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Analysis of a Stepwise Investment Strategy based on Short-term Property of Individual Stocks : 개별 주식의 단기 기억 특성에 기반한 단계별 투자 전략의 분석
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- Authors
- Advisor
- 최형인
- Major
- 자연과학대학 수리과학부
- Issue Date
- 2014-08
- Publisher
- 서울대학교 대학원
- Keywords
- Geometric Brownian Motion ; Memoryless Property ; Stepwise Investment Strategy ; Short-term Memory Property
- Description
- 학위논문 (석사)-- 서울대학교 대학원 : 수리과학부, 2014. 8. 최형인.
- Abstract
- `Stepwise Investment Strategy' based on `Short-term Memory' property of individual stocks is devised and the validity of `Stepwise Investment Strategy' is checked by applying it to individual stocks & Kospi200 index.
- Language
- English
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