위험을 고려한 투자성과분석에 관한 실증연구Empirical study on risk-adjusted components of investment performance mutual

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Advisors
이인무Lee, In-Moo
Description
한국과학기술원 : 금융공학전공,
Publisher
한국과학기술원
Issue Date
2000
Identifier
158469/325007 / 000983725
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ vi, 69 p. ]

Keywords

순선택능력; 도덕적 해이; 위험을 고려한 투자성과; Risk-adjusted performance measure; RAROC; Net selectivity; Moral hazard

URI
http://hdl.handle.net/10203/52074
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158469&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
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