Exclusions Evolved: Minimizing tracking error through intelligent optimization



  • ,
     Senior Investment Content Specialist |

  • 14 Sep 2023

Moving beyond simple screening when constructing an ESG portfolio

A major challenge investment managers face when using exclusion screens to raise the ESG rating of their portfolios is introduced tracking error. Our latest Special Report presents an evolution of the screening toolset that aims to minimize this active risk.

Qontigo Special Report cover

READ NOW: Exclusions Evolved: Minimizing tracking error through intelligent optimization (Special Report, 2023)

The larger the tracking error in a portfolio, the less risk budget available that could otherwise be put toward assets with strong ESG metrics. How to evolve a screening methodology to minimize tracking error? This new Special Report finds out.

Exclusions Evolved: Minimizing tracking error through intelligent optimization (Special Report, 2023

Discover how a new method of screening combines with a risk model and harnesses the correlations between assets to provide lower active risk.

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