- ESG & Factor Investing: a new stage has been reached
ESG & Factor Investing: a new stage has been reached
Friday 15 May 2020
ESG, Research / Market
ESG Investing is evolving extremely rapidly, in Europe and abroad. The importance of taking into account environmental, social and governance factors in investment decisions has become more acute with the coronavirus. Past Amundi research has underlined that ESG integration has been a driver of alpha since 2014.
This article explores whether or not ESG can be considered as a new factor, alongside traditional factors (value, momentum, etc.) and the key findings are:
– In Europe, ESG has become a beta strategy and therefore is crucial for diversification in multifactor portfolios...
The day after #5 - New Frontiers for Central Banks
Central Banks (CBs) are by nature more flexible than governments. Thus, they have been the most proactive in this crisis, reintroducing large-scale asset-purchase programmes financed by money creation (QE policies).
Cross Asset Investment Strategy - June 2020
Find the latest edition of the monthly publication of our Research Team.
Trajectory Monitoring in Portfolio Management and Issuer Intentionality Scoring
2°C alignment has become a major issue for climate-aware portfolio management. There are sophisticated initiatives aiming to predict corporate emission intensities from 2030 up to 2100.