뮤추얼 펀드와 헤지 펀드의 실적 평가에 관한 실증 연구Empirical analysis on the performance of mutual funds and hedge funds

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Advisors
이인무Lee, In-Moo
Description
한국과학기술원 : 금융공학전공,
Publisher
한국과학기술원
Issue Date
2000
Identifier
158471/325007 / 000983729
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ 70 p. ]

Keywords

헤지펀드; 뮤추얼펀드; 실적평가; 위험조정후 성과지수; Risk-adjusted performance measure; Hedge funds; Mutual funds; Sharpe ratio; Rap measure

URI
http://hdl.handle.net/10203/52076
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158471&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
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