Scientific Beta

ESG investment strategies are often marketed with claims that ESG can be a source of financial outperformance in terms of risk-adjusted returns. This webinar will look into these claims and analyse whether alpha subsists once the drivers of financial performance of ESG and low carbon strategies are properly accounted for. It will also discuss the best way to combine ESG and climate goals with the two well-grounded sources of financial added value, exposure to rewarded factors and diversification of idiosyncratic risk.

Erik Christiansen, ESG & Low Carbon Investment Specialist, and Eric Shirbini, PhD, Global Research and Investment Solutions Director, at Scientific Beta, are hosting an IPE webcast entitled "How to Reconcile Financial Performance and ESG?" on 18 August, 2021 at 3.00 pm BST / 4.00 pm CEST.

ESG investment strategies are often marketed with claims that ESG can be a source of financial outperformance in terms of risk-adjusted returns.

In this webinar, we will look into these claims and analyse whether alpha subsists once the drivers of financial performance of ESG and low carbon strategies are properly accounted for.

We will also discuss the best way – filtering or optimisation techniques – to combine ESG and climate goals with the two well-grounded sources of financial added value, exposure to rewarded factors and diversification of idiosyncratic risk.

The webcast will be moderated by Brendan Maton of IPE. 

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.

Eric Shirbini, PhD, is Global Research and Investment Solutions Director with Scientific Beta. Prior to joining Scientific Beta in 2011, Eric worked for close to twenty years as a quantitative analyst for investment banks including UBS, BNP Paribas and Nomura International. During this time, he worked on a diverse range of topics including multi-factor models, fundamental stock valuation, equity market indices, portfolio construction and portfolio trading. At Nomura International, he served as Director of Quantitative Research and at BNP Paribas, he managed a team of analysts who were responsible for the Global Equity Research Database. He has also served for over twenty years on index management committees. He holds a B.Sc. and a Ph.D. from University College London and an MBA from CASS Business School.