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

Dr. Tomasz Orpiszewski

Co-Projectlead

Prof. Dr. Peter Schwendner, Dr. Mark James Thompson, Dr. Marc Weibel

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

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
Betting against ESG sinners : evidence from short selling around the world

2026 Iwata, Tsuyoshi; Orpiszewski, Tomasz; Thompson, Mark James
Beyond borders : asset price reaction to ESG incidents at home and abroad

2025 Orpiszewski, Tomasz; Thompson, Mark
The stock and option market response to negative ESG news

2024 Orpiszewski, Tomasz; Thompson, Mark James; Schwendner, Peter
Enhancing equity factor model with publicly reported ESG data

2024 Iwata, Tsuyoshi; Weibel, Marc

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