Quantitative methods for ESG finance:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, NJ
Wiley
[2023]
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Description based on publisher supplied metadata and other sources |
| Physical Description: | vii, 232 Seiten Illustrationen, Diagramme |
| ISBN: | 9781119903802 |
Staff View
MARC
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Record in the Search Index
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Contents Foreword Introduction and Book Overview vii 1 1. Overview 1 2. Why ESG Finance? 2 3. Why Quantitative Methods? 2 4, Target Audience and Timing of This Book 2 5. Book Outline 3 1 Introduction to ESG Finance 1.1 1.2 1.3 1.4 2 3 Preface: ESG Is Not a Niche Strategy Anymore 5 Introduction and Definitions 7 ESG Investment Performance 21 Sustainability and Sustainable Finance 25 Factor Investing and Smart Beta 2.1 2.2 2.3 2.4 2.5 5 39 Index Construction Basics 39 Smart Beta Indexes 40 Risk Factor Investing 48 Fama-MacBeth Regressions 50 Expanding the Risk Factor Universe 53 ESG Ratings 3.1 3.2 3.3 Introduction 55 Overview of ESG Rating Methodologies 57 Regression Trees as an Alternative Scoring Technique 61 3.4 Random Forest 69 55 v
vi CONTENTS 4 Alternative Data 75 4.1 What Are Alternative Data and Their ESG Applications? 75 4.2 How to Validate an ESG Data Provider 81 4.3 Processing Satellite Data 83 5 5.1 5.2 5.3 5.4 5.5 6 Alternative Text Data on ESG 105 Corporate ESG Reports 108 Topic Modeling 114 Latent Dirichlet Allocation 118 Outlier Topics 126 129 Introduction to Agent-Based Modeling for ESG Finance 6.1 6.2 6.3 6.4 6.5 6.6 6.7 6.8 6.9 6.10 7 105 Alternative Text Data Preface 129 Use of Agent-Based Models in Other Fields and Their Applicability to ESG Finance 131 Use of ABMs in the ESG Field 132 General Overview of ABMs 133 General Operating Principles of ABMs 136 Example of the PARTE Framework Applied to an ESG Scenario 136 Why We Should Look Closely at ABMs 138 Challenges in the Use of ABMs 139 Example: Buildup of a Population Model ABM 140 In-Depth Review: ABMs in Academic and Regulatory Publications 154 Climate Risk: Macro Perspective 165 7.1 Climate Change: Background Information and Definitions 165 7.2 Regulatory Response to Climate Change 185 7.3 Climate Change Modeling 191 7.4 Carbon Risk and Carbon Pricing 199 7.5 Climate Risk in Investment Practice 202 8 Stress Testing for Banks 207 8.1 Stress Testing as a Risk Management Tool 207 8.2 Macroeconomic Stress Scenarios for Climate Risk 213 8.3 Climate Loss Modeling 220 8.4 Climate Stress Testing Exercise 223 8.5 Concluding Notes 224 Index 227 |
| adam_txt |
Contents Foreword Introduction and Book Overview vii 1 1. Overview 1 2. Why ESG Finance? 2 3. Why Quantitative Methods? 2 4, Target Audience and Timing of This Book 2 5. Book Outline 3 1 Introduction to ESG Finance 1.1 1.2 1.3 1.4 2 3 Preface: ESG Is Not a Niche Strategy Anymore 5 Introduction and Definitions 7 ESG Investment Performance 21 Sustainability and Sustainable Finance 25 Factor Investing and Smart Beta 2.1 2.2 2.3 2.4 2.5 5 39 Index Construction Basics 39 Smart Beta Indexes 40 Risk Factor Investing 48 Fama-MacBeth Regressions 50 Expanding the Risk Factor Universe 53 ESG Ratings 3.1 3.2 3.3 Introduction 55 Overview of ESG Rating Methodologies 57 Regression Trees as an Alternative Scoring Technique 61 3.4 Random Forest 69 55 v
