"The Socially Responsible Quant": A Quantitative Perspective on ESG Portfolio Analysis
In the past decade, there has been exponential growth in the incorporation and consideration of environmental, social, and governance (ESG) factors in the investment process. In response to this growing interest, the Deutsche Bank global quantitative research team utilized MSCI ESG Research ratings and data to produce the May 2013 research paper "The Socially Responsible Quant." The paper analyzes the performance and efficacy of ESG based factors and portfolio strategies and answer the following questions:
- What are the major ESG investment trends for institutional investors over the last decade?
- What is the MSCI ESG data set, the ratings distribution, and the characteristics across universes, regions, and sectors?
- How can MSCI ESG research and ratings be leveraged in considering potential ESG-based quantitative factors?
- What ESG based strategies can be employed in ESG tiled portfolios, optimized ESG portfolios, and other strategies?
- What are the backtesting results?
View and listen to this webinar recording where MSCI ESG Research and Deutsche Bank experts discussed key findings and conclusions from the Deutsche Bank Markets Research paper, "The Socially Responsible Quant." The focus of the presentation will be on using an environmental, social, and governance (ESG) dataset as part of quantitative analyses.
The event was hosted by Whitney Rauschenbach, Head of ESG Marketing - Americas, and speakers include:
- Noel Friedman, Executive Director, MSCI ESG Research
- Javed Jussa, Senior Quantitative Strategist, Deutsche Bank