NO.PZ202206210100000204
问题如下：
In Remington and Montgomery’s discussion with Winfield on resampling, Montgomery’s comment is most likely:选项：
A.correct. B.incorrect regarding estimation errors. C.incorrect regarding diversification of asset allocations.解释：
SolutionC is correct. Montgomery’s comment about the criticisms of resampling is incorrect regarding diversification of asset allocations. Risker asset allocations are over-diversified, not under-diversified. The comment is correct with regard to estimation errors because the asset allocations do inherit the estimation errors in the original inputs.
A and B are incorrect. Risker asset allocations are over-diversified, not under-diversified. However, the asset allocations do inherit the estimation errors in the original inputs.
老师我记得讲过一个过度拟合的问题，但是在讲义里没有找到。可以帮我回忆下是在哪个方法里吗？多谢
