NO.PZ2018122701000011
问题如下：
Jane is a risk analyst who currently collects the portfolio's 1,000 historical return distributions, but after a preliminary analysis she found the data appeared skewed, so she decided to use bootstrapping historical simulation to estimate a 5% VaR. Which of the following statements is one of the steps in this method?
选项：
A.Weighting returns by relative volatility
B.Repeating sampling with replacement to create a large number of samples.
C.Removing outliers from the original sample
D.Choosing an appropriate ratio of consecutive weights
解释：
B is correct.
考点Bootstrapping
解析A为volatility-weighted 的步骤；D为age-weighted ；C是凑选项的。B选项，重新抽样并且替换，以此获得大量样本，是Bootstrapping的操作步骤之一。
老师这里的B选项描述有放回的抽样用的是replacement，那不是表示抽出的样本之后，再用新的数据替换进样本库中吗？还是我想多了？
