ESG: From Heterogeneity to Risk Factor
Part I: Data heterogeneity
Alexis Flageollet, PhD
Juan Sebastian Caicedo, CFA
Equity Portfolio Manager
Written in March 2022
For the past three years, Seeyond has been committed to gradually integrating extra-financial criteria into its management philosophy, which consists of a risk-based and diversification approach to financial markets. With this first research paper on ESG, presented in three parts, Seeyond addresses several central issues in the integration of ESG criteria in an equity management...
In the first part of this three-part research paper, Alexis Flageolet, Financial Engineer, and Juan Sebastian Caicedo, equity portfolio manager, raise the question of the heterogeneity of ESG data and the problems of relevance it may raise in the context of equity portfolio management.
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