净净_品职助教 · 2024年08月05日
嗨，爱思考的PZer你好：
题目：如果一位投资者认为ESG风险代表一种自上而下的风险因素，那么应该在以下哪个层面整合ESG风险？
选项A：资产配置层面
选项B：证券选择层面
选项C：公司选择层面
详细说明基础证券选择层面和资产配置层面的ESG整合的关系：
----------------------------------------------虽然现在很辛苦，但努力过的感觉真的很好，加油！
NO.PZ2024010508000015 问题如下 If investor believes ESG risk represents a top-wn risk factor, then it shoulintegratethe: A.asset allocation level. B.security-selection level. C.company-selection level. A is correct. If the investor believes thESG risk primarily resis the unrlying security-selection level, then ESG integration thlevel is sensible. But if the investor believes thESG risk represents a more top-wn risk factor affecting most or all securities—whimthe case with climate change—then ESG integration the asset allocation level mbetter serve the investor. 如果是bottom-up risk factor呢
NO.PZ2024010508000015 问题如下 If investor believes ESG risk represents a top-wn risk factor, then it shoulintegratethe: A.asset allocation level. B.security-selection level. C.company-selection level. A is correct. If the investor believes thESG risk primarily resis the unrlying security-selection level, then ESG integration thlevel is sensible. But if the investor believes thESG risk represents a more top-wn risk factor affecting most or all securities—whimthe case with climate change—then ESG integration the asset allocation level mbetter serve the investor. 本题考察的是否是这个知识点。为什么A是对的？
