Aligning Sustainable Development Goals With Investment Objectives
Insurance companies have invested in exchange traded funds (ETFs) since 2004.
S&P Global Equity Indices Monthly Update May 2017
Most active managers fail most of the time, at least if we define failure as underperformance of an appropriate passive benchmark. Success, when it does occur, tends not to persist.
There has been a market reflection with regard to the integration of climate risk and opportunities analysis into investment decisions.
Given the success of strategies that exploit single factors, it is not surprising that strategies designed to exploit more than one factor have begun to pique the interest of market participants. If two factors work independently, they might also work well in combination.
How can market participants obtain a complete picture of corporate environmental performance?
S&P Global Equity Indices Monthly Update April 2017
Is it wise to rely solely on the performance of one factor or, if not, what multi-factor approaches could be considered and how effective are they?
Research by ESG rating houses, academic institutions, and industry studies by Mercer (2007, 2009, 2015), Deutsche Bank (2012), and Morgan Stanley (2015) have provided empirical evidence that “investing in sustainability has usually met, and often exceeded, the performance of comparable traditional investments."
Explore an analysis of the required returns of stock and bond sectors to understand potential weighting opportunities within each asset class and to find the relative value between asset classes within each sector.
S&P Global Equity Indices Monthly Update March 2017
The difficulties associated with estimating equity duration do not detract from its importance in portfolio immunization, tactical asset allocation, and risk management.
Explore the potential opportunities and remaining challenges for green bonds as green finance investment instruments.
In this paper, we explore how a stylized, factor-based framework could be applied to equity markets in Latin America and whether performance can vary in different Latin American countries.
Environmental, social, and governance (ESG) as an investment theme has held some clout in the market for a while, but it continues to evolve as an asset class.