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qiucy · 2023年06月14日

b和d选项错在哪里？

  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

b和d选项错在哪里？

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1 个答案

Tina_品职助教 · 2023年06月14日

嗨，爱思考的PZer你好：


题目是问 怎么解读ESG整合到组合管理中的“风险调整后的回报”的？  risk-adjusted returns 就是通过两个维度的效果来达到：risk mitigation降低风险，alpha generation提高回报。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。


dynamic asset allocation.动态资产配置，factor risk allocation因子风险的配置，这两个都是一种投资策略，前者是动态调整、后者是分散多元化投资。不能说明risk-adjusted return的效应。

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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