金融與商業(yè)分析專題：非財(cái)務(wù)指標(biāo)ESG在企業(yè)投資和金融市場(chǎng)中的價(jià)值解讀---商業(yè)金融新風(fēng)口-Environment, Social and Governance(ESG)評(píng)價(jià)體系研究

專業(yè)：商業(yè),金融

項(xiàng)目類型：國(guó)外小組科研

開始時(shí)間：2024年12月14日

是否可加論文：是

項(xiàng)目周期：7周在線小組科研學(xué)習(xí)+5周不限時(shí)論文指導(dǎo)學(xué)習(xí)

語(yǔ)言：英文

有無剩余名額：名額充足

建議學(xué)生年級(jí)：大學(xué)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(huì)學(xué)金融學(xué)金融市場(chǎng)風(fēng)險(xiǎn)管理量化金融股票投資公司金融公司管理公共政策

地點(diǎn)：無

建議選修：高等數(shù)學(xué)綜合：微積分、線性代數(shù)與概率論

建議具備的基礎(chǔ)：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(guān)專業(yè)以及希望深入學(xué)習(xí)ESG資本市場(chǎng)知識(shí)的學(xué)生；擁有數(shù)學(xué)基礎(chǔ)和金融知識(shí)的學(xué)生優(yōu)先

產(chǎn)出：7周在線小組科研學(xué)習(xí)+5周不限時(shí)論文指導(dǎo)學(xué)習(xí) 共125課時(shí) 項(xiàng)目報(bào)告 優(yōu)秀學(xué)員獲主導(dǎo)師Reference Letter EI/CPCI/Scopus/ProQuest/Crossref/EBSCO或同等級(jí)別索引國(guó)際會(huì)議全文投遞與發(fā)表指導(dǎo)（可用于申請(qǐng)） 結(jié)業(yè)證書 成績(jī)單

項(xiàng)目背景：ESG信息捕捉到了許多傳統(tǒng)財(cái)務(wù)指標(biāo)無法捕捉到的風(fēng)險(xiǎn)驅(qū)動(dòng)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(jià)值，如客戶和員工的聲譽(yù)。ESG信息可以被認(rèn)為是一種風(fēng)險(xiǎn)因素，它是一種投資考量因子，與收益有穩(wěn)定的截面相關(guān)性，從而可以合理考量那些有這方面風(fēng)險(xiǎn)的股票。ESG因素可以與傳統(tǒng)的主題因素包括在一起，如動(dòng)量、價(jià)值、質(zhì)量、增長(zhǎng)和波動(dòng)性。由于ESG因素與傳統(tǒng)因素的相關(guān)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(xiàng)目介紹：本項(xiàng)目旨在為學(xué)生提供足夠的金融市場(chǎng)分析與投資策略知識(shí)，以滿足市場(chǎng)ESG快速增長(zhǎng)的需求。2022年以來，客戶對(duì)非傳統(tǒng)財(cái)報(bào)的需求、政府政策、中央銀行的鼓勵(lì)和監(jiān)管要求都在推動(dòng)投資行業(yè)在投資過程中整合環(huán)境、社會(huì)和公司治理因素，并將其融入整個(gè)投資過程。我們希望該課程在提高現(xiàn)有和新進(jìn)的投資專業(yè)人士的技能方面發(fā)揮重要作用，并使學(xué)生能夠展示他們?cè)诳沙掷m(xù)投資方面的能力和專業(yè)度。同時(shí)我們不可忽視的是，在合理的自由和競(jìng)爭(zhēng)的金融市場(chǎng)上，證券股票價(jià)格的波動(dòng)是完全符合市場(chǎng)預(yù)期，這一觀察對(duì)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(fēng)險(xiǎn)/收益權(quán)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(duì)資產(chǎn)配置和投資組合優(yōu)化的發(fā)展起到至關(guān)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(jià)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(shí)。

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(xiàng)目大綱：ESG可持續(xù)發(fā)展投資與金融市場(chǎng) Introduction to ESG and the ESG market 環(huán)境、社會(huì)責(zé)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(píng)估、分析與整合研究 ESG analysis, valuation and integration ESG相關(guān)的投資組合與資產(chǎn)管理 ESG integrated portfolio construction and management 資產(chǎn)定價(jià)、風(fēng)險(xiǎn)量化與現(xiàn)代投資模型中的應(yīng)用Capital allocation to risky assets，index models and Multifactor Models of Risk and Return. 項(xiàng)目回顧和成果展示Program Review and Presentation 論文輔導(dǎo) Project Deliverables Tutoring