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ESG Quant (or ESG Quantitative) is an investment strategy, developed by Arabesque Partners,〔 〕 which involves quantitative equity investing〔 〕 while utilizing ESG (environmental, social, and corporate governance) information, often referred to as "non-financial"〔 〕 information. ESG Quant strategies are implemented within systematic trading or quantitative trading approaches. As such there is no human judgment or discretionary buy-sell decision making; rather “in a pure quant model the final decision to buy or sell is made by the model” or through the “utilization of an expert system that replicates previously captured actions of real traders.”〔 〕 == ESG materiality == ESG Quant funds invest in companies with strong performance on the material ESG issues for their sector and region. As a result, such funds aim to invest in sustainable companies, which are better positioned for future stock price outperformance, as shown by a growing body of literature.〔 〕〔 〕 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「ESG Quant」の詳細全文を読む スポンサード リンク
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