Integrating ESG in Portfolio Construction

Roy Henriksson; Joshua Livnat; Patrick Pfeifer; Margaret Stumpp

doi:10.3905/jpm.2019.45.4.067

Integrating ESG in Portfolio Construction

Roy Henriksson, Joshua Livnat, Patrick Pfeifer and Margaret Stumpp

The Journal of Portfolio Management April 2019, 45 (4) 67-81; DOI: https://doi.org/10.3905/jpm.2019.45.4.067

Roy Henriksson

is chief investment officer at QMA in Newark, NJ

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Joshua Livnat

is Professor Emeritus of Accounting in the Stern School of Business Administration at New York University and managing director and head of research at QMA in Newark, NJ

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Patrick Pfeifer

is principal and senior quantitative analyst at QMA in Newark, NJ

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Margaret Stumpp

is a senior advisor at QMA in Newark, NJ

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Vol. 45, Issue 4

April 2019

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Integrating ESG in Portfolio Construction