Sustainalytics

Company · NE · 2 documents

Key number

396.773 million USD

Average Fund AUM. Journal of Financial and Quantitative Analysis p.7

Key number

80.35%

Model AUC-ROC. International Journal of Computer Applications p.1

Key number

Confirmed ASIC Enforcement Actions. International Journal of Computer Applications p.1

Are the Hedges of Funds Green?

Research paperJournal of Financial and Quantitative AnalysisNovember 202633 pages

The sample hedge funds report an average monthly AUM of $396.773 million, a average monthly rate of return of 0.564%, and a monthly 7-factor alpha of 0.144%.

GreenGuard-AU: A Parsimonious RegTech Framework for Greenwashing Detection in Data-Scarce Regulatory Environments

Research paperInternational Journal of Computer ApplicationsOctober 20269 pages

GreenGuard-AU evaluates 633 company-year observations from the Australian securities market (2021 to 2024) across 38 engineered features.