Rob Lehnherr, CFA, is head of quantitative equity research at Northern Trust Asset Management. He is responsible for NTAM's factor-based research and product development. Prior to joining Northern Trust, Lehnherr was a member of the asset allocation research team at Allstate Investments, LLC. He received an MBA from the University of Chicago as an Amy and Richard F. Wallman Scholar, with concentrations in analytic finance and econometrics. Lehnherr has a bachelor's degree from the University of Iowa where he studied computer science. He is a member of the CFA Society Chicago.
Passive ESG investing has become increasingly active. It’s time for a rethink.
By combining Profitability and Conservatism, we can reduce a portfolio's downside risk and enhance its risk-adjusted returns over the long run.