Mozaffar Khan | ESG alpha, novel metrics and integration in the investment process
In episode 68, Alex Proimos speaks with Mo Khan, vice president, senior quantitative research analyst at Causeway Capital Management. In this episode, we discuss how the sensitivity around ESG has evolved over the past 10 years, the economic rationale between ESG and alpha, the importance of developing an internal view of ESG factors and how they line up with the many data sources and signals available. We also cover how ESG differs at the stock level versus integration at the portfolio level, how ESG engagement can be sometimes viewed as an alternative to negative screens, standardisation in ESG reporting, and finally the role of investor education and the sharing of research between fiduciaries.