Research | Can ESG add alpha? An analysis of ESG tilt and momentum strategies
Can ESG add alpha? An analysis of ESG tilt and momentum strategies

Can ESG add alpha? An analysis of ESG tilt and momentum strategies

2 June 2015

This research explores the impact of environmental, social, and governance (ESG) factors on investment returns, focusing on ESG Tilt and ESG Momentum strategies. The study reveals that both strategies outperformed the global benchmark, providing empirical evidence that ESG factors can enhance portfolio performance.

 

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