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구조형 기업부도확률모형을 사용한 부도예측성과와 주식포트폴리오 연구 : Study for stock portfolios and forecasting performances of structural default probability models with a new iterative estimation method
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- Authors
- Advisor
- 조재호
- Major
- 경영학과(재무금융 전공)
- Issue Date
- 2011-08
- Publisher
- 서울대학교 대학원
- Keywords
- 신용위험 ; 구조형 기업부도확률모형 ; 모수추정법 ; 반복갱신법 ; 표본외 분석 ; 포트폴리오 분석 ; Credit Risk ; Structural Default Probability Model ; Parameters Estimation ; Iterative Method ; Out-of-Sample Test ; Portfolio Analysis
- Description
- 학위논문 (박사)-- 서울대학교 대학원 : 경영학과(재무금융 전공), 2011.8. 조재호.
- Language
- kor
- URI
- https://hdl.handle.net/10371/158402
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000030887
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