Development of Customizable ESG-compliant Financial Products for Swiss Asset Owners and Managers
Description
Development of forward-looking ESG-compliant methods for systematic strategies on equities, corporate bonds, sovereign bonds, responsible shorting, and option overlays.
Key data
Projectlead
Co-Projectlead
Project team
Marcin Borratynski
Project partners
RepRisk AG
Project status
completed, 11/2021 - 12/2024
Institute/Centre
Institute of Wealth and Asset Management (IWA)
Funding partner
Innovationsprojekt / Projekt Nr. 57726.1 IP-SBM
Project budget
686'180 CHF
Publications
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A factor-tilt approach to ESG investing
2026 Weibel, Marc; Iwata, Tsuyoshi
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ESG integration in multi-asset portfolios : the trade-off between sustainability and factor stability
2026 Weibel, Marc; Bohn, Jeffrey R.; Orpiszewski, Tomasz; Iwata, Tsuyoshi; Thompson, Mark James
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Betting against ESG sinners : evidence from short selling around the world
2026 Iwata, Tsuyoshi; Orpiszewski, Tomasz; Thompson, Mark James
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Beyond borders : asset price reaction to ESG incidents at home and abroad
2025 Orpiszewski, Tomasz; Thompson, Mark
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The stock and option market response to negative ESG news
2024 Orpiszewski, Tomasz; Thompson, Mark James; Schwendner, Peter
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Enhancing equity factor model with publicly reported ESG data
2024 Iwata, Tsuyoshi; Weibel, Marc
School of Management and Law
Gertrudstrasse 8
8400 Winterthur