A Quantitative Approach to ESG investing

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A Quantitative Approach to ESG investing

In this article we show how we analyzed ESG (Environment, Social, and Governance)
criteria to improve equity portfolios. We have used the data of Sustainalytics as a
particularly detailed source of ESG-Data and the Alfa-Testing Module from FactSet as
a powerful tool for conducting backtests. Sustainalytics provides an attractive and
independent database with its up to 148 ESG sub-factors per company.

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