Continue active refreshing of this index's data?

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Whitepapers — March 31, 2023

Green efficient frontiers. Part 1: Minimizing the risk impact of exclusions

The goal of many investors is to improve the sustainability profile of their portfolios without straying too much from a market-cap weighted benchmark. In other words, they want to maximize their ‘green’ exposure while limiting active risk.

Our analysis shows how an optimized sustainability index can decrease active risk and free up more of the risk budget to be allocated to the desired sustainability metric(s), making the resulting portfolio a suitable replacement for a traditional benchmark.

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