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04651nam a22003017a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20250411154636.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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250411b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781394214785 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
658.152 |
| Item number |
DOR |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Dor, Arik Ben |
| 245 ## - TITLE STATEMENT |
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| Title |
Measuring ESG effects in systematic investing |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc. |
John Wiley & Sons, Inc. |
| Place of publication, distribution, etc. |
Hoboken |
| Date of publication, distribution, etc. |
2024 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xxiv, 386 p. |
| 365 ## - TRADE PRICE |
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| Price type code |
USD |
| Price amount |
95.00 |
| 490 ## - SERIES STATEMENT |
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| Series statement |
Wiley Finance Series |
| 500 ## - GENERAL NOTE |
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| General note |
Table of contents:<br/>Foreword xiii<br/>C.S. Venkatakrishnan, Group Chief Executive Officer, Barclays<br/><br/>Preface xv<br/>Jeff Meli, Global Head of Research, Barclays<br/><br/>Acknowledgements xvii<br/><br/>Introduction xix<br/>Lev Dynkin, Global Head of Quantitative Portfolio Strategy, Barclays Research<br/><br/>Part One: Effect of ESG Constraints on Portfolio Performance and Valuation<br/><br/>Introduction to Part I 1<br/><br/>Chapter 1 How Do ESG Criteria Relate to Other Portfolio Attributes? 5<br/><br/>Chapter 2 Measuring the ESG Risk Premium: Credit Markets 19<br/><br/>Chapter 3 Measuring the ESG Risk Premium: Equity Markets 43<br/><br/>Chapter 4 Performance Impact of an ESG Tilt in Sovereign Bond Markets 77<br/><br/>Chapter 5 Effect of SRI-Motivated Exclusion on Performance of Credit Portfolios 115<br/><br/>Part Two: Systematic Strategies and Factors Subject to ESG Constraints<br/><br/>Introduction to Part II 133<br/><br/>Chapter 6 Effect of ESG Constraints on Credit Active Returns 137<br/><br/>Chapter 7 Incorporating ESG Considerations in Equity Factor Construction 169<br/><br/>Part Three: Performance Implications of Companies’ ESG Policies<br/><br/>Introduction to Part III 203<br/><br/>Chapter 8 ESG Rating Improvement and Subsequent Portfolio Performance 205<br/><br/>Chapter 9 Predicting Companies’ ESG Rating Changes Using Job-posting Data 237<br/><br/>Chapter 10 The Relationship Between Corporate Governance and Profitability 271<br/><br/>Part Four: the Lack of Uniformity in ESG Definitions—Investment Implications<br/><br/>Introduction to Part IV 283<br/><br/>Chapter 11 ESG Equity Funds: Looking Beyond the Label 285<br/><br/>Chapter 12 Combining Scores from Multiple ESG Ratings Providers 321<br/><br/>Chapter 13 The Informational Content of Dispersion in Firms’ ESG Ratings across Providers 337<br/><br/>Index 373<br/><br/>(https://www.wiley.com/en-au/Measuring+ESG+Effects+in+Systematic+Investing-p-9781394214785#tableofcontents-section) |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
A unique perspective on the implications of incorporating ESG considerations in systematic investing<br/><br/>In Measuring ESG in Systematic Investing, a team of authors from Barclays’ top-ranked Quantitative Portfolio Strategy group (ranked #1 by Institutional Investor in its 2022 Global Fixed Income Research Survey in both the US and Europe) delivers an insightful and practical discussion of how to reflect ESG considerations in systematic investing. The authors offer a cross-asset class perspective—incorporating both credit and equity markets in the United States, Europe, and China—a unique coverage scope amongst books on this subject. They discuss the interaction between ESG ratings and various other security characteristics, suggest a methodology for isolating the ESG-specific risk premia, analyse the impact of an ESG tilt on systematic strategies and risk factors, and identify several ESG-based signals that are predictive of future performance.<br/><br/>You’ll also discover:<br/><br/>Analysis of companies in the process of improving their ESG ranking (“ESG improvers”) vs. firms with best-in-class ESG ratings<br/>A study using natural language processing (NLP) to predict changes in corporate ESG rankings from company job postings for sustainability-related positions<br/>In-depth explorations of ESG equity fund performance and flows and the information content of ESG ratings dispersion across several providers<br/>Perfect for portfolio managers including non-quantitative, fundamental investors, risk managers, and research analysts at financial institutions such as asset managers, pension funds, banks, sovereign wealth funds, hedge funds, and insurance companies, Measuring ESG in Systematic Investing is also a must-read resource for academics with a research interest in the performance and risk implications of ESG investing.<br/><br/>Show less -<br/><br/>(https://www.wiley.com/en-au/Measuring+ESG+Effects+in+Systematic+Investing-p-9781394214785) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Investments moral and ethical aspects |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Analysis--Trading strategies |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Portfolio management |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Impact investing |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Desclee, Albert |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Dynkin, Lev |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Guan, Jingling |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Hyman, Jay |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Polbennikov, Simon |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
Book |
| Source of classification or shelving scheme |
Dewey Decimal Classification |
