NO.PZ2018062016000118
问题如下:
If analyst used the current company list of manufacturing industry, which bias is most likely exist?
选项:
A.Survivorship bias
B.Data-mining bias
C.Time-period bias
解释:
A is correct, by definition, survivorship bias is usually derives from sample selection for only the existing portfolio are included.
根据定义,幸存者偏差通常源自样本选择,因为样本中仅仅包括现有投资组合,而失败的投资组合无法被统计。
这怎么看出来时幸存者偏差啊? 又不是对冲基金