NO.PZ2022072902000008
问题如下:
Which of the following is an active quantitative approach to embed ESG within a portfolio?
选项:
A.Weighting ESG as an idiosyncratic factor in a multi-factor stock selection algorithm.
B.Consideration of ESG scoring and relevant metrics in security-specific investment decisions.
C.Minimising tracking error against benchmark indices.
D.Solving the mean-variance optimisation problem to arrive at the best sectors for assetallocation.
解释:
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。
最优化属于active or passive?