NO.PZ2024010508000026
问题如下：
Which of the following is most likely an active systematic approach to embedding ESG analysis in a portfolio?选项：
A.Weighting ESG as an idiosyncratic factor in a proprietary multi-factor stock selection algorithm B.Consideration of ESG scoring and relevant metrics in security-specific investment decisions C.Minimizing tracking error against ESG benchmark indexes解释：
A is correct. Using a multi-factor stock selection algorithm is a systematic ESG strategy because it directs the portfolio on a top-down basis, unlike a security-specific investment decision. Minimizing tracking error suggests an index-based, rather than active, approach.Which of the following is most likely an active systematic approach to embedding ESG analysis in a portfolio?
您的回答A, 正确答案是: A
A
正确Weighting ESG as an idiosyncratic factor in a proprietary multi-factor stock selection algorithm
B
Consideration of ESG scoring and relevant metrics in security-specific investment decisions
C
Minimizing tracking error against ESG benchmark indexes
