Sustainable factor investing: Where doing well meets doing good

John Fan    John Hua Fan, Lachlan Michalski
24 Apr 2019
Categories: Industry/Sector Analysis, Fundamental Analysis, Investment Management, ESG, Equity Investments, Corporate Finance

Country or region: Australia

Summary:
Analysis of the impact of ESG integration on systematic factors in Australian equities shows that simultaneously exploiting ESG scores with quality, momentum and size characteristics outperforms standard factor strategies. ......


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