NO.PZ2021101401000018
问题如下：
In an effort to make Galic fully aware of the risks inherent in GWP’s strategies, Rom describes a recent study that investigated the return distributions of value and momentum factors that GWP uses to construct portfolios. The study found that these distributions were non-normal based on their negative skewness, excess kurtosis, and tail dependence. Rom indicated that investment strategies based on this type of data are prone to significantly higher downside risk.
Based on the statistical study performed by GWP, which of the following represents a suggested course of action if GWP were to conduct Monte Carlo simulation analyses on the factor strategies?
选项：
A.Inverse transformation
Bootstrapping
Sensitivity analysis
解释：
C is correct. Performing sensitivity analysis represents best practice given these characteristics, because the user could test different probability distributions that relax the assumptions of the normal distribution, for example.
A is incorrect. Inverse transformation is a method of random observation generation, often used in simulation.
B is incorrect. Bootstrapping refers to random sampling with replacement, often used in historical simulation.
Inverse transformation这个选项是什么意思，是如何运行的