vi CONTENTS 4 Alternative Data 75 4.1 What Are Alternative Data and Their ESG Applications? 75 4.2 How to Validate an ESG Data Provider 81 4.3 Processing Satellite Data 83 5 5.1 5.2 5.3 5.4 5.5 6 Alternative Text Data on ESG 105 Corporate ESG Reports 108 Topic Modeling 114 Latent Dirichlet Allocation 118 Outlier Topics 126 129 Introduction to Agent-Based Modeling for ESG Finance 6.1 6.2 6.3 6.4 6.5 6.6 6.7 6.8 6.9 6.10 7 105 Alternative Text Data Preface 129 Use of Agent-Based Models in Other Fields and Their Applicability to ESG Finance 131 Use of ABMs in the ESG Field 132 General Overview of ABMs 133 General Operating Principles of ABMs 136 Example of the PARTE Framework Applied to an ESG Scenario 136 Why We Should Look Closely at ABMs 138 Challenges in the Use of ABMs 139 Example: Buildup of a Population Model ABM 140 In-Depth Review: ABMs in Academic and Regulatory Publications 154 Climate Risk: Macro Perspective 165 7.1 Climate Change: Background Information and Definitions 165 7.2 Regulatory Response to Climate Change 185 7.3 Climate Change Modeling 191 7.4 Carbon Risk and Carbon Pricing 199 7.5 Climate Risk in Investment Practice 202 8 Stress Testing for Banks 207 8.1 Stress Testing as a Risk Management Tool 207 8.2 Macroeconomic Stress Scenarios for Climate Risk 213 8.3 Climate Loss Modeling 220 8.4 Climate Stress Testing Exercise 223 8.5 Concluding Notes 224 Index 227 |
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| index_date | 2024-07-03T21:10:07Z |
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| isbn | 9781119903802 |
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| spelling | Shmatov, Cyril Verfasser (DE-588)1280423390 aut Quantitative methods for ESG finance Cyril Shmatov, Cino Robin Castelli Hoboken, NJ Wiley [2023] © 2023 vii, 232 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Description based on publisher supplied metadata and other sources Kapitalanlage (DE-588)4073213-7 gnd rswk-swf Nachhaltigkeit (DE-588)4326464-5 gnd rswk-swf Investition (DE-588)4027556-5 gnd rswk-swf Kapitalanlage (DE-588)4073213-7 s Investition (DE-588)4027556-5 s Nachhaltigkeit (DE-588)4326464-5 s DE-604 Castelli, Cino Robin Verfasser (DE-588)1302196723 aut Erscheint auch als Online-Ausgabe, PDF 978-1-119-90382-6 Erscheint auch als Online-Ausgabe, EPUB 978-1-119-90381-9 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=033976647&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Shmatov, Cyril Castelli, Cino Robin Quantitative methods for ESG finance Kapitalanlage (DE-588)4073213-7 gnd Nachhaltigkeit (DE-588)4326464-5 gnd Investition (DE-588)4027556-5 gnd |
| subject_GND | (DE-588)4073213-7 (DE-588)4326464-5 (DE-588)4027556-5 |
| title | Quantitative methods for ESG finance |
| title_auth | Quantitative methods for ESG finance |
| title_exact_search | Quantitative methods for ESG finance |
| title_exact_search_txtP | Quantitative methods for ESG finance |
| title_full | Quantitative methods for ESG finance Cyril Shmatov, Cino Robin Castelli |
| title_fullStr | Quantitative methods for ESG finance Cyril Shmatov, Cino Robin Castelli |
| title_full_unstemmed | Quantitative methods for ESG finance Cyril Shmatov, Cino Robin Castelli |
| title_short | Quantitative methods for ESG finance |
| title_sort | quantitative methods for esg finance |
| topic | Kapitalanlage (DE-588)4073213-7 gnd Nachhaltigkeit (DE-588)4326464-5 gnd Investition (DE-588)4027556-5 gnd |
| topic_facet | Kapitalanlage Nachhaltigkeit Investition |
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