This first episode of Blue Research explains the key findings of the paper "ESG investing & equity asset pricing", freshly updated in 2020. Thierry Roncalli, Head of Quantitative Research, observes:

  • a transatlantic divide between Europe and the USA
  • a winning pillar: the social one, in terms of performance and returns
  • a movement from static to dynamic of ESG investing, which becomes more and more complex
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ESG Investing in Recent Years: New Insights...

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Authors

RC - Author - RONCALLI Thierry
PhD, Head of Quant Portfolio Strategy, Amundi Investment Institute