{"title":"Lev Dynkin","description":"\u003cp\u003eWelcome to the Lev Dynkin collection, where the sophisticated world of finance and investment is demystified through expertly crafted writing. Lev Dynkin is renowned for his deep insight into the complexities of systematic investing and the rapidly evolving field of Environmental, Social, and Governance (ESG) factors.\u003c\/p\u003e\n\n\u003cp\u003eHis works, including the comprehensive \u003cem\u003eMeasuring ESG Effects in Systematic Investing\u003c\/em\u003e, offer invaluable resources for both seasoned investors and those new to the finance industry. With a focus on blending theoretical frameworks with practical application, Dynkin provides readers with the tools needed to understand and navigate today’s financial landscape.\u003c\/p\u003e\n\n\u003cp\u003eExplore this collection to enhance your knowledge of finance and investment, and discover how ESG considerations are reshaping investment strategies. Lev Dynkin's writings are essential for anyone looking to deepen their understanding of the investment world.\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\/lev-dynkin.oembed","provider":"Book Hero","version":"1.0","type":"link"}