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Thierry Roncalli

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128
Date
2022/11/29
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ML Score
3
Job
Amundi | Head of Quantitative Research
Content
ESG scoringA new version of the Handbook of Sustainable Finance is available. Chapter 2 is organized in 3 parts: ESG data (sovereign vs. corporates, data sources, taxonomy, controversies, alternative data), ESG scores (tree-based scoring model, graph theory, normalization, performance evaluation, supervised vs. unsupervised backtesting), and ESG ratings (map function, rating migration matrix, Markov generator, Kolmogorov equations, stationary distribution, ESG rating consistency, comparison with credit ratings). #esg #scoring
Property
Integromat
Comments
6
Type
Post
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