7 min listen
Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens
Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens
ratings:
Length:
5 minutes
Released:
Mar 30, 2021
Format:
Podcast episode
Description
This is a summary of “Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens” by Ananth Madhavan, Aleksander Sobczyk, and Andrew Ang, published in the First Quarter 2021 issue of the Financial Analysts Journal. Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/toward-esg-alpha
Released:
Mar 30, 2021
Format:
Podcast episode
Titles in the series (61)
Editor’s Snapshot, Financial Analysts Journal, 2019. Vol 75, No 3: Seven research articles. The first asks, “Are Passive Funds Really Superior?” The second defends portfolio optimization, and the third article assists us in “Choosing and Using Utility Functions.” These three are followed by “Machine... by Financial Analysts Journal