题目
题目

25847 Sustainable Finance - Spring 2025 Quiz 7: Topic 7: ESG Integration into Equities

单项选择题

In the ESG-tilted quadratic optimisation model, the gamma (γ) term represents:

选项
A.The target ESG score that must be met at all costs
B.The investor's preference strength for ESG relative to tracking error
C.The penalty for diverging from ESG benchmarks
D.The constraint on sector weights to ensure ESG compliance
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标准答案
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思路分析
In tackling the question about the ESG-tilted quadratic optimisation model, I will evaluate each option on its own merits and potential misconceptions. Option 1: "The target ESG score that must be met at all costs". This is incorrect because gamma in such models is not typically a hard target threshold for ESG scores; rather, it inf......Login to view full explanation

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