NO.PZ2022071601000011
问题如下:
Why is ESG investing a concern for investors who are cautious of high tracking error?选项:
A.The perception that exclusion resulting from ESG will distort the weight of sectors and countries in the portfolio in comparison to the benchmark B.The understanding that exclusion results in fewer available securities to invest in and thus, a more limited investment universe C.The belief that high-performing stocks may be excluded due to negative ESG characteristics, resulting in underperformance in comparison to the benchmark D.The awareness that ESG investing requires a redefinition of active risk解释:
对于非常关心tracking error很高的投资者来说,对ESG investing的担忧主要来源于,当去除了那些ESG因素不好的公司之后,那么去除之后的行业的比重相较于大盘来讲,就会有所偏移,就是A选项。
请问这个知识点的出处在哪里