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139****0989 · 2024年06月22日

这题不理解，请解释说明

  1. ESG
  2. ESG integrated portfolio construction and management

NO.PZ2024010508000020

问题如下：

A hedge fund manager wanting to offer a sector-neutral portfolio has decided to adopt a quantitative ESG long–short equity strategy. To implement this strategy, her exposures will include going:

选项：

A.long the top decile of ESG-rated stocks.

B.short the top decile of ESG-rated stocks.

C.long the bottom decile of ESG-rated stocks.

解释：

A is correct. A sector-neutral ESG long–short strategy would be structured with long exposure representing the top decile of ESG-rated companies while the short exposure represents the bottom or worst decile of ESG-rated stocks.

这题不理解，请解释说明

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净净_品职助教 · 2024年06月22日

嗨，从没放弃的小努力你好：


量化ESG做多（long）做空（short）策略是基于ESG评分来选择股票，并在这些股票之间进行多头和空头操作。行业中立的策略旨在通过平衡不同行业的投资来减少行业特定的风险，因此在同一行业中选择ESG评分最高的股票作为多头，并选择ESG评分最低的股票作为空头，可以实现这种平衡。因此，既可以long the top decile of ESG-rated stocks（A正确，C错误），又可以short the bottom decile of ESG-rated stocks（B错误）.


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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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