Category Archives: ESG

Redefining indexes to reflect reality

The investment industry should be constantly looking at the impact of technology on the status quo. Just because indexes have been defined as cap-weighted portfolios, doesn’t mean that can’t change. In fact, the evolution in portfolio management necessitates a change in thinking with regard to the definition of indexes, in particular so risk management can be decoupled from alpha generation. In a new paper that argues for a new definition of what constitutes an index, Andrew Lo, professor of finance at MIT Sloan School of Management pushes the boundaries by not only suggesting change, but by demonstrating a new functional definition for indexes and the benefits, and pitfalls, of doing so.

 

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Webinar : UP IN SMOKE: LESSONS LEARNED FROM THE VOLKSWAGEN SCANDAL, Oct 15, 930am ET

The Volkswagen (VW) scandal caught many investors off guard. The repercussions are likely to be felt across the automobile industry for many years to come affecting companies and investors alike. The scandal shines a light on the need for greater corporate transparency. It also ignites the debate over the value of ESG data to detect signals which may be missed by conventional analysis.

Join our panel of experts to examine what ESG data and research can tell us about the scandal. The lessons learned. What are the possible repercussions for automobile industry and what signals are available to investors to potentially detect future black swans.

Register Now

SPEAKERS

Chair – Linda-Eling Lee, Global Head of ESG Research, MSCI
Alan Brett, Head of Corporate Governance Ratings Research, MSCI
Arne Klug, Senior Analyst for the Automobiles Industry, MSCI
Ian McVeigh, Head of Governance, Jupiter Asset Management