NO.PZ2025022502000087
问题如下：
In the process of portfolio optimization using ESG constraints:
选项：
A.active risk is reduced.
B.a fixed ESG exclusion decision is applied to specific securities.
C.securities are selected to solve a specific ESG optimization at the overall portfolio level.
解释：
C is correct because ESG optimization via constraints distinguishes itself from exclusionary screening in that it does not apply a fixed decision to specific securities. Rather, it entails organizing the securities by their individual ESG profile to solve a specific ESG optimization at the overall portfolio level. Research on how to optimize portfolios for ESG integration and measure the risk–return compromise is ongoing.为什么B选项不对C选项对
