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

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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