ESG integration in quantitative investments
Environmental, social and governance (ESG) investing was once a nice-to-have but has now evolved into a need-to-have for many investors. The growing awareness of the effects of climate change and other environmental impacts as well as a multitude of new regulations on ESG and climate, in particular, have seen asset owners and asset managers embrace sustainability with a greater degree of urgency.
This paper focuses on ESG integration particularly within our quantitative investment strategies. We explain our approach in evaluating ESG factors, which is an evolving process, and are working towards how we can embed and integrate sustainability into our investment process.