PT  - JOURNAL ARTICLE
AU  - Michael Branch
AU  - Lisa R. Goldberg
AU  - Pete Hand
TI  - A Guide to ESG Portfolio Construction
AID  - 10.3905/jpm.2019.45.4.061
DP  - 2019 Mar 31
TA  - The Journal of Portfolio Management
PG  - 61--66
VI  - 45
IP  - 4
4099  - https://pm-research.com/content/45/4/61.short
4100  - https://pm-research.com/content/45/4/61.full
AB  - In this article, the authors explore six quantitative environmental (E), social (S), and governance (G) strategies to provide insights into best practices for ESG portfolio construction. These strategies offer different approaches to the trade-off between desired ESG attributes and investment performance. They conclude that fully understanding the dynamics of these trade-offs will allow investors to select the strategy that best matches their ethical and financial views.TOPICS: Analysis of individual factors/risk premia, ESG investing, performance measurement