Managing ESG risks in sovereign bond portfolios

Press review ETF Stream “Having an impact? Lionel Martellini, professor of finance at EDHEC Business School, analyses the effect of incorporating ESG factors within the sovereign bond segment of portfolios.In a recent paper (Martellini and Vallée, 20211), we explore the impact of ESG factors on the risk and return of sovereign bonds from an investor perspective, in particular investigating how to measure and manage EGS risks in sovereign bond portfolios and their implications for sovereign bond portfolio strategies." https://www.etfstream.com/features/managing-esg-risks-in-sovereign-bond-portfol… 2021