ESG投资指数比较研究——以信用债指数分析为例  

The Comparative Study of ESG Index——An Example of ESG Credit Bond Index

作　　者：齐琳[1] QI Lin(China Life Insurance Company Limited,Beijing,100033 China)

机构地区：[1]中国人寿保险股份有限公司,北京100033

出　　处：《科技资讯》2021年第24期99-102,共4页Science & Technology Information

摘　　要：目前国内ESG主题投资发展潜力巨大,该文梳理了ESG投资理念在国内外发展的背景和现状,详细分析了一个新的公开发行的固收类ESG市场指数,并通过与可比指数比较,归纳出新指数市值合理、年化回报高、风险收益特征鲜明、流动性和分散性兼顾等优势,认为该指数可以作为ESG投资的跟踪标的,为投资者践行ESG投资理念提供有效的市场价格走势信息。At present,the development potential of domestic ESG theme investment is huge.This article combs the background and current situation of the development of ESG investment concept at home and abroad,and analyzes a new publicly issued fixed income ESG market index in detail,and summarizes the advantages of the new index,such as reasonable market value,high annualized return,distinct risk return characteristics,consideration of liquidity and dispersion,by comparing with comparable indexes.It is considered that the index can be used as the tracking target of ESG investment and provide effective market price trend information for investors to practice ESG investment philosophy.

关 键 词：ESG投资 ESG指数 中债-国寿资产ESG信用债精选指数 指数化投资 绿色债券 

分 类 号：F832.5[经济管理—金融学]