마코프 국면전환 모형을 이용한 자산배분과 시장시기선택Asset allocation and market timing using Markov Regime-Switching Model

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dc.contributor.advisor김동석-
dc.contributor.advisorKim, Tong-Suk-
dc.contributor.author명초롱-
dc.contributor.authorMyoung, Cho-Rong-
dc.date.accessioned2013-09-12T02:29:18Z-
dc.date.available2013-09-12T02:29:18Z-
dc.date.issued2011-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=467505&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/181455-
dc.description학위논문(석사) - 한국과학기술원 : 경영공학과, 2011.2, [ iv, 30 p. ]-
dc.languagekor -
dc.publisher한국과학기술원-
dc.subjectAsset Allocation-
dc.subjectMarket Timing-
dc.subjectMarkov Regime-Switching Model-
dc.subject마코프 국면전환 모형-
dc.subject자산배분-
dc.subject시장시기선택-
dc.title마코프 국면전환 모형을 이용한 자산배분과 시장시기선택-
dc.title.alternativeAsset allocation and market timing using Markov Regime-Switching Model-
dc.typeThesis(Master)-
dc.identifier.CNRN467505/325007 -
dc.description.department한국과학기술원 : 경영공학과, -
dc.identifier.uid020093175-
dc.contributor.localauthor김동석-
dc.contributor.localauthorKim, Tong-Suk-
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KGSM-Theses_Master(석사논문)
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