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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
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 민상기 | - |
dc.contributor.author | 권택호 | - |
dc.date.accessioned | 2010-02-04T01:15:35Z | - |
dc.date.available | 2010-02-04T01:15:35Z | - |
dc.date.copyright | 1995. | - |
dc.date.issued | 1995 | - |
dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000084912 | kog |
dc.identifier.uri | https://hdl.handle.net/10371/49120 | - |
dc.description | 학위논문(박사)--서울大學校 大學院 :經營學科 國際經營學專攻,1995. | ko |
dc.format.extent | v, 156 p. | ko |
dc.language.iso | ko | ko |
dc.publisher | 서울大學校 大學院 | ko |
dc.subject | 先物市場 | ko |
dc.subject | 헤지比率 | ko |
dc.subject | 最小分散 헤지모형 | ko |
dc.subject | 期侍效用極大化 헤지모형 | ko |
dc.subject | 平均-지니基準 | ko |
dc.title | 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 | ko |
dc.title.alternative | The Improvement of variance minimization hedge and the evaluation of its usefulness | ko |
dc.type | Thesis | - |
dc.contributor.department | 經營學科 國際經營學專攻 | - |
dc.description.degree | Doctor | ko |
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