Investment Process

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ESG Scoring: It's all relative (HSBC AM, Feb 2021)

ESG scoring is a fundamental building block in the ESG index construction process. These scores provide a means of assessing the ESG credentials of companies in a simplified, intuitive way. ESG scores can be embedded within the index construction process through either tilting towards companies with stronger ESG profiles or excluding those…

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Factor Momentum (2020)

Past industry returns predict the cross section of industry returns, and this predictability is at its strongest at the one-month horizon (Moskowitz and Grinblatt 1999). We show that the cross…