Outline alternative portfolio construction methodologies

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Reference no: EM133049195

Consider an ESG portfolio manager that seeks to perform an ESG integration strategy via a tilt. The ESG investment team has performed a depth analysis of the top 40 stocks in an index that consists of 200 stocks. The index is commonly used to track the value of the domestic equity market. The top 40 stocks represent approximately 60% of the index value (by market capitalisation).

The ESG investment team has decided to come up with a highly concentrated portfolio that only considers the best 10 stocks identified by their ESG analysis. The portfolio will be targeted at investors who have a desire to invest in portfolios that have a low CO2 footprint and a gender diverse board.

Questions:

a) Briefly outline two alternative portfolio construction methodologies that may be employed to perform an ESG tilt using the 10 selected stocks.

b) List one strength and one weakness of both portfolio construction strategies in this setting.

Reference no: EM133049195

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