Driving change through research
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SmartESG
A Revolutionary Approach to Sustainable Investing
In this paper, we introduce our 3D-ESG approach – a model that optimises risk, return and impact simultaneously.
We also look at the ESG factors that show consistent market outperformance and how they can be integrated into a model portfolio in a risk-optimised way.
Sovereign Debt
The ESG Impact of Sovereign Debt
The goal of this research report was to understand whether our new, factor-based approach could provide superior ESG insights on impact for fixed-income investors.
The results challenge the conventional wisdom
about how to integrate ESG performance into sovereign debt.
Active Impact Analysis
The ESG Impact of Active Funds
Our flagship 25 European Fund analysis introduced our quantitative, factorised approach, and looked at the actual ESG impact of passive funds.
We find that many ‘sustainable’ funds do not have that much impact, with some having a negative net impact.
Measuring Externalities
The Case of Water
This paper presents a framework to measure and manage environmental externalities
in a large investment portfolio of publicly listed equities.
The approach and related
financial modelling can be used to estimate the economic and investment impact of any
environmental externality.