Publications
Detailed Information
국민연기금 포트폴리오의 장단기 시나리오 분석
Cited 0 time in
Web of Science
Cited 0 time in Scopus
- Authors
- Advisor
- 김재영
- Issue Date
- 2004
- Publisher
- 서울대학교 대학원
- Keywords
- 국민연금기금 ; Pension ; 공적연금제도 ; Social security system ; 포트폴리오 선택 ; Scenario analysis ; Bootstrap Simulation ; Portfolio value-at-risk ; 시나리오 분석 ; Bootstrap method ; VaR(Value-at-Risk)
- Description
- 학위논문(석사)--서울대학교 대학원 :경제학부 경제학전공,2004.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000055388
https://hdl.handle.net/10371/27214
- Files in This Item:
- There are no files associated with this item.
- Appears in Collections:
Item View & Download Count
Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.