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페어 트레이딩 전략과 듀레이션 분석 전략의 투자성과 비교연구 : Performances of pairs trading and the duration analysis strategy
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- Authors
- Advisor
- 유근관
- Issue Date
- 2009
- Publisher
- 서울대학교 대학원
- Keywords
- 페어 트레이딩 ; pairs trading ; 역투자전략 ; contrarian strategy ; 듀레이션 분석 ; duration analysis ; 생존 분석 ; survival analysis ; 위험률함수 ; hazard function ; 손절매 ; stop loss rule
- Description
- 학위논문(석사) --서울대학교 대학원 :경제학부,2009.2.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036450
https://hdl.handle.net/10371/27338
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