NO.PZ201512020300000706
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.
难道三种方法中,只有decision tree才不能解决correlation的问题吗?simulation跟scenario应该都可以解决吧?