RT Journal Article
SR Electronic
T1 A Guide to ESG Portfolio Construction
JF The Journal of Portfolio Management
FD Institutional Investor Journals
SP 61
OP 66
DO 10.3905/jpm.2019.45.4.061
VO 45
IS 4
A1 Branch, Michael
A1 Goldberg, Lisa R.
A1 Hand, Pete
YR 2019
UL http://jpm.pm-research.com/content/45/4/61.abstract
AB 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.