attribution bias

NO.PZ2023101902000062

问题如下：

Blue Sky Funds, a private equity fund, has suffered low returns for the last five years. As a result, the fund has decided to quit reporting returns. The fund did report returns each year for the last 10 years when performance was strong. This problem of reporting leads to:

选项：

A.Survivorship bias.

B.Sample selection bias.

C.Infrequent trading bias.

D.Attrition bias.

解释：

There are no requirements for certain types of funds, like private equity funds, to report returns. As such, poorly performing funds have a tendency to stop reporting. Additionally, many poorly performing funds ultimately fail. Performance studies generally include only those funds that were successful enough to survive over the entire period of analysis, leaving out the returns of funds that no longer exist. Both of these factors result in reported returns that are too high. This is called survivorship bias.

attribution bias是什么

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pzqa39 · 2024年10月19日

嗨，从没放弃的小努力你好：

Attrition bias 指的是由于研究或数据集中的个体（如公司、基金等）在特定阶段退出或停止参与，导致结果或结论出现偏差的情况。

Attrition bias 更广泛，通常指由于个体退出研究或数据集中断导致的偏差，这可能是由于种种原因（如不再参与、数据缺失等），影响研究的准确性。

Survivorship bias 是 Attrition bias 的一种特定形式，指的是只有存活的、成功的个体被纳入分析，而忽略了那些失败或不再存在的个体，这往往会导致高估整体的表现。

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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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NO.PZ2023101902000062 问题如下 Blue Sky Fun, a private equity fun hsufferelow returns for the last five years. a result, the funhcito quit reporting returns. The funreport returns eayefor the last 10 years when performanwstrong. This problem of reporting lea to: A.Survivorship bias. B.Sample selection bias. C.Infrequent trang bias. Attrition bias. There are no requirements for certain types of fun, like private equity fun, to report returns. such, poorly performing fun have a tennto stop reporting. Aitionally, many poorly performing fun ultimately fail. Performanstues generally inclu only those fun thwere successful enough to survive over the entire perioof analysis, leaving out the returns of fun thno longer exist. Both of these factors result in reportereturns thare too high. This is callesurvivorship bias. 实际做题过程中还是不太好辨别

2024-11-05 20:11 1 · 回答

attribution bias

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