{"title":"Jay Hyman","description":"\u003cp\u003eWelcome to the Jay Hyman collection, where finance and investment enthusiasts can delve into insightful discussions and analyses on the integration of Environmental, Social, and Governance (ESG) factors within systematic investing. Jay Hyman is a respected author and expert in the field, known for his clear and comprehensive approach to complex financial topics.\u003c\/p\u003e\n\n\u003cp\u003eHyman's works, including standout titles like \u003cem\u003eMeasuring ESG Effects in Systematic Investing\u003c\/em\u003e, provide readers with a thorough understanding of how ESG considerations can be woven into the fabric of investment strategies. His expertise illuminates the often intricate mechanisms of finance, making them accessible and actionable.\u003c\/p\u003e\n\n\u003cp\u003eWhether you're a seasoned investor or just beginning to explore the world of finance, Hyman’s collection offers valuable insights that can enhance your knowledge and decision-making. His books are essential reads for anyone interested in the transformative impact of ESG in today's financial landscape.\u003c\/p\u003e","products":[{"product_id":"measuring-esg-effects-in-systematic-investing-by-jay-hyman-9781394214785","title":"Measuring ESG Effects in Systematic Investing","description":"\u003cdiv class=\"book-description\"\u003e\n\u003cp\u003e\u003cb\u003eA unique perspective on the implications of incorporating ESG considerations in systematic investing\u003c\/b\u003e\u003c\/p\u003e\n\n\u003cp\u003eIn \u003ci\u003eMeasuring ESG in Systematic Investing\u003c\/i\u003e, a team of authors from Barclays’ top-ranked Quantitative Portfolio Strategy group (ranked #1 by Institutional Investor in its 2022 Global Fixed Income Research Survey in both the US and Europe) deliver an insightful and practical discussion of how to reflect ESG considerations in systematic investing. The authors offer a cross-asset class perspective—incorporating both credit and equity markets in the United States, Europe, and China—a unique coverage scope amongst books on this subject. They discuss the interaction between ESG ratings and various other security characteristics, suggest a methodology for isolating the ESG-specific risk premia, analyse the impact of an ESG tilt on systematic strategies and risk factors, and identify several ESG-based signals that are predictive of future performance.\u003c\/p\u003e\n\n\u003cp\u003eYou’ll also discover:\u003c\/p\u003e\n\n\u003cul\u003e\n    \u003cli\u003eAnalysis of companies in the process of improving their ESG ranking (“ESG improvers”) vs. firms with best-in-class ESG ratings\u003c\/li\u003e\n    \u003cli\u003eA study using natural language processing (NLP) to predict changes in corporate ESG rankings from company job postings for sustainability-related positions\u003c\/li\u003e\n    \u003cli\u003eIn-depth explorations of ESG equity fund performance and flows and the information content of ESG ratings dispersion across several providers\u003c\/li\u003e\n\u003c\/ul\u003e\n\n\u003cp\u003ePerfect for portfolio managers including non-quantitative, fundamental investors, risk managers, and research analysts at financial institutions such as asset managers, pension funds, banks, sovereign wealth funds, hedge funds, and insurance companies, \u003ci\u003eMeasuring ESG in Systematic Investing\u003c\/i\u003e is also a must-read resource for academics with a research interest in the performance and risk implications of ESG investing.\u003c\/p\u003e\n\u003c\/div\u003e","brand":"Unknown","offers":[{"title":"Default Title","offer_id":47000681939180,"sku":"9781394214785","price":178.99,"currency_code":"NZD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0705\/7784\/8556\/files\/10687493482684.jpg?v=1763296337"}],"url":"https:\/\/bookhero.live\/collections\/jay-hyman.oembed","provider":"Book Hero","version":"1.0","type":"link"}