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국민연기금 포트폴리오의 장단기 시나리오 분석

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Authors
오주희
Advisor
김재영
Issue Date
2004
Publisher
서울대학교 대학원
Keywords
국민연금기금Pension공적연금제도Social security system포트폴리오 선택Scenario analysisBootstrap SimulationPortfolio value-at-risk시나리오 분석Bootstrap methodVaR(Value-at-Risk)
Description
학위논문(석사)--서울대학교 대학원 :경제학부 경제학전공,2004.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000055388

http://hdl.handle.net/10371/27214
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College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Master's Degree_경제학부)
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