4.2 Which of the following is an active quantitative approach to embed ESG within a portfolio? (沽杲
后题#18)
A. Weighting ESG as an昢osyncratic factor in a multi-factor stock selection algorithm.
B. Consideration of ESG scoring and relevant metrics in security-specific investment
decisions.
C. Minimizing tracking error against benchmark indices.
D. Solving the mean-variance optimization problem to arrive at the best sectors for asset
allocation.
Correct Answer: A
解析复杂的定量方法将ESG作为专有因子直接嵌入算法模型中,从而推动投资组合的股票
选择。