Deconstructing ESG Scores: How to Invest with your own Criteria
? “We explore the feasibility and performance of more targeted investment strategies based on specific ESG categories, by deconstructing ESG scores into their granular components.”
[COMMENTARY] This is a fascinating academic approach.
Deconstructing ESG Scores: How to Invest with your own Criteria? By Torsten Ehlers (IMF), Ulrike Elsenhuber (BIS), Anandakumar Jegarasasingam (BIS), and Eric Jondeau (University of Lausanne), March 10, 2023, IMF Working Paper.