Deconstructing ESG Scores: How to Invest with your own Criteria

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.

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