(A) study on the direct estimating method of between stock returns주식 수익률 상호간의 공분산을 직접 추정하는 방법에 대한 연구

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dc.contributor.advisorChang, Chung-Sik-
dc.contributor.advisor장충식-
dc.contributor.authorShin, Ki-Chul-
dc.contributor.author신기철-
dc.date.accessioned2011-12-14T06:01:57Z-
dc.date.available2011-12-14T06:01:57Z-
dc.date.issued1985-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=64820&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/44684-
dc.description학위논문(석사) - 한국과학기술원 : 경영과학과, 1985.2, [ [iii], 55, [1] p. ]-
dc.description.abstractThe purpose of this study is to build a model that can estimate covariances of returns easily and directly. As we integrate the covariance model and the average correlation model, the average covariance model that can estimate covariances of returns accurately and cost-effectively is built. By the way, the model assumes that the covariances in a homogeneous group is equal to averaging the elements of the group in the full variance - covariance matrix. As a result of empirical study, we could not argue the superiority of our model to the covariance model and the single index model. Reducing inputs required for the Portfolio analysis, our model will be frequently used by the investors.eng
dc.languageeng-
dc.publisher한국과학기술원-
dc.title(A) study on the direct estimating method of between stock returns-
dc.title.alternative주식 수익률 상호간의 공분산을 직접 추정하는 방법에 대한 연구-
dc.typeThesis(Master)-
dc.identifier.CNRN64820/325007-
dc.description.department한국과학기술원 : 경영과학과, -
dc.identifier.uid000831565-
dc.contributor.localauthorChang, Chung-Sik-
dc.contributor.localauthor장충식-
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