Portfolio Optimization under ESG Constraints
Mean-variance and robust optimization frameworks that incorporate climate and ESG constraints without sacrificing risk-adjusted returns.
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LEPTONActuarial & Consulting, LLC
Portfolio optimization, carbon trading, and ESG-aware investment frameworks.
Mean-variance and robust optimization frameworks that incorporate climate and ESG constraints without sacrificing risk-adjusted returns.
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Strategy and pricing for participants in compliance and voluntary carbon markets.
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Strategic asset allocation, liability-driven investment, and goals-based advice frameworks.
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“Principal ESG & Data Science; Assistant Professor at SUNY Farmingdale; Adjunct Professor at NYU Tandon School of Engineering.”
Three pricing regimes are emerging across compliance and voluntary carbon markets. Long-horizon investors don't have to pick one — but they do have to plan for all three.
Annual review of ESG factor performance, integration approaches, and emerging market structure across global capital markets.
A public pension fund wanted to reduce forward carbon intensity without taking tracking-error risk against its liability benchmark. We built the framework.
Most engagements start with a 30-minute scoping conversation — no pitch, just listening.
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