FTSE Russell expects to see a lot more of combinations of factors and ESG, with the latter attracting increasing amounts of interest.
“We treat both of these in the same way, ESG is another type of exposure as far as we are concerned, and we embed it into our indices like any factor, using a bottom-up approach,” Andrew Dougan (pictured) , the index provider’s director of research and analytics told SRP at the Europe 2019 event in January. “ So, is ESG a factor in itself or actually an asset class? “The five factors academics have looked at [quality, low vol, size, value and momentum] have a lot
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