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 exposurec的意思是排除筛选不提供定量分析吗