Scientific Beta

Mondo Visione: "The research contributes to the ongoing debate about ESG investing by providing a more robust analytical framework."

Mondo Visione 08/07/2025

"(...) Scientific Beta released new research today that provides a new perspective on investment benefits of using ESG information (Environmental, Social, and Governance metrics).

The study "Does ESG Information Deliver Investment Value? A High-Dimensional Portfolio Perspective" employs rigorous out-of-sample testing methods using 200+ ESG metrics, revealing important insights about the investment potential of ESG information.

Unlike previous studies that focus on single ESG metrics and rely on backward-looking analysis, Scientific Beta's research combines hundreds of ESG characteristics and uses robust portfolio construction methods to evaluate ESG's investment potential. The findings have significant implications for how investors should use ESG information. (...)"