By Daniel Getler, CFA
INSIGHTS Research
Screened Investing: A Practitioner’s Perspective
Practical Applications of the S-Ray® Preferences Filter
The S-Ray Preferences Filter allows for substantial customization of the screening process, both in what activities are screened out and at what level the activity becomes a concern. By adjusting these parameters based on their individual utility functions or strategy’s objective function, investors can create portfolios that align with both their values and financial goals. In our latest report, Daniel Getler demonstrates that through carefully designed screening investors can achieve their ethical objectives with minimum effect on the risk and return profiles of their portfolios.
