Measuring the Contributions of SRI/ESG Investment Strategies
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Measuring the Contributions of SRI/ESG Investment Strategies
Philippe Grégoire, Ph.D.
ESG investments have grown significantly in recent years and the trend is to accelerate. This article proposes a model that makes it possible to attribute the return associated with the integration of ESG constraints into portfolio management.
Measuring the Contributions of SRI/ESG Investment Strategies
Philippe Grégoire, Ph.D.
ESG investments have grown significantly in recent years and the trend is to accelerate. This article proposes a model that makes it possible to attribute the return associated with the integration of ESG constraints into portfolio management.
