Esg还是不Esg?基准分析

IF 0.6 Q4 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE

International Journal of Biometrics Pub Date : 2020-07-31 DOI:10.5539/ijbm.v15n8p152

V. Vannoni, E. Ciotti

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引用次数: 2

摘要

近年来，可持续投资正越来越多地离开其利基地位，以一种引人注目的方式进入金融市场。在这种情况下，ESG(环境、社会、治理)实践与多年来专门决定投资者投资组合选择的风险回报方法一起出现。本文旨在通过对标方法进行案例研究，为关于将ESG标准应用于投资选择的激烈辩论做出贡献。实证研究的重点是对PIMCO管理公司管理的GIS全球债券ESG基金(EUR hedging)进行两级分析。结果强调，ESG实践应该更多地作为投资组合管理的补充而不是替代方法。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Esg or Not Esg? A Benchmarking Analysis

Sustainable investments are increasingly leaving their niche position to enter financial markets in a remarkable way in recent years. In this scenario, ESG (Enviromental, Social, Governance) practices are emerging alongside the risk-return approaches that for years have exclusively determined the portfolio choices of investors. This paper aims to give a contribution to the flourishing debate on the application of ESG criteria to investments’ selection, using a case study through a benchmarking approach. The empirical investigation focuses on a two-level analysis of GIS Global Bond ESG Fund (EUR Hedged), managed by PIMCO management company. Results highlight that ESG practises should be referred more as a complementary rather than alternative approach for portfolio management.

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来源期刊

International Journal of Biometrics COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE-

CiteScore

1.50

自引率

0.00%

发文量

期刊介绍： Biometrics and human biometric characteristics form the basis of research in biological measuring techniques for the purpose of people identification and recognition. IJBM addresses the fundamental areas in computer science that deal with biological measurements. It covers both the theoretical and practical aspects of human identification and verification.