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The Journal of Portfolio Management

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The Sustainability Conundrum

Mark Anson, Deborah Spalding, Kristofer Kwait and John Delano
The Journal of Portfolio Management March 2020, jpm.2020.1.132; DOI: https://doi.org/10.3905/jpm.2020.1.132
Mark Anson
is the chief executive officer and CIO for Commonfund Asset Management Co. in Wilton, CT
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Deborah Spalding
is the Co-CIO for Commonfund Asset Management Co. in Wilton, CT
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Kristofer Kwait
is the Co-CIO for Commonfund Asset Management Co. in Wilton, CT
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John Delano
is the head of research and analytics at Commonfund Asset Management Co. in Wilton, CT
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The Journal of Portfolio Management: 49 (4)
The Journal of Portfolio Management
Vol. 49, Issue 4
Multi-Asset Special Issue 2023
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The Sustainability Conundrum
Mark Anson, Deborah Spalding, Kristofer Kwait, John Delano
The Journal of Portfolio Management Jan 2020, jpm.2020.1.132; DOI: 10.3905/jpm.2020.1.132

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The Sustainability Conundrum
Mark Anson, Deborah Spalding, Kristofer Kwait, John Delano
The Journal of Portfolio Management Jan 2020, jpm.2020.1.132; DOI: 10.3905/jpm.2020.1.132
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  • Article
    • Abstract
    • PRIOR LITERATURE
    • ESG RANKINGS
    • IDENTIFYING A RETURN PREMIUM
    • RISK EXPOSURES
    • CONSTRUCTING AN E FACTOR
    • CONCLUSIONS
    • ADDITIONAL READING
    • APPENDIX
    • ENDNOTES
    • REFERENCES
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