Sustainable factor investing: Where doing well meets doing good

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

Country or region: Australia

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. This article qualifies for 1 CE credits under the guidelines of the CFA Institute Continuing Education Program. We encourage CFA Institute members to login to ......

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