No.PZ2024010508000025 (选择题)
来源: 原版书
Which of the following is not a reason for an asset owner to implement an exclusionary screening approach?
您的回答C, 正确答案是: B
A
It reflects fundamental values of the asset owner’s beneficiaries.
B
It improves the portfolio’s diversification benefits.
C
不正确It is the simplest approach to responsible investment.
解析
B is correct. Exclusionary screening can result in unintended factor exposure that decreases the portfolio’s diversification. Asset managers are accordingly reluctant to adopt exclusions. Despite this, asset owners often seek out an exclusionary screening approach because it is a simple way of investing responsibly. The sectors that are excluded (e.g., “sin stocks”) often reflect the asset owner’s ethical preferences.
题目在问哪个选项不是Asset Onwer的理由，按照解释，选项B（第一个划线部分）应是Asset Manager 的理由，而非Asset Owner的； 选项C（第二个划线部分）恰是Asset Onwer的理由呀
