“Everyone is always so curious about millennials,” says Audrey Choi, chief executive officer of Morgan Stanley’s Institute for Sustainable Investing. “Especially in this space.”

So when her firm surveyed 800 individual investors about sustainable investing in a late-2014 poll, it included a sample of 200 millennials – a cohort of young people now aged about 20 to 34. One of the things that emerged, Choi says, is that millennials really are different from other generations….