Lesson from a Market Crisis
- Joseph Mezrich
- Jan 10, 2024
- 2 min read
In a previous post, I showed how ESG screening substantially improved a strategy focused on profitability (long-short ROE) that was both sector-neutral and style-neutral. The main point was to reveal the true impact of ESG on equity performance by removing unintended influence. I didn't discuss a separate point: The lesson for 2024 on how risk control was used to remove the unintended influence of the COVID market crisis.
