The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha?

Brian Jacobsen; Wai Lee; Chao Ma

doi:10.3905/jpm.2019.1.091

Article

The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha?

Brian Jacobsen, Wai Lee and Chao Ma

The Journal of Portfolio Management September 2019, jpm.2019.1.091; DOI: https://doi.org/10.3905/jpm.2019.1.091

Brian Jacobsen

is a senior investment strategist on the Multi-Asset Solutions team at Wells Fargo Asset Management in Menomonee Falls, WI

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Wai Lee

is the global head of research on the Multi-Asset Solutions team at Wells Fargo Asset Management in London, UK

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Chao Ma

is a global portfolio and quantitative strategist at Wells Fargo Investment Institute in St. Louis, MO

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Article
Info & Metrics
PDF (Subscribers Only)

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Portfolio Management

Vol. 49, Issue 4

Multi-Asset Special Issue 2023

Table of Contents
Index by author
Complete Issue (PDF)

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Portfolio Management.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha?

Message Subject (Your Name) has sent you a message from The Journal of Portfolio Management

Message Body (Your Name) thought you would like to see the The Journal of Portfolio Management web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.