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长槲 · 2024年05月07日

c

NO.PZ2022120701000083

问题如下:

Which of the following statements about exclusionary screening is true?

选项:

A.Imposing an exclusion screen may introduce unintended factor exposure

B.Exclusionary screening imposes sustainability-related themes to a portfolio investment universe

C.Exclusionary screening considers more qualitative forms of responsible investment, such as stewardship and engagement activities

解释:

The degree of exclusions may carry significant implications from a portfolio management perspective — not just in terms of higher tracking error and active share, but also in unintended factor exposure Hence, imposing an exclusion screen may introduce unintended factor exposure

c的意思是排除筛选不提供定量分析吗

1 个答案

王岑 · 2024年05月08日

嗨,从没放弃的小努力你好:


C选项说,排除性筛选考虑的是更定性的负责任投资形式,比如尽责管理和参与活动。所以C选项并不是说排除筛选不提供定量分析,而是说排除筛选可能更多地考虑定性因素,如公司的管理和参与活动,这些活动通常是责任投资的一部分,但不一定直接与排除筛选的定量标准相关。然而,排除筛选主要是基于预先设定的排除标准,这些标准通常是定量的,例如排除烟草行业的所有公司。因此C选项是不正确的。

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努力的时光都是限量版,加油!

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