EDHEC

Chasing the ESG Factor by EDHEC Professor Abraham Lioui

Is ESG Disagreement Material ? To answer this question, one needs first a methodology to construct a pure ESG factor for each data vendor. This is because the universe coverage of each data vendor is…
Reading time :
8 Dec 2021

Is ESG Disagreement Material ? To answer this question, one needs first a methodology to construct a pure ESG factor for each data vendor. This is because the universe coverage of each data vendor is different and evolved through time. Another reason is related to exposure of any equity portfolio to other relevant characteristics (size, value, volatility,…). Hence, one needs to clear this exposure from the ESG factors to have a sound comparison of the performance of pure ESG factors from different data vendors. A very simple and new methodology to do so will be discussed during a seminar entitled “Chasing the ESG Factor” presented by EDHEC Professor Abraham Lioui at the University of Zurich Thursday 9, December at 16:15. You can register for free for the seminar at : UZH - Center of Competence for Sustainable Finance - Sustainable Finance Research Seminar

 

 

 

Other articles you may
be interested in

02.12.2022 - EDHEC
Watch the video of the 10th anniversary of the EDHEC Family Business Chair
On October 13, 2022, the chair dedicated to Family Business headed by Rania…

Read more

Vote down!

You voted ‘down’

Share
02.12.2022 - EDHEC
Handicap management at EDHEC: guaranteeing an optimal student experience
Some 160 students at EDHEC received support related to their handicap during…

Read more

Vote down!

You voted ‘down’

Share
01.12.2022 - EDHEC
Attend the 7th edition of the "Green Finance Research Advances" conference
On December 14 and 15 (2022), three EDHEC professors - Mirco Rubin, David…