The sustainability conundrum
M Anson, D Spalding, K Kwait… - The Journal of Portfolio …, 2020 - jpm.pm-research.com
Sustainable or environmental, social, and governance investing remains a topic of keen
debate. Thousands of research papers have been dedicated to answering the question of …
debate. Thousands of research papers have been dedicated to answering the question of …
[PDF][PDF] A Quantitative Analysis of Managed Futures Strategies
L REVISITED - 2014 - gcginvest.com
Managed futures comprise a wide array of liquid, transparent active strategies which offer
institutional investors a number of benefits. These include cash efficiency, intuitive risk …
institutional investors a number of benefits. These include cash efficiency, intuitive risk …
[HTML][HTML] Saudi green banks and stock return volatility: GLE algorithm and neural network models
HF Assous - Economies, 2022 - mdpi.com
This study investigates the effects of ESG factors on stock return volatility from 2012 to 2020
using linear regression, GLE algorithm, and neural network models. This paper used the …
using linear regression, GLE algorithm, and neural network models. This paper used the …
[HTML][HTML] Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning
J Assael, L Carlier, D Challet - Journal of Risk and Financial Management, 2023 - mdpi.com
We systematically investigate the links between price returns and Environment, Social and
Governance (ESG) scores in the European equity market. Using interpretable machine …
Governance (ESG) scores in the European equity market. Using interpretable machine …
Social Awareness in Real Estate Investment: What Should Investors Do about the “S” in ESG
L Foster, J Gordon, G MacKinnon… - The Journal of …, 2023 - pm-research.com
… Kristofer Kwait …
[CITATION][C] Practical Applications of The Sustainability Conundrum
M Anson, D Spalding, K Kwait… - Practical …, 2021 - Institutional Investor Journals …