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爱游泳的鱼 · 2020年05月10日

问一道题:NO.PZ201512020300000701 第1小题 [ CFA II ]

* 问题详情,请 查看题干

问题如下:

With respect to forecasting annual gross revenue, Maxwell’s best course of action to deal with the inputs problem should be to:

选项:

A.

simulate the ECI and the CSI independently

B.

build the correlation explicitly into the simulation.

C.

estimate revenues using the ECI only and eliminate the CSI from the simulation.

解释:

B is correct. Both the nightly room rate and the occupancy rate are dependent on inputs, ECI and CSI, which are correlated. If there are correlated inputs, there are two solutions to this problem. One is to allow only one of the two inputs to vary, emphasizing the one with the larger impact. The second solution is to the build the correlation explicitly into the simulation. Simulating ECI and CSI independently is not a remedy for the correlated inputs problem. Further, the relation between CSI and the occupancy rate is stronger than that between ECI and nightly room rates, which suggests that CSI should be kept if one of the two inputs is to be removed from the simulation.

A is incorrect because the two input variables, ECI and CSI, are correlated, and simulating them independently is not appropriate. The remedies include dropping one of the probabilistic inputs or building the correlation into the simulation explicitly.

C is incorrect because the relation between CSI and the occupancy rate is stronger than that between ECI and nightly room rates, which suggests that CSI should be kept if one of the two inputs is to be removed from the simulation.

从哪里可以看出CSI与Occupancy的关系stronger than eci与Nightlyroomrate
1 个答案

星星_品职助教 · 2020年05月11日

同学你好,

题干中有提示:“ She also observes that the CSI and the ECI are correlated with one another and that the relation between the CSI and the occupancy rate is stronger than that between the ECI and nightly room rates. ”

 

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