ESG Investing
ESG Investing in Equity Markets
Equity Markets
The impact of ESG screening
Our research examines how ESG screening affects portfolio composition and performance, from the exclusion of sin stocks to the construction of smart beta strategies.
ESG investing in equity markets has evolved from simple negative screening to sophisticated portfolio optimization techniques. Our research demonstrates how ESG criteria can be integrated into the portfolio construction process without compromising financial performance.
Journal Article
ESG Investing: From Sin Stocks to Smart Beta
Journal of Portfolio Management, 2020. Comprehensive analysis of ESG screening impact on equity portfolios.
F. Alessandrini, E. Jondeau
2020
Equity Markets
Optimal portfolios
Building ESG-compliant portfolios through mean-variance optimization with sustainability constraints.
We develop optimal portfolio strategies that maximize financial returns while meeting ESG constraints. The methodology accounts for tracking error, sector exposures, and minimum ESG score requirements, providing practical tools for institutional investors.
Journal Article
Optimal Strategies for ESG Portfolios
Journal of Portfolio Management, 2021. Framework for constructing optimal ESG-compliant equity portfolios.
F. Alessandrini, E. Jondeau
2021