rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Quantitative methods for ESG finance
  name:
    name part: Shmatov, Cyril
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Castelli, Cino Robin
    role:
      role term: author.
  type of resource: text
  origin info:
    place:
      place term: nju
    date issued: 2023
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (vii, 232 pages) : illustrations
  abstract: "A quantitative analyst's introduction to the theory and practice of ESG finance In Quantitative Methods for ESG Finance, accomplished risk and ESG experts Dr. Cyril Shmatov and Cino Robin Castelli deliver an incisive and essential introduction to the quantitative basis of ESG finance from a quantitative analyst's perspective. The book combines the theoretical and mathematical bases underlying risk factor investing and risk management with accessible discussions of ESG applications. The authors explore the increasing availability of non-traditional data sources for quantitative analysts and describe the quantitative/statistical techniques they'll need to make practical use of these data. The book also offers: A particular emphasis on climate change and climate risks, both due to its increasing general importance and accelerating regulatory change in the space Practical code examples in a Python Jupyter notebook that use publicly available data to demonstrate the techniques discussed in the book Expansive discussions of risk factor investing, portfolio construction, ESG scoring, new ESG-driven financial products, and new financial risk management applications, particularly those making use of the proliferation of "alternative data", both text and images A must-read guide for quantitative analysts, investment managers, financial risk managers, investment bankers, and other finance professionals with an interest in ESG-driven investing, Quantitative Methods for ESG Finance will also earn a place on the bookshelves of graduate students of business and finance." --
  table of contents: Introduction and Book Overview -- Introduction to ESG Finance -- Factor Investing and Smart Beta -- ESG Ratings -- Alternative Data -- Alternative Text Data -- Introduction to Agent-Based Modeling for ESG Finance -- Climate Risk : Macro Perspective -- Stress Testing for Banks.
  note: Cyril Shmatov, Cino Robin Castelli.
  note: Includes index.
  subject:
    topic: Investment analysis
  subject:
    topic: Investments
    topic: Environmental aspects
  subject:
    topic: Investments
    topic: Social aspects
  subject:
    topic: Quantitative research
  classification: HG4529 .S4845 2023
  classification: 332.6
  related item:
    title info:
      title: Quantitative methods for ESG finance
    name:
      name part: Shmatov, Cyril.
    origin info:
      publisher: Hoboken, New Jersey : Wiley, [2023]
    identifier: (DLC) 2022043340
  identifier: 9781119903819
  identifier: 1119903815
  identifier: 1119903823
  identifier: 9781119903826
  identifier: 9781119903802
  identifier: 1119903807
  identifier: 2022043341
  identifier: 48DFC1FF-5570-4190-B89C-D52D53E7C475 OverDrive, Inc.
  identifier: 9781119903802 O'Reilly Media
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: DLC
    record creation date: 220922
    record change date: 20260214202805.3
    record identifier: in00005506611
    language of cataloging:
      language term: eng