Built on Lepton principal Bruno Kamdem’s published research in generative ESG indexes and BRICS sustainability analytics, this optimizer treats climate and ESG factors as structural inputs to portfolio construction.
SAFARI · Sustainable Finance
Portfolio Optimization Under ESG Constraints
Optimize portfolios with ESG and climate constraints as proper inputs — not overlays.
Beta Access
Sustainable Finance
Preview
–34%
Carbon intensity reduction
0.42%
Tracking error vs. benchmark
99.1%
Expected return preserved
Full interactive interface available with general availability. Request a guided demo to see the working build.
Capabilities
- — Mean-variance & robust optimization
- — Custom ESG factor decomposition
- — Forward carbon-intensity constraints
- — Climate scenario stress testing
Methodology
Builds on peer-reviewed research published in the Journal of Risk and Financial Management (2024) and presented at NYU Tandon, Bloomberg Quant, and Fields Institute seminars.
Built for
Pension funds
Endowments & foundations
Insurance asset managers