Portfolio Construction

The Russian invasion of Ukraine spooked equity investors around the world, but losses were not distributed equally across all sectors, with some industries even exhibiting positive returns. This opens up opportunities for more focused strategies such as thematic investing.

As the outlook for Technology stocks appears uncertain, we look at the risk-management benefits for Korean investors of adding a little DAX exposure to a KOSPI portfolio.

In this research, we show a two-phase scenario-based CVaR hedging approach to help minimize downside risk in MAC portfolios.

We devised a series of co-branded indices that offer investors a spectrum of strategy tools and specific optionality, and gave our client flexibility, full support in index management, and the objectivity of a third-party index provider

The iSTOXX APG World Responsible Investment Indices were designed to ‘layer in’ various sustainability filters in order to measure the effect on risk and returns of each individual ESG criteria on a developed-markets global equities portfolio. Hamish Seegopaul and Yurong Gu explain how the new indices came about and discuss the value of the collaboration with the Netherlands’ APG and with BlackRock.

Ronald van Dijk, Deputy CIO at APG Asset Management, discusses how the recently launched iSTOXX APG World Responsible Investment Indices help pension funds and other investors incorporate different layers of sustainability ambitions on portfolios in an innovative, flexible and transparent way.

Qontigo announced today the appointment of Mohan Verma as Senior Managing Director, Global Head of Business Development.

Melissa Brown, Qontigo’s Global Head of Applied Research, spoke with Hardika Singh of The Wall Street Journal about her outlook on the markets. According to Melissa, market rallies during low trading volumes of the summer months can be hard to maintain come fall when volumes typically increase.

ESG integration, sustainability, and impact investing…While there may be overlap in the meanings of these terms, they each represent a distinct approach to “doing well while doing good” in investor portfolios.

We are happy to announce that Neal Pawar has been named Chief Operating Officer. Pawar most recently served as Group Chief Information Officer at Deutsche Bank and, before that, as a Partner and Chief Technology Officer at AQR Capital.

Qontigo announced today that Sebastian Ceria, chief executive officer of the company, has been elected to the National Academy of Engineering (NAE), broadly recognized as one of the highest acknowledgments of achievement in the field of engineering.

Qontigo announced today the appointment of Brian McArthur-Muscroft as Chief Financial Officer. McArthur-Muscroft was formerly CFO of Micro Focus International plc, the British multinational software and information technology company, where he also served as a member of the board of directors since 2018.