%0 Journal Article %A Michael Branch %A Lisa R. Goldberg %A Pete Hand %T A Guide to ESG Portfolio Construction %D 2019 %R 10.3905/jpm.2019.45.4.061 %J The Journal of Portfolio Management %P 61-66 %V 45 %N 4 %X In this article, the authors explore six quantitative environmental (E), social (S), and governance (G) strategies to provide insights into best practices for ESG portfolio construction. These strategies offer different approaches to the trade-off between desired ESG attributes and investment performance. They conclude that fully understanding the dynamics of these trade-offs will allow investors to select the strategy that best matches their ethical and financial views.TOPICS: Analysis of individual factors/risk premia, ESG investing, performance measurement %U https://jpm.pm-research.com/content/iijpormgmt/45/4/61.full.pdf