Spotlight On: Spotlight on: ESG & Factor Investing - Hosted by Amundi
Date & Time
Thursday, May 20, 2021, 12:25 PM - 12:55 PM
Bruno Taillardat Thierry Roncalli Jean-Philippe Cazelais

Moderator:  Jean-Philippe Cazelais - Director, Public Markets, Desjardins Group Pension Plan

Thierry Roncalli - Head of Quantitative Research, Amundi Asset Management

Bruno TaillardatGlobal Head of Smart Beta & Factor Investing, Amundi Asset Management

ESG Investing is evolving extremely rapidly, in Europe and abroad. The importance of taking into account environmental, social and governance factors in investment decisions has become more acute with the coronavirus. Past Amundi research has underlined that ESG integration has been a driver of alpha since 2014.

In this session, Thierry Roncalli, Head of Quantitative Research with Amundi and Bruno Taillardat, Global head of Smart Beta & Factor Investing at Amundi, will discuss:

  • Whether or not ESG can be considered as a new factor, alongside traditional factors (value, momentum, etc.) and the key findings of our research.
  • Is ESG a new risk factor?
  • What is the added value of ESG in terms of diversification?
  • How to implement ESG within a multi-factor equity portfolio?