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Iberian alpha - BPI GA
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| 3.99 MB | Adobe PDF |
Orientador(es)
Resumo(s)
In this paper, we investigate the presence of alpha and the impact of style factors in BPI Gestão de Ativos Iberian funds’ returns byap plying five different factor models. The existence of alpha varies with the funds. Further, we attempt to account for the increasing role of environmental, social and governance (ESG) by exploring its incorporation in BPI GA’s investment process. As a starting point, we conducted an ESG awareness survey directed at its employees. Further, we developed an ESG dash board comprising different ESG providers’ ratings, as core card aligned with the 2019-2088EU Regulation on sustainability disclosures and performed an ESG in-depth analysis of the Utilities and Energy sectors, to support BPI GA in their assessment of the ESG performance of Iberian companies.
Descrição
Palavras-chave
Banking industry Factor models Esg Bbva Santander