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最小分散헤지의 改善 方案과 有用性 評價 : 通貨先物市場을 對象으로 : The Improvement of variance minimization hedge and the evaluation of its usefulness
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- Authors
- Advisor
- 민상기
- Issue Date
- 1995
- Publisher
- 서울大學校 大學院
- Keywords
- 先物市場 ; 헤지比率 ; 最小分散 헤지모형 ; 期侍效用極大化 헤지모형 ; 平均-지니基準
- Description
- 학위논문(박사)--서울大學校 大學院 :經營學科 國際經營學專攻,1995.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000084912
https://hdl.handle.net/10371/49120
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