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Should ESG be Embedded as a Risk Factor?

Values-Aligned Investing
July 11, 2017

In the spring, the Chicago Booth School of Business Rustandy Center for Social Sector Innovation hosted a dialogue on risk profiles of socially responsible investments in public equities. As a quantitative firm that uses risk models to construct portfolios for more than $4.2 billion in socially responsive indexing (as of March 2017), Aperio considers this issue important. Together, the University of Chicago’s Booth and Aperio launched a bibliography of research on the topic. The body of work seems to grow every day, and we welcome all contributions to this resource. Please email with suggestions for articles that we should include.

This article is provided for informational purposes only. The information contained within this article was carefully compiled from sources Aperio believes to be reliable, and it is accurate to the best of our knowledge and belief. However, Aperio cannot guarantee its accuracy, completeness, and validity, and cannot be held liable for any errors or omissions. All information contained herein should be independently verified and confirmed. Aperio does not accept any liability for any loss or damage whatsoever caused in reliance upon such information. Aperio provides this information with the understanding that it is not engaged in rendering legal, accounting, or tax services. In particular, none of the examples should be considered advice tailored to the needs of any specific investor. Aperio recommends that all investors seek out the services of competent professionals in any of the aforementioned areas. With respect to the description of any investment strategies, simulations, or investment recommendations, Aperio cannot provide any assurances that they will perform as expected and as described in this article. Past performance is not indicative of future results. Every investment program has the potential for loss as well as gain. You cannot invest directly in an index.