Our comprehensive database enables individual tailoring of the investment universe - by country, region, sector or factor. The MSCI ESG Research database also facilitates a client-specific sustainability profile of the portfolio.
Our systematic portfolio optimisation can be adapted to specific client requirements:
Get your desired exposure and
define minimum / maximum weights for specific ...
Tilt your investments to a more
sustainable portfolio based on …
- ESG-Ratings: minimum E, S, G or total score of your portfolio
- Business involvement: exclude or limit percentage of revenue in certain industries (eg weapon, tobacco, gambling, alcohol, ...)
Control the characteristics of your portfolio with …
- Tracking error constraints
- Constraints on factor exposure (eg. value, quality, size)
Optimize according to your preferences
Besides our classic minimum risk function, we can consider your specific needs in the optimization, such as ...
- minimum CVAR
- minimum tracking error
- multi objective (factors)