Beyond Tracking Error

In this 30-minute webinar, we show you how to create hyper-personalized model portfolios that combine individual ESG preferences with proven quantitative alpha sources; and how to leverage these methodologies in a range of real-life scenarios.


You can download the slide deck here, but you can also watch the recording.

We also made an FAQ, in which you can find the answers to the questions that were asked during the webinar, and to other questions you might have on iVaR and Portfolio Optimizer.

If you want to fast forward to a specific topic:

• 0:00 - Introduction
• 03:12 - Chapter 1: Benchmark-aware portfolio construction
• 13:03 - Chapter 2: Tracking error vs. relative iVaR
• 18:23 - Chapter 3: Live demo of Model Portfolio Builder
• 24:29 - Chapter 4: Our backtesting applied to the Stoxx600 index