Investors are increasingly aware of ESG and Low Carbon integration in equity portfolio construction. Still, there is a debate in the industry on how to address this goal in an effective way. This webinar will examine whether there is a Carbon factor with a significant risk premium and whether mixing ESG/Low Carbon objectives with financial objectives adds value to performance; questions on the veritable impact of Low Carbon financial strategies on the real economy are also addressed.
Overview
Investors are increasingly aware of ESG and Low Carbon integration in equity portfolio construction. Still, there is a debate in the industry on how to address this goal in an effective way. One of the most widely discussed topics is the idea that in addition to its good financial qualities, an ESG portfolio is also liable to outperform the market in terms of risk-adjusted performance. As such, a large number of strategy providers have presented Low Carbon strategies as benefitting from a Carbon factor effect.
In this webinar, we examine whether there is a Carbon factor with a significant risk premium and whether mixing ESG/Low Carbon objectives with financial objectives adds value to performance; questions on the veritable impact of Low Carbon financial strategies on the real economy are also addressed.
Topics covered include:
Hosts
Erik Christiansen, ESG & Low Carbon Solutions Specialist, Scientific Beta
Erik Christiansen is an ESG & Low Carbon Solutions Specialist with Scientific Beta. He was previously Head of Investment Strategy with the Etablissement de Retraite Additionnelle de la Fonction Publique (ERAFP), the mandatory pension scheme for French civil servants, where he was responsible for implementing the equity and ESG strategies. He has also previously worked as a Methodology Coordinator and Analyst at Vigeo Eiris, the ESG rating agency. Erik holds a Master’s degree in Management from the ESCP Business School and is a CFA charterholder.
Frédéric Ducoulombier, ESG Director, Scientific Beta
Frédéric Ducoulombier is ESG Director at Scientific Beta. From 2015 to 2019, he was in charge of risk and compliance for Scientific Beta having previously served EDHEC Business School’s risk and investment management research centre for 10 years as the founding Director of EDHEC-Risk Institute’s executive education arm and of EDHEC Risk Institute–Asia. At EDHEC, he also taught economics and finance, managed graduate programmes and served as Deputy Associate Dean of Graduate Studies and Deputy Associate Dean of Research and Development. His research and advocacy work has focused on the purported risks of exchange traded funds, the governance and transparency of financial indices, non-financial risks in the fund management industry, smart beta and factor investing and the integration of environmental, social and governance criteria into investment. He was a member of the Consultative Working Group of the ESMA Financial Innovation Standing Committee from February 2015 to January 2017.
Felix Goltz, Research Director, Scientific Beta
Felix Goltz is Research Director, Scientific Beta and also a member of the EDHEC Scientific Beta research chair. 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. He obtained 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.