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153****2826 · 2024年10月26日

B?

NO.PZ2024010508000025

问题如下:

Which of the following is not a reason for an asset owner to implement an exclusionary screening approach?

选项:

A.It reflects fundamental values of the asset owner’s beneficiaries.

B.It improves the portfolio’s diversification benefits.

C.It is the simplest approach to responsible investment.

解释:

B is correct. Exclusionary screening can result in unintended factor exposure that decreases the portfolio’s diversification. Asset managers are accordingly reluctant to adopt exclusions. Despite this, asset owners often seek out an exclusionary screening approach because it is a simple way of investing responsibly. The sectors that are excluded (e.g., “sin stocks”) often reflect the asset owner’s ethical preferences.

这个知识点在讲义哪一页?

1 个答案

净净_品职助教 · 2024年10月27日

嗨,爱思考的PZer你好:


A选项的解释请看之前的对话框,已解答

B、C选项涉及知识点位于第八章水印版讲义P119~120

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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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NO.PZ2024010508000025问题如下Whiof the following is not a reason for asset owner to implement exclusionary screening approach?A.It reflects funmentvalues of the asset owner’s beneficiaries.B.It improves the portfolio’s versification benefits.C.It is the simplest approato responsible investment.B is correct. Exclusionary screening cresult in unintenfactor exposure thcreases the portfolio’s versification. Asset managers are accorngly reluctant to apt exclusions. spite this, asset owners often seek out exclusionary screening approabecause it is a simple wof investing responsibly. The sectors thare exclu(e.g., “sin stocks”) often reflethe asset owner’s ethicpreferences.A为什么不对?请问讲义上哪个地方提及了?

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