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Wish · 2023年07月30日

active quantitative approach to embed ESG within a portfolio

No.PZ2022072902000008 (选择题)来源: 原版书

Which of the following is an active quantitative approach to embed ESG within a portfolio?

您的回答A, 正确答案是: A

A

正确Weighting ESG as an idiosyncratic factor in a multi-factor stock selection algorithm.

B

Consideration of ESG scoring and relevant metrics in security-specific investment decisions.

C

Minimising tracking error against benchmark indices.

D

Solving the mean-variance optimisation problem to arrive at the best sectors for assetallocation.


C和D为什么不是?

1 个答案

净净_品职助教 · 2023年07月31日

嗨,爱思考的PZer你好:


C是被动投资的投资目标,D说的是大类资产配置,关于这道题的讲解同学可以看截图视频,2倍速时间节点

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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!

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