Publications
Detailed Information
주택가격지수 연동 파생상품 도입에 따른 포트폴리오 분산효과 분석 : Study on the portfolio diversification effect by using housing price index linked derivatives
Cited 0 time in
Web of Science
Cited 0 time in Scopus
- Authors
- Advisor
- 최막중
- Major
- 환경계획학과
- Issue Date
- 2011-08
- Publisher
- 서울대학교 대학원
- Keywords
- 주택가격지수 ; 포트폴리오 ; 위험회피계수 ; 샤프비율 ; 가계효용 ; 효율적투자선 ; Housing Price Index ; Risk Aversion ; Sharpe Ratio ; Household Utility ; Efficient Frontier of Risk Asset
- Description
- 학위논문 (석사)-- 서울대학교 대학원 : 환경계획학과, 2011.8. 최막중.
- Language
- kor
- URI
- https://hdl.handle.net/10371/160287
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000032265
- Files in This Item:
- There are no files associated with this item.
Item View & Download Count
Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.