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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
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 조재호 | - |
| dc.contributor.author | 강대일 | - |
| dc.date.accessioned | 2019-07-10T03:06:14Z | - |
| dc.date.available | 2019-07-10T03:06:14Z | - |
| dc.date.issued | 2011-08 | - |
| dc.identifier.other | 000000030887 | - |
| dc.identifier.uri | https://hdl.handle.net/10371/158402 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000030887 | ko_KR |
| dc.description | 학위논문 (박사)-- 서울대학교 대학원 : 경영학과(재무금융 전공), 2011.8. 조재호. | - |
| dc.format.extent | vi, 153 p. | - |
| dc.language.iso | kor | - |
| dc.publisher | 서울대학교 대학원 | - |
| dc.subject | 신용위험 | - |
| dc.subject | 구조형 기업부도확률모형 | - |
| dc.subject | 모수추정법 | - |
| dc.subject | 반복갱신법 | - |
| dc.subject | 표본외 분석 | - |
| dc.subject | 포트폴리오 분석 | - |
| dc.subject | Credit Risk | - |
| dc.subject | Structural Default Probability Model | - |
| dc.subject | Parameters Estimation | - |
| dc.subject | Iterative Method | - |
| dc.subject | Out-of-Sample Test | - |
| dc.subject | Portfolio Analysis | - |
| dc.title | 구조형 기업부도확률모형을 사용한 부도예측성과와 주식포트폴리오 연구 | - |
| dc.title.alternative | Study for stock portfolios and forecasting performances of structural default probability models with a new iterative estimation method | - |
| dc.type | Thesis | - |
| dc.type | Dissertation | - |
| dc.description.degree | Doctor | - |
| dc.contributor.affiliation | 경영학과(재무금융 전공) | - |
| dc.date.awarded | 2011-08 | - |
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