Portfolio construction – practical considerations for investors

Portfolio construction is a key tool for investors. By applying a framework and a systematic approach, investors may understand their exposures better. Listen to learn more about both practical and theoretical ideas about building robust and resilience strategies. Host: David Sol, Global Head of Policy and Governance FTSE Russell Guests: Dr. Joseph Simonian, Head of Equity Portfolio Design and Analytics, CalPERS and Sebastian Lancetti, Head of Index Research & Design, Americas, FTSE Russell

Episode 3 of the FTSE Russell Convenes podcast, hosted by FTSE Russell (an LSEG business), titled "Portfolio construction – practical considerations for investors" was published on September 17, 2025 and runs 14 minutes.

September 17, 2025 ·14m · FTSE Russell Convenes

0:00 / 0:00

Summary

Portfolio construction is a key tool for investors. By applying a framework and a systematic approach, investors may understand their exposures better. Listen to learn more about both practical and theoretical ideas about building robust and resilience strategies. Host: David Sol, Global Head of Policy and Governance FTSE Russell Guests: Dr. Joseph Simonian, Head of Equity Portfolio Design and Analytics, CalPERS and Sebastian Lancetti, Head of Index Research & Design, Americas, FTSE Russell

Episode Description

Portfolio construction is a key tool for investors. By applying a framework and a systematic approach, investors may understand their exposures better. Listen to learn more about both practical and theoretical ideas about building robust and resilience strategies.

Host: David Sol, Global Head of Policy and Governance FTSE Russell

Guests: Dr. Joseph Simonian, Head of Equity Portfolio Design and Analytics, CalPERS and Sebastian Lancetti, Head of Index Research & Design, Americas, FTSE Russell

Chapters

(00:00:00) - Introduction
(00:01:00) - Portfolio construction: Is it an art or a science?
(00:02:39) - Examples of portfolio construction techniques
(00:05:05) - What academics are writing about today
(00:07:40) - Approaching portfolio construction
(00:12:20) - Practical vs theoretical approaches
(00:14:13) - Concentration

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