Chasing the ESG Factor by EDHEC Professor Abraham Lioui

Sustainable Finance Research Seminar

Written on 08 December 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 and access the entire programme here.

* this seminar is part of a Sustainable Finance Research Seminar Series organised by the Center of Competence for Sustainable Finance of the Uniersity of Zurich

** research based on the working paper co-authored with Andrea Tarelli, EDHEC PhD (2013)

 

See Also

NEWGEN NEWJOB: THE NEW PROFESSIONAL AMBITIONS OF YOUNG GRADUATES
News
- 14-01-2022
The NewGen Talent Centre decrypts the aspirations, behaviours and abilities of new-...
Press release
- 13-01-2022
Cette nouvelle étude explore et vise à comprendre la diversité des ambitions professionnelles des jeunes générations, d’en révéler les préférences et les potentiels pour l’entreprise. Lire...
ETUDE : NEWGEN NEWJOB : LES NOUVELLES AMBITIONS PROFESSIONNELLES DES JEUNES DIPLOMéS
Publication
- 13-01-2022
Cette nouvelle étude explore et vise à comprendre la diversité des ambitions...
Meet an alumna: Building her independent jewelry brand
News
- 13-01-2022
Pauletta Zimmerman graduated from EDHEC Business School in 2012 with an MSc in...