Talk to SciX
Contact SciX to discuss climate indices, index requirements or disciplined customization.
Reduce tail risks – not your performance potential
About this event
Can you mitigate extreme losses and fully consume your portfolio’s active risk budget to support performance?
Our latest Scientific Climate Indices study examines 476 active U.S. equity funds and reveals how risk-based diversification—beyond traditional stock or sector-based approaches offers robust protection against tail risk, while preserving return potential and tracking error targets.
Explore findings from our research paper “Mitigating Tail Risks without Sacrifice: Empirical Evidence of Risk-Based Diversification’s Benefits for Equity Investors”.
Key takeaway points for equity investors and managers:
- How risk diversification reduces CVaR.
- Why being “diversified enough” is often sufficient.
- Iso-risk portfolios: a new method to strengthen risk analysis when dealing with limited samples.
- Managing extreme losses works for all (risk) budgets.
Meet the speakers
Matteo Bagnara, PhD
Quant Researcher,
Scientific Climate Indices
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Quant Researcher,
Scientific Climate Indices
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Shahyar Safaee
Deputy CEO and Business Development Director, Scientific Climate Indices
Deputy CEO and Business Development Director, Scientific Climate Indices
