delivering comparable levels of excess returns to non-ESG portfolios.
As the longest US equity bull market in history nears the decade mark, cracks are clearly forming. Investors are coming to realize that “index” is not a synonym for “safe.” But what comes next? Here we offer some different ways of thinking about – and solving for – the potential trouble spots that those invested for the long term face today.