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Alina · 2024年01月12日

为什么不选A，不是说成本更低吗？

  1. ESG
  2. ESG integrated portfolio construction and management

NO.PZ2022120701000081

问题如下：

What is an advantage of a multi-factor model over a smart beta or beta plus strategy for ESG integration in portfolios?

选项：

A.Lower cost B.Diversification C.Risk mitigation

解释：

One of the advantages of a multi-factor model over a smart beta or beta plus strategy is diversification Smart beta and beta plus investment strategies represent the compromise between passive, index-oriented investment and active investing at a lower cost than a traditional actively-managed strategy The active element within these strategies generally emphasizes a single or dominant investment factor, such as value, quality, growth, or momentum A multi-factor strategy, on the other hand, seeks to maximize the benefits of diversification through the combination of a number of different factors

为什么不选A，不是说成本更低吗？

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1 个答案

净净_品职助教 · 2024年01月12日

嗨，努力学习的PZer你好：


multi-factor model多因子模型是更复杂，smart beta可能只用分析一个风险因子，但是多因子模型要分析多个，成本必定更高。

“Smart beta and beta plus investment strategies represent the compromise between passive, index-oriented investment and active investing at a lower cost than a traditional actively-managed strategy”智能贝塔和贝塔+投资策略代表了被动、指数导向投资和主动投资之间的妥协，其成本低于传统的主动管理策略。题干问的是multi-factor model相对于smart beta的优点，而非smart beta的优点

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