Scientific Beta

Institutional Asset Manager: "A survey conducted by Scientific Beta to collect market participants' views on its recent white paper '"Honey, I Shrunk the ESG Alpha": Risk-Adjusting ESG Portfolio Returns' received responses from investment professionals with roles such as portfolio manager, chief investment officer, director of investment strategy research, head of asset allocation, head of ESG research, ESG analyst and research analyst. "

Institutional Asset Manager 09/11/2021

"(...) A survey conducted by Scientific Beta to collect market participants' views on its recent white paper '"Honey, I Shrunk the ESG Alpha": Risk-Adjusting ESG Portfolio Returns' received responses from investment professionals with roles such as portfolio manager, chief investment officer, director of investment strategy research, head of asset allocation, head of ESG research, ESG analyst and research analyst. (...) The results of the survey show that: Most of the respondents agree that there is no sound evidence that ESG strategies offer any incremental value in terms of performance, and that most of the performance is captured by style factors; Only 17 per cent of respondents believe that the finding of absence of outperformance is surprising. (...)"