TY - JOUR T1 - Socially Enhanced Indexing JF - The Journal of Investing SP - 18 LP - 31 DO - 10.3905/joi.2007.686409 VL - 16 IS - 2 AU - William W. Jennings AU - Gregory W. Martin Y1 - 2007/05/31 UR - https://pm-research.com/content/16/2/18.abstract N2 - While socially responsible investing (SRI) is large and growing, current SRI offerings have shortcomings—including style biases, excessive expenses, tracking error and an incomplete menu of screens. We propose using factor-based models in SRI-screened investment universes to create “socially enhanced indexing” or SRI enhanced indexing. Using commercial software and readily available portfolio screens, socially enhanced indexing offers mass customization of values-based investment programs on the cheap.TOPICS: ESG investing, factors, risk premia, mutual funds/passive investing/indexing ER -