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Trade Publication
Hit 'Em Where It Hurts, ESG Investing 2.0
November 1, 2018
We suggest a new approach to ESG investing that we believe may be more effective in making negative investor views known to management — while at the same time potentially improving portfolio expected returns.
ESG Video Introduction
ESG is an increasingly important aspect of investing, but confusion about it remains widespread. At AQR, we strive to foster an engaged and informed dialogue about this rapidly evolving area of investing and are committed to helping our clients achieve their ESG goals. To further the conversation around ESG, here we outline what ESG investing is and how we pursue it, also reviewing the key concepts and potential benefits clients may want to consider when exploring ESG.
Podcast
ESG: The Good, the Bad, and the Fuzzy
September 26, 2018
Is “doing good” good, bad or neutral for an investor’s portfolio? Three experts explain how they approach ESG investing, or the consideration of environmental, social, and governance issues.
Working Paper
Responsible Investing: The ESG-Efficient Frontier
October 10, 2019
Combining several large data sets, we compute the empirical ESG-efficient frontier and show the costs and benefits of responsible investing.
Data Set
Responsible Investing: The ESG-Efficient Frontier – Original Paper Data
October 29, 2020
This the original data set used in “Responsible Investing: The ESG-Efficient Frontier” (Pedersen, Fitzgibbons and Pomorski). It contains the total returns of the value-weighted and equal-weighted portfolios used in the paper.
Annual ESG Report 2021
As part of our ongoing commitment to ESG, we are pleased to share our ESG annual report with you. This report reviews our ESG developments and progress in 2021, while outlining our approach, governance structure, and dedicated resources to this increasingly important aspect of investing.
Working Paper
Does ESG Help or Hurt Returns?
December 7, 2020
Combining several large data sets, we compute the empirical ESG-efficient frontier and show the costs and benefits of responsible investing.
Annual ESG Report 2020
As part of our ongoing commitment to ESG, we are pleased to share our ESG annual report with you. This report reviews our ESG developments and progress in 2020, while outlining our approach, governance structure, and dedicated resources to this increasingly important aspect of investing.
White Paper
Clearing the Air: Responsible Investment
May 8, 2019
What is ESG? AQR and the UN PRI collaborated to propose a framework of the approaches and terms necessary to have an informed discussion and investment policy on responsible investment, grounded in both responsible asset selection and responsible ownership.