NO.PZ2021101401000016
问题如下：
Galic’s concern embedded in the question “What happens if the future is different from the past?” is a problem most relevant for which investment strategy evaluation technique?
选项：
A.Sensitivity analysis
Backtesting
Monte Carlo simulation
解释：
B is correct. An implicit assumption of backtesting is that past returns are a guide to future asset returns.
A is incorrect. Sensitivity analysis refers to modifying assumptions such as probability distributions of key variables in a Monte Carlo simulation, which is a non-deterministic evaluation technique that does not use historical data.
C is incorrect. Monte Carlo simulation is a non-deterministic evaluation technique that does not use historical data.
如果未来和过去不一样的话，不是回测就没有意义了么？应该用simulation啊
