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hmj · 2025年04月15日

这道题说明下问题

NO.PZ2024021801000003

问题如下:

A drawback of ESG index-based investment strategies is that they:

选项:

A.focus only on environmental factors. B.cannot accommodate factor-based investing styles. C.rely on established datasets for construction that lack comparability and regional breadth.

解释:

A. Incorrect because FTSE Russell have developed a range of indexes including single ESG themes, such as diversity as measured by female board representation.

B. Incorrect because the wider availability of ESG data and greater investor interest in responsible investment have also led to the development of new, alternative approaches in index-based investing. Single-factor ESG strategies (smart beta and beta plus) provide investors a means to weight an index toward a style factor.

C. Correct because ESG datasets lack history, comparability, and regional breadth. ESG disclosure also remains largely voluntary, and there is still little global convergence around ESG reporting standards.

其余两个答案为什么不对,以及是在讲义的哪一页?谢谢


1 个答案

Tina_品职助教 · 2025年04月15日

嗨,努力学习的PZer你好:


这个考点是在第八章的P149页

选项A

  • 错误原因:ESG指数型投资策略并非只关注环境因素。FTSE Russell开发了一系列指数,包括单一ESG主题的指数,例如通过女性董事会代表来衡量的多样性。这表明ESG指数型投资策略涵盖了环境、社会和治理等多个方面,而不仅仅是环境因素。

选项B

  • 错误原因:ESG指数型投资策略可以适应基于因子的投资风格。随着ESG数据的广泛可用性和投资者对责任投资的更大兴趣,已经开发出了新的替代方法来构建指数。单因子ESG策略(如智能贝塔和贝塔加)为投资者提供了一种手段,可以将指数的权重调整为风格因子。因此,ESG指数型投资策略能够容纳基于因子的投资风格。

课件第八章P146

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