NO.PZ2015120604000126
问题如下:
Which of the following statements refers to survivorship bias?
选项:
A.Use data of stratified equity sampling.
B.Use point estimation method instead of interval estimation method
C.Use historical data of hedgel fund performance.
解释:
C is correct.
In the study of hedge fund performance, survivorship bias is most likely to occur because only funds with better performance remain alive.
在对冲基金业绩的研究中,幸存者偏差最有可能发生,因为只有表现更好的基金才能存活下来。
但对冲基金的历史数据,不一定就表明他是剩下的数据呀。那就像老师举的例子,我取前十年、前9年的数据,每次都是历史数据,那怎么能说是活着的对冲基金呢?