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Can ESG Add Alpha?

Popular interest in Environmental, Social and Governance (ESG) integration has grown considerably over the past few years, but some institutional investors remain concerned that the inclusion of ESG factors in their process may come at the cost of weaker risk-adjusted returns.

Our research finds that this performance trade-off does not always occur. We analyzed stock returns of two strategies constructed with MSCI's ESG dataset - a "Tilt" strategy and a "Momentum" strategy - and found that both outperformed the global benchmark during the last eight years, while also improving the ESG profile of the portfolios.

Join us for a global webinar where experts explore the analysis behind these ESG strategies, tips for optimizing portfolio construction, and comments from a respected asset manager leveraging these findings in their design of a factor-based ESG strategy.

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