) ⋄ Hou, Xue, and Zhang (2015) Motivation Explaining Value Data Results Conclusions Why Does It Work? • A risk premium where investors are compensated for taking on systematic risk (Fama and French, 1993
- reference to the science, i.e., systematic reference to science-based scenarios, or absolute levels (e.g. carbon budgets), or to official country/regional/international targets (Paris Agreement on Climate
. current industry or sector standards. (iii) Reference to the science, which can include systematic reference to: a. science-based scenarios; b. absolute levels (e.g. carbon budgets); 12 ASEAN SUSTAINABILITY
All 4 past returns.5 With data on each fund’s holdings of individual stocks, we can compute the value- weighted, fund-level systematic risk loading, which we refer to as the holding-based fund beta
established in accordance with the following rules: (1) arrange the structure of the company in an orderly systematic way, according to duties, with a view to: (a) prevent dishonest acts of its personnel; (b
organisational structure of the company shall be established in accordance with the following rules: (1) arrange the structure of the company in an orderly systematic way, according to duties, with a view to: (a
– 2019. ΔGPR Country-specific Monthly GPR Country-specific Yearly GPR Changes in yearly Country-specific GPR ΔGPR_SYS Changes in Systematic components of Country-specific GPR (Global Systematic shock) Δ
last year. We are witnessing a profound shift in communication between companies and shareholders—a shift to more regular, candid, behind-the-scenes conversations. We are also seeing investors exert more
generally be defined as the systematic risk exposures of the portfolio (usually achieved through asset allocation), while alpha is the residual, or skill/luck-based, component associated with the various
internal committee reviews some or all screening decisions; ▪ Automated IT systems prevent investments in excluded stocks; ▪ Systematic process that alerts the portfolio manager, compliance team and ESG team