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188****6911 · 2025年05月16日

该题目体现在讲义的哪里?

NO.PZ2025012208000024

问题如下:

Which of the following is most likely an active systematic approach to embedding ESG analysis in a portfolio?

选项:

A.Weighting ESG as an idiosyncratic factor in a proprietary multi-factor stock selection algorithm B.Consideration of ESG scoring and relevant metrics in security-specific investment decisions C.Minimizing tracking error against ESG benchmark indexes

解释:

A is correct. Using a multi-factor stock selection algorithm is a systematic ESG strategy because it directs the portfolio on a top-down basis, unlike a security-specific investment decision. Minimizing tracking error suggests an index-based, rather than active, approach.

该题目体现在讲义的哪里?

1 个答案

Tina_品职助教 · 2025年05月17日

嗨,努力学习的PZer你好:


这部分涉及的内容在第八章111页,属于框架图红框内容,关联到量化的系统投资策略部分

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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