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포트포리오 최적화 문제의 LPM모형 우월성 검증 연구

DC Field Value Language
dc.contributor.advisor오형식-
dc.contributor.author박지훈-
dc.date.accessioned2009-11-10T13:57:52Z-
dc.date.available2009-11-10T13:57:52Z-
dc.date.copyright2003.-
dc.date.issued2003-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000058144kor
dc.identifier.urihttps://hdl.handle.net/10371/11852-
dc.description학위논문(석사)--서울대학교 대학원 :산업공학과,2003.kor
dc.format.extentiv, 58 장kor
dc.language.isokokor
dc.publisher서울대학교 대학원kor
dc.subjectDownside Risk Measurekor
dc.subjectDownside Risk Measure/Portfolio Optimization/Mean-Variance Modelkor
dc.subject포트폴리오 최적화kor
dc.subjectLower Partial Moment/Semi-Variance/Portfolio Performance Measurekor
dc.subject평균-분산 모형kor
dc.subjectLower Partial Momentkor
dc.subjectSemivariancekor
dc.subject포트폴리오 성과측정kor
dc.title포트포리오 최적화 문제의 LPM모형 우월성 검증 연구kor
dc.typeThesis-
dc.contributor.department산업공학과-
dc.description.degreeMasterkor
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