Search results with tag "New quality factor"

A New Quality Factor: Finding Alpha with ASSET4 ESG Data

Figure 1: Comparison of ASSET4 ESG scores of Bear Stearns, Goldman Sachs, and Morgan Stanley in early 2008. ASSET4 scores for Bear Stearns were significantly lower than those of rivals Goldman Sachs and Morgan Stanley and had been for several years before Bear Stearns collapsed. 0.00 0.20 0.40 0.60 0.80 1.00 Social Environmental Economic Corporate

  With, Quality, Factors, Findings, Morgan stanley, Morgan, Stanley, Alpha, New quality factor, Finding alpha with asset4, Asset4