标题: Disadvantages of scenario analysis and stressing models? [打印本页] 作者: Howd 时间: 2011-7-13 16:52 标题: Disadvantages of scenario analysis and stressing models?
I know you have the answer. No easy copy and paste from the book.作者: dyga 时间: 2011-7-13 16:52
Both can be subject to user bias作者: Unforseen 时间: 2011-7-13 16:52
dtrynoski, can you please give an example of the user bias. Not much in the books.作者: Windjam 时间: 2011-7-13 16:52
Well, someone correct me if I'm wrong, but the easiest way to think of it is, your model essentially has incorrect sensitivities to the factors, as well as correlations between the different factors and is hence bias.
