NO.PZ2022120701000083
问题如下:
Which of the following statements about exclusionary screening is true?选项:
A.Imposing an exclusion screen may introduce unintended factor exposure B.Exclusionary screening imposes sustainability-related themes to a portfolio investment universe C.Exclusionary screening considers more qualitative forms of responsible investment, such as stewardship and engagement activities解释:
The degree of exclusions may carry significant implications from a portfolio management perspective — not just in terms of higher tracking error and active share, but also in unintended factor exposure Hence, imposing an exclusion screen may introduce unintended factor exposureExclusionary screening considers more qualitative forms of responsible investment, such as stewardship and engagement activities