The Socially Responsible Quant


Authors
Javed Jussa,Rochester Cahanand Others

Research Organisation
Deutsche Bank

Report Date
April 1, 2013

Document summary

This report reviews current practices and latest trends in the Socially Responsible Investing (SRI) landscape, including the amount of assets under management, the investor base and investor demand associated with SRI. The reports also analyses a company-specific ESG dataset and backtests the performance of ESG tilted portfolios within the US and global markets. Finally, it shows the performance results of long only, optimized ESG strategies.
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