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高明月 · 2023年02月26日

请问什么叫risk-adjusted return

  1. ESG
  2. ESG integrated portfolio construction and management

NO.PZ2022120701000080

问题如下：

Investors typically address the effects to risk-adjusted returns of ESG integration in portfolio management through:

选项：

A.risk mitigation and alpha generation. B.risk mitigation and dynamic asset allocation. C.factor risk allocation and dynamic asset allocation.

解释：

The effects and benefits of integrating ESG into portfolio management are an increasingly wide area of study Investors typically address the effects to risk-adjusted returns of ESG integration in portfolio management through risk mitigation and alpha generation Although investors have traditionally employed ESG analysis for risk mitigation, many are growing more comfortable with framing ESG as a means to generate alpha

risk和α之间是正相关还是负相关呢

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1 个答案

净净_品职助教 · 2023年02月27日

嗨，努力学习的PZer你好：


rike-adjusted return经风险调整后的收益，也是衡量一个金融产品回报率的指标，一般是用收益除以风险，得到每一单位的风险可以带来多大回报。用这个指标可以对比两种不同的金融产品之间的回报情况。


理论上风险（不确定性）越大，可以带来的回报越高，也就预期回报越高，但是实际投资中，这种风险或者不确定性也会带来亏损。α是超额回报，理论上承担的风险越大，获得超额回报的可能越高。

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