The PRI Best Quantitative Paper Prize attributed to Swiss Finance Institute’s Professors

The winning paper of the quantitative prize, The sustainability footprint of institutional investors is by Gibson Brandon and Kruger. The authors get to the heart of quantifying the portfolio-level sustainability of institutional investors and nd that longer investment horizons (and even shorter term, quarterly) reaps risk-adjusted returns. They also investigate why institutional investors hold sustainability-oriented portfolio allocations.

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PRI // - // 02.11.2017

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