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 email@example.com with suggestions for articles that we should include.
Should ESG be Embedded as a Risk Factor?
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