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Bridgewater’s three dimensional approach

In a rare insight into the portfolio construction process at Bridgewater, the head of investment research, Karen Karniol-Tambour discusses how to shift from only looking at risk and return to adopting a three-dimensional model that incorporates impact.
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Session videoPortfolio construction

Integrating ESG

This session will look at how to assess the effect of ESG issues on macro economies and markets and how to engineer a scalable strategic asset allocation that delivers consistent financial performance and is aligned to the UN Sustainable Development Goals.
Session videoPortfolio construction

Investor case studies

This session looks at case studies of investors who have integrated sustainability practices into their investment decision making and portfolio construction, their outlook for the next five to 10 years, and what they think ESG 2.0 will look like in their portfolios.
PaperPortfolio construction

Planetary Boundaries:

Businesses have a huge role to play in containing global environmental risks. And because they have great leverage on companies, so too do investors.  The idea of “ethical” or “green” investing has gained ground in recent years, but it is hampered by a lack of quantitative definitions.
ArticlePortfolio construction

Beyond green bonds

The European Union's rescue plan will give a huge boost to an already thriving market for green bonds and other instruments that promote sustainability. But investors need to be wary: green comes in many shades.
ArticlePortfolio construction

Harvard endowment goes net zero by 2050

The Harvard endowment is about half way through its transition to external investment management and will work with its service providers to implement the university’s new directive, to position the portfolio in line with net-zero greenhouse gas emissions by 2050.
ArticlePortfolio construction

Strategic asset allocation

Asset allocation plays such a fundamental role to determining long-term returns that ignoring these sustainability issues – where the impacts affect economies, businesses and society over decades – just does not make sense.
ArticlePortfolio construction

Church of England’s transition index

Being passively invested shouldn’t mean being passive with regard to responsibilities says the Church of England Pension Board which has developed a new climate transition index with FTSE Russell, LSE and TPI that is the first to incorporate forward-looking climate data.