Publicação
Decoding the quality factor: integrate climate considerations in quality investing
| Resumo: | Under an environment of growing awareness and urgency to fight climate change, the relevance of testing climate implications in an investment strategy becomes ever more pivotal. The present research describes a framework to select climate-aligned companies and study how it impacts the MSCI stock universe and a quality investing style strategy. It provides evidence that climate alignment can be incorporated in a portfolio without destroying the core attributes of a quality investing style strategy. High-quality companies are well equipped to deal with climate challenges and indeed contribute to building a more resilient, climate-aligned economy. |
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| Autores principais: | Branco, Mariana Pinto |
| Assunto: | Factor investing Asset management Quality investing Climate integration Climate aligned strategies |
| Ano: | 2022 |
| País: | Portugal |
| Tipo de documento: | dissertação de mestrado |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade Nova de Lisboa |
| Idioma: | inglês |
| Origem: | Repositório Institucional da UNL |
| Resumo: | Under an environment of growing awareness and urgency to fight climate change, the relevance of testing climate implications in an investment strategy becomes ever more pivotal. The present research describes a framework to select climate-aligned companies and study how it impacts the MSCI stock universe and a quality investing style strategy. It provides evidence that climate alignment can be incorporated in a portfolio without destroying the core attributes of a quality investing style strategy. High-quality companies are well equipped to deal with climate challenges and indeed contribute to building a more resilient, climate-aligned economy. |
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