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포트포리오 최적화 문제의 LPM모형 우월성 검증 연구
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- Authors
- Advisor
- 오형식
- Issue Date
- 2003
- Publisher
- 서울대학교 대학원
- Keywords
- Downside Risk Measure ; Downside Risk Measure/Portfolio Optimization/Mean-Variance Model ; 포트폴리오 최적화 ; Lower Partial Moment/Semi-Variance/Portfolio Performance Measure ; 평균-분산 모형 ; Lower Partial Moment ; Semivariance ; 포트폴리오 성과측정
- Description
- 학위논문(석사)--서울대학교 대학원 :산업공학과,2003.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000058144
https://hdl.handle.net/10371/11852
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