Guan Jingling (15 results)

Condition: very_good. Gently read. May have name of previous ownership, or ex-library edition. Binding tight; spine straight and smooth, with no creasing; covers clean and crisp. Minimal signs of handling or shelving. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships USPS Media Mail.…

Condition: New.

Hardcover. Condition: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee.

Condition: As New. Unread book in perfect condition.

Condition: New.

Condition: New. 1st edition NO-PA16APR2015-KAP.

Condition: New. 2024. 1st Edition. hardcover. . . . . .

Hardback. Condition: New. A unique perspective on the implications of incorporating ESG considerations in systematic investing In Measuring ESG in Systematic Investing, a team of authors from Barclays' top-ranked Quantitative Portfolio Strategy group (ranked #1 by Institutional Investor in its 2022 Global Fixed Income Research Survey in both the US and Europe) delivers an insightful and practical discussion of how to reflect ESG considerations in systematic investing. The authors offer a cross-asset class perspective-incorporating both credit and equity markets in the United States, Europe, and China-a unique coverage scope amongst books on this subject. They discuss the interaction between ESG ratings and various other security characteristics, suggest a methodology for isolating the ESG-specific risk premia, analyse the impact of an ESG tilt on systematic strategies and risk factors, and identify several ESG-based signals that are predictive of future performance. You'll also discover: Analysis of companies in the process of improving their ESG ranking ("ESG improvers") vs. firms with best-in-class ESG ratingsA study using natural language processing (NLP) to predict changes in corporate ESG rankings from company job postings for sustainability-related positionsIn-depth explorations of ESG equity fund performance and flows and the information content of ESG ratings dispersion across several providers Perfect for portfolio managers including non-quantitative, fundamental investors, risk managers, and research analysts at financial institutions such as asset managers, pension funds, banks, sovereign wealth funds, hedge funds, and insurance companies, Measuring ESG in Systematic Investing is also a must-read resource for academics with a research interest in the performance and risk implications of ESG investing.…

Condition: New.

Condition: As New. Unread book in perfect condition.

Condition: New. Brand new! Please provide a physical shipping address.

Condition: New. In English.

Condition: New. 2024. 1st Edition. hardcover. . . . . . Books ship from the US and Ireland.

Hardcover. Condition: Brand New. 504 pages. 9.33x6.42x1.10 inches. In Stock.

Hardback. Condition: New. A unique perspective on the implications of incorporating ESG considerations in systematic investing In Measuring ESG in Systematic Investing, a team of authors from Barclays' top-ranked Quantitative Portfolio Strategy group (ranked #1 by Institutional Investor in its 2022 Global Fixed Income Research Survey in both the US and Europe) delivers an insightful and practical discussion of how to reflect ESG considerations in systematic investing. The authors offer a cross-asset class perspective-incorporating both credit and equity markets in the United States, Europe, and China-a unique coverage scope amongst books on this subject. They discuss the interaction between ESG ratings and various other security characteristics, suggest a methodology for isolating the ESG-specific risk premia, analyse the impact of an ESG tilt on systematic strategies and risk factors, and identify several ESG-based signals that are predictive of future performance. You'll also discover: Analysis of companies in the process of improving their ESG ranking ("ESG improvers") vs. firms with best-in-class ESG ratingsA study using natural language processing (NLP) to predict changes in corporate ESG rankings from company job postings for sustainability-related positionsIn-depth explorations of ESG equity fund performance and flows and the information content of ESG ratings dispersion across several providers Perfect for portfolio managers including non-quantitative, fundamental investors, risk managers, and research analysts at financial institutions such as asset managers, pension funds, banks, sovereign wealth funds, hedge funds, and insurance companies, Measuring ESG in Systematic Investing is also a must-read resource for academics with a research interest in the performance and risk implications of ESG investing.…