Investment Solutions Tailor-Made

Our technology and expertise for your individual investment solution

Do you have your own specific requirements which differ from existing strategies? We will be happy to discuss with you how our solutions can be tailored to your own needs as part of a segregated account.

Database

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.

Methodology

Our systematic portfolio optimisation can be adapted to specific client requirements:

Basic constraints: 

Get your desired exposure and define minimum / maximum weights for specific ...

  • countries

  • sectors 

  • securities

ESG constraints

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, ...)

Quantitative constraints

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)

  • diversification