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金融民工阿聪 · 2023年04月27日

题目问的是什么意思，没看懂

  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

看起来意思像是在问“投资者通过什么方式去解决ESG整合对于风险调整收益的影响”？ 不知道在问什么，这要怎么理解？

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2 个答案

Tina_品职助教 · 2023年10月17日

嗨，努力学习的PZer你好：


这个在墨迹讲义P152页，之前的截图是经典题里的~

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

Tina_品职助教 · 2023年04月28日

嗨，爱思考的PZer你好：


题目是问 投资者通常如何来表述（或说理解） ESG整合到组合管理中的“风险调整后的回报”的？

就是通过两个维度：

risk mitigation就是降低风险，alpha generation就是提高回报

risk-adjusted return指的是经风险调整后的收益，相关的这种风险衡量指标就是用收益除以风险，得到的结果代表每一单位的风险可以带来多少回报。通过ESG整合就是想要降低风险，提高回报，从而影响经风险调整后的回报↑

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努力的时光都是限量版，加油！

安在 · 2023年10月17日

截图在讲义第几页

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