开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

阿里 · 2024年10月12日

这道题的考点是否是ESG业绩归因?是否有ESG业绩归因的系统性讲解?

NO.PZ2024021801000069

问题如下:

Which of the following statements about ESG performance attribution is most accurate?

选项:

A.ESG engagement value is easy to measure B.The performance impact that comes from excluding a specific sector is easy to measure C.Continued ESG integration improves the ability to disaggregate a particular ESG driver from the broader investment decision

解释:

A is incorrect because it is hard to demonstrate the value added by a programme of engagement, particularly given the timescales usually required for engagement programmes to reach positive outcomes.

B is correct because it is relatively easy to assess the performance drag or enhancement that comes from excluding an industrial sector (such as tobacco).

C is incorrect because the more fully integrated ESG becomes into the investment process, the harder it becomes to disaggregate a particular ESG driver from the broader investment decision.

这道题的考点是否是ESG业绩归因?是否有ESG业绩归因的系统性知识点,具体在哪里?

1 个答案

净净_品职助教 · 2024年10月13日

嗨,爱思考的PZer你好:


这道题讨论了评估ESG投资绩效的不同方面。选项B是正确的,因为它指出排除特定行业(如烟草)的影响相对容易衡量,因为可以直接观察到排除特定行业后投资组合表现的变化。而选项A说ESG参与的价值易于衡量是不正确的,实际上评估ESG参与的价值通常较难,需要时间来观察长期成效。选项C提到随着ESG更全面地整合到投资过程中,将特定ESG因素与更广泛的投资决策分离出来变得更加困难,因为ESG因素与其他投资因素密切交织,难以单独评估其影响。

知识点具体位置在第九章水印版P86

第八、九章都提到有关业绩归因的知识点

第九章相对重要的结论如下:

业绩归因的难点

  • ESG 投资策略多样使归因回报给 ESG 因素困难,排除行业对业绩影响易评估,参与项目价值难证明,且 ESG 因素整合越充分越难分离其对业绩的驱动。

与业绩归因相关的披露要求

  • PLSA 的披露指南
  • 要求对 ESG 整合和管理活动报告,包括 ESG 风险识别及管理监测的单独披露,还列举了具体的展示方式。
  • ICGN 模型授权要求
  • 要求对投资组合中 ESG 风险评估及管理参与和投票活动详细披露,且投票活动披露不能替代参与披露。

第八章中的重要结论:

业绩归因的方法

  • Brinson 归因和风险因子归因:两种流行方法,分别基于主动权重和主动因子暴露分解业绩回报,但目前均无法在 ESG 基础上分解相关内容。



----------------------------------------------
就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

  • 1

    回答
  • 0

    关注
  • 84

    浏览
相关问题

NO.PZ2024021801000069 问题如下 Whiof the following statements about ESG performanattribution is most accurate? A.ESG engagement value is easy to measure B.The performanimpathcomes from exclung a specific sector is easy to measure C.ContinueESG integration improves the ability to saggregate a particulESG iver from the broar investment cision A is incorrebecause it is harto monstrate the valueaea programme of engagement, particularly given the timescales usuallyrequirefor engagement programmes to reapositive outcomes.B is correbecause it is relatively easy to assess theperformanor enhancement thcomes from exclung instrisector(sutobacco).C is incorrebecause the more fully integrateESG becomesinto the investment process, the harr it becomes to saggregate a particularESG iver from the broar investment cision. 这句话中文意思都不太明白

2024-09-14 21:14 1 · 回答

NO.PZ2024021801000069问题如下Whiof the following statements about ESG performanattribution is most accurate?A.ESG engagement value is easy to measureB.The performanimpathcomes from exclung a specific sector is easy to measureC.ContinueESG integration improves the ability to saggregate a particulESG iver from the broar investment cision A is incorrebecause it is harto monstrate the valueaea programme of engagement, particularly given the timescales usuallyrequirefor engagement programmes to reapositive outcomes.B is correbecause it is relatively easy to assess theperformanor enhancement thcomes from exclung instrisector(sutobacco).C is incorrebecause the more fully integrateESG becomesinto the investment process, the harr it becomes to saggregate a particularESG iver from the broar investment cision. 这题不理解,请说明

2024-06-09 14:21 1 · 回答

NO.PZ2024021801000069问题如下Whiof the following statements about ESG performanattribution is most accurate?A.ESG engagement value is easy to measureB.The performanimpathcomes from exclung a specific sector is easy to measureC.ContinueESG integration improves the ability to saggregate a particulESG iver from the broar investment cision A is incorrebecause it is harto monstrate the valueaea programme of engagement, particularly given the timescales usuallyrequirefor engagement programmes to reapositive outcomes.B is correbecause it is relatively easy to assess theperformanor enhancement thcomes from exclung instrisector(sutobacco).C is incorrebecause the more fully integrateESG becomesinto the investment process, the harr it becomes to saggregate a particularESG iver from the broar investment cision. C 是哪个知识点?????

2024-06-04 15:48 1 · 回答