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Eternally · 2025年03月13日

这道题不明白

NO.PZ2024021802000004

问题如下:

Describing ESG performance attribution at a portfolio level is difficult because:

选项:

A.there is a lack of third-party data providers. B.there is a size bias in ESG ratings in favor of large companies. C.many third-party data providers describe ESG attributes as an uncorrelated, statistically independent factor.

解释:

A. Incorrect because third-party data providers are developing increasingly sophisticated ESG ratings and scoring methodologies.

B. Correct because the ratings from many providers reveal a significant, underlying correlation with existing factors, such as value, quality, size, and momentum. In addition, there is a size bias in ESG ratings in favor of large companies because large companies have the resources to disclose information and create ESG management policies.

C. Incorrect because third-party data providers are developing increasingly sophisticated ESG ratings and scoring methodologies, but many fall short in describing ESG attributes as an uncorrelated, statistically independent factor. In fact, the ratings from many providers reveal a significant, underlying correlation with existing factors.

这道题我理解的是:描述投资组合的ESG绩效困难的原因,我认为是投资组合中考虑的ESG因素所展示出来的效果与其他投资因子是混合在一起的,无法抽离出来单独考虑绩效,和第三方评级机构没有关系

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