Scientific Beta

We hosted a session diving into our ESG research featured in the Wall Street Journal, Bloomberg and Investments & Pensions Europe.

Overview

Institutional investors and asset managers use an increasing number of ESG metrics when constructing their portfolios, yet a fundamental question remains unanswered: does all this sustainability data actually help improve portfolio performance?

Join us for a deep dive into our ESG research recently featured in the Wall Street Journal, Bloomberg and Investments & Pensions Europe.

• Discover the rich information available to investors, including traditional ratings, double-materiality assessments, natural language processing, sentiment and transparency measures, controversies and ESG trends
• Learn how investors can construct robust portfolios that avoid overfitting when using hundreds of metrics
• Gain new insights into portfolio performance and the role of ESG factors, traditional financial factors and the full factor zoo, and how they interact.

Speakers

Felix Goltz, PhD, is Research Director at Scientific Beta. He has been with Scientific Beta since inception. He carries out research in empirical finance and asset allocation, with a focus on alternative investments and indexing strategies. His work has appeared in various international academic and practitioner journals and handbooks, including the Journal of Portfolio Management, the Financial Analysts Journal, the Journal of Index Investing, the Journal of Investment Management and the Handbook of Finance (Wiley). He obtained an MSc and a PhD in finance from the University of Nice Sophia-Antipolis after studying economics and business administration at the University of Bayreuth and EDHEC Business School.

Giovanni Bruno, PhD is Senior Quantitative Researcher at Scientific Beta. His research focuses on asset pricing. He earned his PhD in finance at the Norwegian School of Economics, where he also worked as a Teaching Assistant delivering courses on Investments, Derivatives and Risk Management and Quantitative Investment. His work appeared on academic and practitioner journals, such as the Journal of Investing, and European Financial Management. He holds a Master's Degree from LUISS Guido Carli University (Italy), where he obtained First-Class Honours in Quantitative Finance. Previously to his PhD, he held roles as a Consultant and a Quantitative Analyst with PricewaterhouseCoopers and Altran, respectively, where he specialised in Financial Risk Management.

Special Q&A guest

Antoine Naly, CFA, is Senior Quantitative Researcher at Scientific Beta. His research focuses on the interactions between equity markets, ESG, and macroeconomic variables. He holds a Master's degree in Financial Economics from HEC Montréal, and previously studied finance and macroeconomics at Lyon 3 University and the University of British Columbia. Prior to joining Scientific Beta, he successively worked as an investment analyst in advisory services at Mercer, as a quantitative macro analyst in global macro research at PGM Global, and as a Macro ESG strategist at Sustainable Market Strategies. He is also a CFA Charterholder.

Date/Time

Two sessions of the webinar were held: 

• For Europe / North America on 28 August 2025 at 4pm Paris | 3pm London | 10am New York
• For Australia and Asia Pacific on 4 September 2025 at 3pm Sydney | 1pm Singapore

Replay

To watch the webinar replays, please visit the dedicated registration pages for either the 28 August session or the 4 September session.