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daisy zhu · 2023年10月08日

解释B选项

NO.PZ2022120703000091

问题如下:

Which of the following statements about ESG portfolio optimization is most accurate?

选项:

A.ESG portfolio optimization via constraints applies a fixed decision on specific securities

B.Portfolios that optimize for a combination of ESG absolute data and subjective rankings minimize active risk to achieve both targets

C.Optimizations with a targeted ESG exposure that requires tighter constraints may result in an increase in deviation from an optimal portfolio

解释:

C is correct because "it is important to understand that targeted exposure that requires tighter constraints may likely result in an increase in deviation from an optimal portfolio."

A is incorrect because "ESG optimisation via constraints distinguishes itself from exclusionary screening in that it does not apply a fixed decision on specific securities. Rather, it is organising the securities by their individual ESG profile to solve a specific ESG optimisation at the overall portfolio level not on specific securities".

B is incorrect because "not surprisingly, portfolios that optimize for multiple factors – particularly a combination of absolute data and subjective rankings – may have to accept higher not lower active risk to achieve both targets."

请问B项中的both targets指的是什么,怎么翻译B选项

1 个答案

Tina_品职助教 · 2023年10月09日

嗨,爱思考的PZer你好:


B项中的"both targets"指的是前面提到的两种因素,即"absolute data"(绝对数据)和"subjective rankings"(主观排名)。

B选项的翻译为:

B. 为了实现绝对数据和主观排名的组合,那些对多种因素进行优化的投资组合可能需要接受更高的主动风险。

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