Decoding the quality factor: integrate climate considerations in quality investing

Detalhes bibliográficos
Autor(a) principal: Branco, Mariana Pinto
Data de Publicação: 2021
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/145340
Resumo: Under an environment of growing awareness and urgency to fight climate change, the relevance of testing climate implications in an investment strategy becomes ever more pivotal. The present research describes a framework to select climate-aligned companies and study how it impacts the MSCI stock universe and a quality investing style strategy. It provides evidence that climate alignment can be incorporated in a portfolio without destroying the core attributes of a quality investing style strategy. High-quality companies are well equipped to deal with climate challenges and indeed contribute to building a more resilient, climate-aligned economy.
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spelling Decoding the quality factor: integrate climate considerations in quality investingFactor investingAsset managementQuality investingClimate integrationClimate aligned strategiesDomínio/Área Científica::Ciências Sociais::Economia e GestãoUnder an environment of growing awareness and urgency to fight climate change, the relevance of testing climate implications in an investment strategy becomes ever more pivotal. The present research describes a framework to select climate-aligned companies and study how it impacts the MSCI stock universe and a quality investing style strategy. It provides evidence that climate alignment can be incorporated in a portfolio without destroying the core attributes of a quality investing style strategy. High-quality companies are well equipped to deal with climate challenges and indeed contribute to building a more resilient, climate-aligned economy.Ottonello, GiorgioRUNBranco, Mariana Pinto2022-01-122021-12-172025-12-17T00:00:00Z2022-01-12T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/145340TID:203083040enginfo:eu-repo/semantics/embargoedAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T05:25:37Zoai:run.unl.pt:10362/145340Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:52:01.721459Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Decoding the quality factor: integrate climate considerations in quality investing
title Decoding the quality factor: integrate climate considerations in quality investing
spellingShingle Decoding the quality factor: integrate climate considerations in quality investing
Branco, Mariana Pinto
Factor investing
Asset management
Quality investing
Climate integration
Climate aligned strategies
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
title_short Decoding the quality factor: integrate climate considerations in quality investing
title_full Decoding the quality factor: integrate climate considerations in quality investing
title_fullStr Decoding the quality factor: integrate climate considerations in quality investing
title_full_unstemmed Decoding the quality factor: integrate climate considerations in quality investing
title_sort Decoding the quality factor: integrate climate considerations in quality investing
author Branco, Mariana Pinto
author_facet Branco, Mariana Pinto
author_role author
dc.contributor.none.fl_str_mv Ottonello, Giorgio
RUN
dc.contributor.author.fl_str_mv Branco, Mariana Pinto
dc.subject.por.fl_str_mv Factor investing
Asset management
Quality investing
Climate integration
Climate aligned strategies
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
topic Factor investing
Asset management
Quality investing
Climate integration
Climate aligned strategies
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
description Under an environment of growing awareness and urgency to fight climate change, the relevance of testing climate implications in an investment strategy becomes ever more pivotal. The present research describes a framework to select climate-aligned companies and study how it impacts the MSCI stock universe and a quality investing style strategy. It provides evidence that climate alignment can be incorporated in a portfolio without destroying the core attributes of a quality investing style strategy. High-quality companies are well equipped to deal with climate challenges and indeed contribute to building a more resilient, climate-aligned economy.
publishDate 2021
dc.date.none.fl_str_mv 2021-12-17
2022-01-12
2022-01-12T00:00:00Z
2025-12-17T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/145340
TID:203083040
url http://hdl.handle.net/10362/145340
identifier_str_mv TID:203083040
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/embargoedAccess
eu_rights_str_mv embargoedAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
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reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
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