NO.PZ2025022502000084
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:
B is correct 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.在做题时纠结了B、C两项,C看起来也很符合,难道不是因为第三方机构/评级机构给出的标准和数字之间都比较没有很大的相关性或者可比性才导致的吗?