Quantitative Methods for ESG Finance

Quantitative Methods for ESG Finance provides an introduction to the quantitative basis of ESG finance from a quantitative analysts perspective, combining theoretical and mathematical bases with accessible discussions of ESG applications. It emphasizes climate change and climate risks, offers practical code examples, and discusses risk factor investing, portfolio construction, ESG scoring, new ESG-driven financial products, and financial risk management applications.

Format: Hardback
Length: 240 pages
Publication date: 28 November 2022
Publisher: John Wiley & Sons Inc

In Quantitative Methods for ESG Finance, accomplished risk and ESG experts Dr. Cyril Shmatov and Cino Robin Castelli deliver an incisive and essential introduction to the quantitative basis of ESG finance from a quantitative analysts perspective. The book combines the theoretical and mathematical bases underlying risk factor investing and risk management with accessible discussions of ESG applications.

The authors explore the increasing availability of non-traditional data sources for quantitative analysts and describe the quantitative/statistical techniques they'll need to make practical use of these data. The book also offers:

A particular emphasis on climate change and climate risks, both due to its increasing general importance and accelerating regulatory change in the space.

Practical code examples in a Python Jupyter notebook that use publicly available data to demonstrate the techniques discussed in the book.

Expansive discussions of risk factor investing, portfolio construction, ESG scoring, new ESG-driven financial products, and new financial risk management applications, particularly those making use of the proliferation of "alternative data," both text and images.

A must-read guide for quantitative analysts, investment managers, financial risk managers, investment bankers, and other finance professionals with an interest in ESG-driven investing, Quantitative Methods for ESG Finance will also earn a place on the bookshelves of graduate students of business and finance.

Weight: 662g
Dimension: 265 x 183 x 20 (mm)
ISBN-13: 9781119903802