To make sure that the outperformance of our smart beta indices does not come from sectors weights, we also construct as a robustness test two sector neutral indices:Footnote 8Sector neutral smart beta 5 factors with ESG adjustment index and sector neutral smart beta 6 factors index. These two indices … See more Table 2summarizes the return characteristics of the alternatively weighted indices for the Canadian market during the period 2014–2024. We note that overall, smart … See more In order to test the robustness of our results, we examine the performance of our ESG beta indices according to different sub-periods, namely a bull market vs. a bear market and … See more The objective of this section is to examine the distribution of the different sector allocationsFootnote 7 for the different indices during the 2014–2024 period. Figure 3illustrates the … See more Now we turn to examine the composition of traditional versus smart beta indices. Table 6shows the ranking of the largest companies by market … See more WebMar 28, 2024 · They are disrupting active fund management by democratizing investing. ETFs provide affordable access to asset classes, countries and strategies that were available to large institutions. Index and ETF innovation is giving access to new sources of returns through risk factors across all asset classes and the uptick in fund flows indicates ...
Integrating ESG Analysis into Smart Beta Strategies - MDPI
WebFeb 18, 2014 · The findings are detailed in AXA IM’s latest white paper: “ESG Insight – A Responsible Investment Approach to Smart Beta Equity Investing”. “Smart beta and responsible investment are ... WebJun 25, 2024 · In 2024, 44% of asset owners surveyed were considering ESG for performance reasons, a 13% increase from 2024 when ESG smart beta index awareness … diamond brand pet foods
ESG integration in smart beta strategies Technical guide PRI
WebFeb 12, 2024 · This research aims to examine several approaches, most commonly used by portfolio managers, to construct smart beta indices integrating environmental, social, and governance (ESG) factors and... WebJun 25, 2024 · In 2024, 44% of asset owners surveyed were considering ESG for performance reasons, a 13% increase from 2024 when ESG smart beta index awareness and usage was first measured." Webusing or evaluating smart beta globally said they were looking to apply ESG considerations to a smart beta strategy. Now (2024), nearly 60 of asset owners using or evaluating smart … circle with two dots above it