Scientific Beta

We are honoured to share that our paper on ESG information and portfolio construction has received the "Prix Académique Af2i 2026" (Af2i Academic Award 2026) this week!

We are honoured to share that our paper on ESG information and portfolio construction has received the "Prix Académique Af2i 2026" (Af2i Academic Award 2026).

Giovanni Bruno, Ph.D, presented the research to the Association française des investisseurs institutionnels (Af2i)research committee on 5 May. Our paper was selected among 11 other research publications, which highlights the rigour and relevance of our work, particularly in addressing the real-world value of ESG information in portfolio construction.

This recognition adds to the momentum of the paper, which previously received the Best Paper Award at the Sustainable Finance Research Forum and was named runner-up in the 'Best ESG Research' category at the 2026 ESG Investing Awards.

More information on the paper "Does ESG Information Deliver Investment Value? A High-Dimensional Portfolio Perspective" can be found here.