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139****0905 · 2024年09月03日

这题在讲义第几页啊?

NO.PZ2024010509000016

问题如下:

A multi-strategy investment firm that manages both fundamental and quantitative strategy portfolios most likely applies:

选项:

A.ESG integration to all asset classes in a portfolio.

B.a consistent ESG approach to both types of portfolios.

C.a policy of active engagement in its concentrated fundamental portfolios.

解释:

C is correct. Active engagement is more relevant and easier to apply in portfolios following a concentrated fundamental strategy than more diverse quantitative portfolios. The ESG strategies could vary by portfolio as the firm tries to target investors with different ESG beliefs. Some asset classes, like money market funds and commodities, have limited ESG integration currently available making it difficult to apply ESG integration to all asset classes.

这题在讲义第几页啊?

1 个答案

王岑 · 2024年09月04日

嗨,从没放弃的小努力你好:


同学你好,

这道题不是直接从教材中的原文而来,而是根据原文有一定的引申。C选项是正确的。积极的参与(active engagement)是指投资者积极参与被投资公司的治理,通过与公司管理层的对话和投票权行使来推动公司改善其ESG表现。在集中的基本面(concentrated fundamental strategy)投资策略中,由于投资组合中的公司数量较少,投资者更容易与这些公司进行深入的互动和沟通。相比之下,量化策略通常涉及大量多样化的投资,使得积极的参与更加困难。教材原文可以看一下第551页的这段话:

----------------------------------------------
努力的时光都是限量版,加油!

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