---
title: ESG Investing: Factor-Tilt Approach
url: https://www.ml-quant.com/papers/ssrn/4512638/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4512638
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4512638
featured: 2023-07-19
citations: unknown
topic: Portfolio & Allocation
---


# ESG Investing: Factor-Tilt Approach

Factor-Tilt Approach: A new portfolio construction method incorporates Environmental, Social, and Governance (ESG) factors, showing a significant positive ESG premium in the US market.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4512638
- Identifier: SSRN 4512638
- Released: 2023-05-25
- First featured: Quant Letter No. 8 (2023-07-19): https://www.ml-quant.com/issues/2023-07-19/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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