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wishwind · 2023年11月08日

能不能解释一下A和C选项是什么意思?尤其是动量倾斜

NO.PZ2022120701000066

问题如下:

Tools of ESG analysis include:

选项:

A.ESG factor tilts. B.red flag indicators. C.ESG momentum tilts.

解释:

Regardless of the ESG analysis classification as qualitative or quantitative, there are many types of tools used by investors These tools of ESG analysis may include:► red flag indicators► company questionnaires and management interviews► checks with outside experts► watch lists► internal ESG research► external ESG research

谢谢

1 个答案

净净_品职助教 · 2023年11月09日

嗨,努力学习的PZer你好:


ESG因素倾斜(ESG Factor Tilts)

"ESG factor tilts"指的是在投资组合管理中调整资产配置的一种策略,目的是偏向那些在特定ESG因素(例如低碳排放、良好的劳工关系或者强健的公司治理)表现较好的公司。这种倾斜通常是通过量化模型来实现,该模型会根据公司的ESG评分或排名来增加或减少对它们的投资权重。这种方法可以帮助投资者优化他们的风险/回报特性,同时还能促进可持续和负责任的商业实践。


ESG动量倾斜(ESG Momentum Tilts)

"ESG momentum tilts"则涉及识别并倾向于那些在ESG表现上显示出改善势头的公司。这意味着投资不仅仅基于当前的ESG表现,还要考虑公司在这些领域的进步速度和方向。这种策略认为,那些在提升自身ESG表现上积极努力的公司可能会在未来获得更好的财务表现和风险管理。与ESG因素倾斜相比,动量倾斜不仅关注现状,还关注改变的趋势和潜力。

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