NO.PZ2022072902000009
问题如下:
Amongst 1) Black-Litterman model, 2) Brinson attribution model 3) risk factor attribution,which is/are metric(s) to measure the effectiveness of ESG integration?
选项:
A.1 and 3.
B.2 and 3.
C.None.
D.All three.
解释:
机构投资者采用两种流行的方法来分解绩效归因:布林森归因和风险因素归因。
谢谢!!!!!!!!!!!