학위논문(석사) - 한국과학기술원 : 금융공학프로그램, 2021.8,[ii, 42 p. :]
시계열 상 효율적인 요인▼a파마-프렌치 5 요인▼a자기상관▼a모멘텀 요인; Time-series efficient factor▼aFama-French 5 factors▼aAutocorrelation▼aMomentum
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