金融與商業(yè)分析專題：非財務指標ESG在企業(yè)投資和金融市場中的價值解讀---商業(yè)金融新風口-Environment, Social and Governance(ESG)評價體系研究

專業(yè)：商業(yè),金融

項目類型：國外小組科研

開始時間：2024年12月14日

是否可加論文：是

項目周期：7周在線小組科研學習+5周不限時論文指導學習

語言：英文

有無剩余名額：名額充足

建議學生年級：大學生 高中生

是否必需面試：否

適合專業(yè)：商業(yè)分析金融工程社會學金融學金融市場風險管理量化金融股票投資公司金融公司管理公共政策

地點：無

建議選修：高等數(shù)學綜合：微積分、線性代數(shù)與概率論

建議具備的基礎：ESG、量化金融、綠色金融、證券投資、商業(yè)分析、可持續(xù)發(fā)展等相關專業(yè)以及希望深入學習ESG資本市場知識的學生；擁有數(shù)學基礎和金融知識的學生優(yōu)先

產(chǎn)出：7周在線小組科研學習+5周不限時論文指導學習 共125課時 項目報告 優(yōu)秀學員獲主導師Reference Letter EI/CPCI/Scopus/ProQuest/Crossref/EBSCO或同等級別索引國際會議全文投遞與發(fā)表指導（可用于申請） 結(jié)業(yè)證書 成績單

項目背景：ESG信息捕捉到了許多傳統(tǒng)財務指標無法捕捉到的風險驅(qū)動因素。例如，量化投資ESG戰(zhàn)略家可以刮取和分析社交媒體內(nèi)容，以幫助為公司的無形資產(chǎn)提供信息和分配價值，如客戶和員工的聲譽。ESG信息可以被認為是一種風險因素，它是一種投資考量因子，與收益有穩(wěn)定的截面相關性，從而可以合理考量那些有這方面風險的股票。ESG因素可以與傳統(tǒng)的主題因素包括在一起，如動量、價值、質(zhì)量、增長和波動性。由于ESG因素與傳統(tǒng)因素的相關性低，也可以提供多樣化投資的巨大益處。 ESG information captures many risk drivers not captured through traditional financial metrics. Quant ESG strategists, for example, can scrape and analyze social media content to help inform and assign value to company intangibles, such as customer and employee reputation. ESG information can be considered as a risk factor that is an investment theme that has stable cross-sectional correlations to returns, thereby rewarding stocks that have an exposure to them. ESG factors can be included with traditional thematic factors such as momentum, value, quality, growth, and volatility. ESG factors may also provide diversification benefits due to their low correlation to traditional factors.

項目介紹：本項目旨在為學生提供足夠的金融市場分析與投資策略知識，以滿足市場ESG快速增長的需求。2022年以來，客戶對非傳統(tǒng)財報的需求、政府政策、中央銀行的鼓勵和監(jiān)管要求都在推動投資行業(yè)在投資過程中整合環(huán)境、社會和公司治理因素，并將其融入整個投資過程。我們希望該課程在提高現(xiàn)有和新進的投資專業(yè)人士的技能方面發(fā)揮重要作用，并使學生能夠展示他們在可持續(xù)投資方面的能力和專業(yè)度。同時我們不可忽視的是，在合理的自由和競爭的金融市場上，證券股票價格的波動是完全符合市場預期，這一觀察對證券估值和投資戰(zhàn)略的選擇是非常有用。因此，結(jié)合傳統(tǒng)的風險/收益權衡投資策略與新興的ESG因子，并有效的將其融入現(xiàn)代投資組合理論中，這將對資產(chǎn)配置和投資組合優(yōu)化的發(fā)展起到至關重要的作用。所以我們也將在本課程中涵蓋資本資產(chǎn)定價模型，現(xiàn)代投資組合理論，因素模型，以及股票估值等核心量化金融知識。

This course aims to provide students with sufficient knowledge to meet the rapidly growing demand for ESG skills and competencies. The client demand, government policy, central bank encouragement and regulatory requirements are all driving the investment profession to integrate environmental, social and governance factors throughout investment process. We hope the course to play an important role in raising skill-sets for existing and incoming investment professionals and enabling investment firms to demonstrate their capacity and commitment with respect to sustainable investment. Furthermore, that in the reasonably free and competitive financial markets the securities prices are nearly efficient, and how useful this observation is for the securities valuation and investments strategies selection. We also need to pay attention to risk/return tradeoff, diversification and their role in the modern portfolio theory, their consequences for asset allocation, portfolio optimization. Therefore, we will cover Capital Asset Pricing Model, Modern Portfolio Theory, Factor Models, and Equities Valuation.

項目大綱：ESG可持續(xù)發(fā)展投資與金融市場 Introduction to ESG and the ESG market 環(huán)境、社會責任與公司治理因子在現(xiàn)代金融投資中的研究 Environmental,Social and Governance factors. ESG的評估、分析與整合研究 ESG analysis, valuation and integration ESG相關的投資組合與資產(chǎn)管理 ESG integrated portfolio construction and management 資產(chǎn)定價、風險量化與現(xiàn)代投資模型中的應用Capital allocation to risky assets，index models and Multifactor Models of Risk and Return. 項目回顧和成果展示Program Review and Presentation 論文輔導 Project Deliverables Tutoring