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(The)Performance valuation using portfolio insurance and covered call strategy : 포트폴리오 인슈어런스와 커버드 콜 전략의 유용성에 관한 연구
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- Authors
- Advisor
- 최형인
- Issue Date
- 2007
- Publisher
- 서울대학교 대학원
- Keywords
- portfolio insurance ; constant proportion portfolio insurance ; covered call ; portfolio theory
- Description
- Thesis(master`s)--서울대학교 대학원 :수리과학부,2007.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000045576
https://hdl.handle.net/10371/19916
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