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위험조정과 모멘텀 투자전략에 관한 연구 : risk adjustment and momentum trading strategy
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 안동현 | - |
| dc.contributor.author | 손삼호 | - |
| dc.date.accessioned | 2009-12-18T07:23:40Z | - |
| dc.date.available | 2009-12-18T07:23:40Z | - |
| dc.date.copyright | 2007. | - |
| dc.date.issued | 2007 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000044618 | kor |
| dc.identifier.uri | https://hdl.handle.net/10371/21423 | - |
| dc.description | 학위논문(박사) --서울대학교 대학원 :경제학부,2007. | ko |
| dc.format.extent | v, 91 장 | ko |
| dc.language.iso | ko | - |
| dc.publisher | 서울대학교 대학원 | ko |
| dc.subject | 위험조정 | ko |
| dc.subject | risk adjustment | ko |
| dc.subject | 위험측도 | ko |
| dc.subject | risk measure | ko |
| dc.subject | 위험프리미엄 | ko |
| dc.subject | sensitivity | ko |
| dc.subject | 모수적 모형 | ko |
| dc.subject | risk premium | ko |
| dc.subject | 비모수적 모형 | ko |
| dc.subject | hedge portfolio | ko |
| dc.subject | 모멘텀 포트폴리오 | ko |
| dc.subject | parametric model | ko |
| dc.subject | 승자 | ko |
| dc.subject | non-parametric model | ko |
| dc.subject | 패자 | ko |
| dc.subject | momentum portfolio | ko |
| dc.subject | 확률 할인인자 | ko |
| dc.subject | winner | ko |
| dc.subject | loser | ko |
| dc.subject | stochastic discount factor | ko |
| dc.subject | pricing kernel. | ko |
| dc.title | 위험조정과 모멘텀 투자전략에 관한 연구 | ko |
| dc.title.alternative | risk adjustment and momentum trading strategy | ko |
| dc.type | Thesis | - |
| dc.contributor.department | 경제학부 | - |
| dc.description.degree | Doctor | ko |
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