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pseudonym · 2023年10月10日

请问B为什么不正确？

  1. ESG
  2. The ESG market

NO.PZ2022071601000011

问题如下：

Why is ESG investing a concern for investors who are cautious of high tracking error?

选项：

A.The perception that exclusion resulting from ESG will distort the weight of sectors and countries in the portfolio in comparison to the benchmark

B.The understanding that exclusion results in fewer available securities to invest in and thus, a more limited investment universe

C.The belief that high-performing stocks may be excluded due to negative ESG characteristics, resulting in underperformance in comparison to the benchmark

D.The awareness that ESG investing requires a redefinition of active risk

解释：

对于非常关心tracking error很高的投资者来说，对ESG investing的担忧主要来源于，当去除了那些ESG因素不好的公司之后，那么去除之后的行业的比重相较于大盘来讲，就会有所偏移，就是A选项。

B选项为什么不正确？如果说available少的话，tracking error是不是会高

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1 个答案

净净_品职助教 · 2023年10月10日

嗨，努力学习的PZer你好：


B选项：排除导致可供投资的证券数量减少，因此，投资范围更为有限。

这个选项也是与ESG投资有关的一个考虑因素，但与跟踪误差的关系不如选项A直接。即使投资范围有限，也不意味着会产生高跟踪误差。例如，一个投资组合可能只投资于一个更小的股票池，但仍然可以与基准表现相匹配或接近，只要选定的股票与基准的重要组成部分相符。

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