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LPM 모형을 통한 선물과 옵션의 헷지(hedge) 전략 비교
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- Authors
- Advisor
- 오형식
- Issue Date
- 2004
- Publisher
- 서울대학교 대학원
- Keywords
- 평균-분산 모형 ; LPM(Lower Partial Moment) ; 최적 헷지비율 ; 하방향 위험지표(Downside Risk Measure) ; 목표수익률
- Description
- 학위논문(석사)--서울대학교 대학원 :산업공학과,2004.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000053542
https://hdl.handle.net/10371/11941
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