Scientific Beta

IPE: "Overall, according to the report, the evidence from real-world investment products shows that sustainability did not generate “sustainability alpha” over the past decade. The authors of the report – Giovanni Bruno, senior quantitative analyst, and Felix Goltz, research director – said that in recent years, there has been a growing interest in sustainable investing, which integrates non-financial considerations such as ESG criteria in investment decisions."

IPE 03/10/2023

"(...) Overall, according to the report, the evidence from real-world investment products shows that sustainability did not generate “sustainability alpha” over the past decade. The authors of the report – Giovanni Bruno, senior quantitative analyst, and Felix Goltz, research director – said that in recent years, there has been a growing interest in sustainable investing, which integrates non-financial considerations such as ESG criteria in investment decisions. “A key concern for all investors is whether integrating non-financial considerations has an impact on financial performance. However, assessing the realised impact on performance is difficult due to the existence of disparate approaches to define and capture sustainability,” they said. (...)"