Johannes Frey-Skött

Informed Portfolio Management AB

Mäster Samuelsgatan 6

Stockholm, 11144

Sweden

  • Informed Portfolio Management AB

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Boosting ESG-Based Optimization With Asset Pricing Characteristics

Number of pages: 18 Posted: 14 Jul 2021 Last Revised: 23 Jul 2021
Guillaume Coqueret, Sascha Stiernegrip, Christian Morgenstern, James Kelly, Johannes Frey-Skött and Björn Österberg
EMLYON Business School, Informed Portfolio Management AB, Imperial College London - Department of Infectious Disease Epidemiology, Independent, Informed Portfolio Management AB and Informed Portfolio Management AB
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ESG, portfolio optimization, factor investing