Which of the following is an active quantitative approach to embed ESG within a portfolio?
A. Weighting ESG as an idiosyncratic factor in a multi-factor stock selection algorithm
B. Consideration of ESG scoring and relevant metrics in security-specific investment decisions
C. Minimizing tracking error against benchmark indexes
D. Solving the mean–variance optimization problem to arrive at the best sectors for asset allocation
Solution
A is correct.
麻烦解释一下A为什么正确？
