Description / Main Topics
This class will review modern investment products, and explore how ESG (environmental, social, and governance) factors are measured and incorporated into investment strategies.
We will also consider academic work on ESG factors, including Caroline Flammer’s recent study of long-term management incentives and Robert Litterman’s work on climate risk. In addition, the course will consider commercial ESG products, such as the MSCI IVA rating system and Société Générale’s CEO-focused ESG alpha strategy.
The course will include lectures, class discussions, and a team project. Project teams will evaluate responsible investment products from around the world and present their findings.
Description / Main Topics
This class will review modern investment products, and explore how ESG (environmental, social, and governance) factors are measured and incorporated into investment strategies.
We will also consider academic work on ESG factors, including Caroline Flammer’s recent study of long-term management incentives and Robert Litterman’s work on climate risk. In addition, the course will consider commercial ESG products, such as the MSCI IVA rating system and Société Générale’s CEO-focused ESG alpha strategy.
The course will include lectures, class discussions, and a team project. Project teams will evaluate responsible investment products from around the world and present their findings.
- Lehrende/r: Nadja Günster
- Lehrende/r: Lloyd Kurtz
- Lehrende/r: Marcel Werner