RT Journal Article SR Electronic T1 A Guide to ESG Portfolio Construction JF The Journal of Portfolio Management FD Institutional Investor Journals SP 61 OP 66 DO 10.3905/jpm.2019.45.4.061 VO 45 IS 4 A1 Michael Branch A1 Lisa R. Goldberg A1 Pete Hand YR 2019 UL https://pm-research.com/content/45/4/61.abstract 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