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Gain-loss ratio 모형을 이용한 자산가격범위결정
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- Authors
- Advisor
- 안동현
- Issue Date
- 2005
- Publisher
- 서울대학교 대학원
- Keywords
- 이득손실비율 모형 ; maximum gain-loss ratio ; 자산가격결정론 ; asset pricing theory ; KOSPI200 지수 콜 옵션 가격범위 ; KOSPI200 index call option price bounds ; 가격결정 커널 ; pricing kernel ; 투자 매력도 ; measure of investment attractiveness ; 모형 오류 측도 ; measure of model misspecification
- Description
- 학위논문(석사)--서울대학교 대학원 :경제학부 경제학전공,2005.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000050505
https://hdl.handle.net/10371/27159
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