开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

VickyC · 2025年04月17日

好容易搞混啊

NO.PZ2025012208000012

问题如下:

Which of the following considers ESG risk as a bottom-up risk factor for ESG integration in strategic asset allocation?

选项:

A.Factor risk allocation

B.Total portfolio analysis

C.Dynamic asset allocation

解释:

A is correct. If the investor believes that ESG risk primarily resides at the underlying security-selection level, then ESG integration at that level is sensible. But if the investor believes that ESG risk represents a more top-down risk factor affecting most or all securities—which may be the case with climate change—then it may better serve the investor to integrate ESG analysis at the asset allocation level. The macroeconomic links to ESG issues are more difficult to quantify with precision from a purely top-down perspective. Market risk factors can be built from the bottom up using asset- and sector-level analysis under the factor risk allocation model.

factor risk和解释当中的难道不是一致的吗?题目问bottom-up,但是考虑风险比如climate risk不就是top-down吗?

0 个答案
  • 0

    回答
  • 0

    关注
  • 2

    浏览
相关问题