증권거래수수료와 가격변동성 및 장단기 투자전략의 성과에 관한 Agent-based modeling 분석The agent-based modeling analysis on price volatility and the performance of investment srategies

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Advisors
안병훈researcherAhn, Byong-Hunresearcher
Description
한국과학기술원 : 경영공학전공,
Publisher
한국과학기술원
Issue Date
2003
Identifier
181381/325007 / 020013316
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 경영공학전공, 2003.2, [ viii, 114 p. ]

Keywords

가격변동성; 증권거래수수료; 투자전략성과; Agent-Based Modeling; Volatility; Trading Fees; The Performance of Investment Strategies

URI
http://hdl.handle.net/10203/53214
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=181381&flag=dissertation
Appears in Collection
KGSM-Theses_Master(석사논문)
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