Perspectives in Sustainable Equity Investing

Cover
Half Title
Title Page
Copyright Page
Dedication
Contents
Acknowledgments
About the Author
CHAPTER 1: Introduction
	1.1. CONTENT AND TARGET AUDIENCE
	1.2. FOREWORD
	1.3. PREVIOUS SURVEYS AND META-STUDIES
CHAPTER 2: ESG data
	2.1. OVERVIEW OF ESG ISSUES
		2.1.1. Traditional issues
		2.1.2. Missing data
		2.1.3. Sovereign metrics
	2.2. RATING DISAGREEMENT
	2.3. MEASUREMENT ISSUES AND STABILITY
	2.4. GREENWASHING
	2.5. GREEN FIRMS
	2.6. AD-HOC SOLUTIONS
	2.7. NEED FOR TRANSPARENT AND UNIFORM REPORTING
CHAPTER 3: Investors and SRI
	3.1. INVESTOR PREFERENCES AND BELIEFS
	3.2. IMPACT INVESTING
	3.3. INVESTOR PRACTICES
CHAPTER 4: ESG investing and financial performance
	4.1. TOY MODEL
		4.1.1. Theory: assets, agents, equilibrium
		4.1.2. Numerical example
	4.2. SRI IMPROVES PERFORMANCE
	4.3. SRI DOES NOT IMPACT PERFORMANCE
	4.4. SRI IS FINANCIALLY DETRIMENTAL
	4.5. IT DEPENDS...
	4.6. CSR AND RISK
	4.7. ESG AND OTHER FINANCIAL METRICS
	4.8. EMPIRICAL ILLUSTRATION
CHAPTER 5: Quantitative portfolio construction with ESG data and criteria
	5.1. SIMPLE PORTFOLIO CHOICE SOLUTIONS
	5.2. IMPROVED MEAN-VARIANCE ALLOCATION
	5.3. OTHER QUANTITATIVE TECHNIQUES
	5.4. MISCELLANEOUS TIPS, METHODS AND OTHER INTEGRATION TECHNIQUES
CHAPTER 6: Climate change risk
	6.1. UNCERTAIN DISCOUNTING
	6.2. MEASUREMENT ISSUES
	6.3. STRESS TESTS AND OTHER MEASURES
	6.4. MICROAND MACRO-ECONOMIC IMPACTS
	6.5. INVESTOR ATTENTION
	6.6. POLICY
CHAPTER 7: Conclusion
Bibliography
Index