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fssjyb · 2024年03月01日

lower cost

  1. ESG
  2. ESG integrated portfolio construction and management

NO.PZ2022120701000081

问题如下：

What is an advantage of a multi-factor model over a smart beta or beta plus strategy for ESG integration in portfolios?

选项：

A.Lower cost

B.Diversification

C.Risk mitigation

解释：

One of the advantages of a multi-factor model over a smart beta or beta plus strategy is diversification Smart beta and beta plus investment strategies represent the compromise between passive, index-oriented investment and active investing at a lower cost than a traditional actively-managed strategy The active element within these strategies generally emphasizes a single or dominant investment factor, such as value, quality, growth, or momentum A multi-factor strategy, on the other hand, seeks to maximize the benefits of diversification through the combination of a number of different factors

老师，您好，其他两种方法为什么相对传统主动管理投资策略具有更低的成本优势呢

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已采纳答案

净净_品职助教 · 2024年03月01日

嗨，努力学习的PZer你好：


智能贝塔（Smart Beta）和贝塔加（Beta Plus）策略相对于传统的主动管理投资策略具有更低成本的优势，主要是因为这些策略在执行上更接近于被动投资策略，同时又尝试通过某些主动选择元素来提高回报或降低风险，这样的结构使得它们能够以较低的成本实现类似于主动投资的目标。

也就是说，在交易成本和管理费用方面：被动投资<主动被动混合策略<主动策略，smart beta和beta plus处于中间位置，多因子模型可能需要选择三到四个风险因子进行分析建模投资，但是smart beta和beta plus考虑的风险因子少一些，通常是一个或者一个主导的风险因子。

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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