Bayes-stein estimators를 이용한 포트폴리오 최적화에 대한 실증적 연구An empirical study on portfolio optimization using bayes-stein estimators
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2002
- Identifier
- 173848/325007 / 020003749
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ vi, 30 p. ]
- Keywords
Bayes-Stein 추정치; 포트폴리오 최적화; portfolio optimization; Bayes-Stein Estimator
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.