问题如下:
Maxwell’s justifications for her choice of simulation analysis are correct with respect to:
选项:
A.correlated risks.
continuous risks.
both correlated risks and continuous risks.
解释:
C is correct. Correlated risks are difficult to model in decision trees. In addition, adjusting scenario analysis for correlated risks is subjective. Scenario analysis and decision trees are generally built around discrete outcomes in risky events, whereas simulations are better suited for continuous risks. Further, if the various risks to which an investment is exposed are correlated, simulations allow for explicitly modeling these correlations if they can be estimated.
老师您好,题中不是说了“neither can be used easily when correlated variables are present, as is the case with CSI and ECI“么,为什么correlated risks还是对的呢?