New Frontiers in Investment Research

Unigestion organised and hosted a research event on machine learning in risk premia and ESG investing, in collaboration with Imperial College London Business School, Université Paris-Dauphine and The Standards Board for Alternative Investments.

Over the course of the event, leading academics and investment professionals, representing universities and institutions from around the world, debated a diverse range of topics, including:

• Forecasting beta using machine learning and equity sentiment variables
• Do investors care about carbon risk?
• Performance attribution in equity markets using machine learning methods
• Crowded trades and tail risk
• Macro regimes investing