We build optimization frameworks that treat climate and ESG factors as proper constraints — not afterthoughts. Drawing on published research in generative ESG indexes and BRICS sustainability analytics, we help pension funds, endowments, and sovereign investors construct portfolios that satisfy stewardship mandates while preserving expected returns.
Sustainable Finance
Portfolio Optimization under ESG Constraints
Mean-variance and robust optimization frameworks that incorporate climate and ESG constraints without sacrificing risk-adjusted returns.
Who we work with
Pension funds
Endowments & foundations
Sovereign wealth funds
Insurance asset managers
What we deliver
- — Custom optimization framework
- — ESG factor decomposition
- — Forward-looking carbon intensity estimates
- — Tracking-error attribution