CFA协会ESG考试题库第八章 ESG题库习题集
Chapter 8 Integrated Portfolio Construction and Management 模拟试题1-10
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1. What area of ESG integration is less developed compared to integrating ESG at the underlying security level?
a) Environmental assessment
b) Social assessment
c) Governance assessment
d) Strategic asset allocation
2. What does an ESG policy outline?
a) Asset allocation strategies
b) Risk-adjusted returns
c) Investment mandates
d) Portfolio construction techniques
3. What element of climate risk is considered both systemic and local?
a) Acute event-driven risks
b) Chronic shifts driven by elevated temperatures
c) Risks to specific regions and sectors
d) Physical risks and rising sea levels
4. How much of the variability in investment returns can the strategic asset allocation policy account for?
a) 10%
b) 50%
c) 70%
d) 90%
5. What is identified as the most material ESG factor for institutional investors to address within asset allocation strategies?
a) Social inequality
b) Corporate governance
c) Climate change
d) Environmental pollution
6. What is the focus of quantitative investment strategies?
a) Maximizing returns through active management
b) Minimizing costs through passive management
c) Using statistical factors to drive securities selection
d) Concentrating holdings to reduce portfolio risk
7. What does the CFA Institute ESG integration framework focus on?
a) Individual security analysis
b) Fund manager selection
c) Portfolio construction
d) Strategic asset allocation
8. Which type of research tends to be less conservative in asserting the correlation between ESG and investment returns?
a) Academic research
b) Practitioner research
c) Internal research
d) External research
9. What is the potential risk associated with climate change mentioned in the paper?
a) Economic recession
b) Geopolitical conflict
c) Rising sea levels
d) Technological disruption
10. Which types of investment strategies focus on breadth and use a larger portfolio of holdings to target risk and volatility-adjusted returns?
a) Passive strategies
b) Discretionary strategies
c) Quantitative strategies
d) Active strategies
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