4.4 Which of the following statements is false? (课后题#16)
A. ESG integration at the equity selection level automatically ensuresE SG compliance at
portfolio and asset-allocation levels.
B. Lack of standardization oEf SG measurability methods negatively impacts unified investor
consensus.
C. There is little academic proof of positive correlations betweenE SG integration in the
portfolio and positive returns.
D. Sub-components ofE SG are uncorrelated, orthogonal factors.
Correct Answer: A
