동적 헤징 전략에 의한 포트폴리오 인슈어런스의 유용성에 관한 연구A study on the performance of a stock index futures based portfolio insurance
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 테크노경영대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 1998
- Identifier
- 135203/325007 / 000963679
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1998.2, [ vii, 94 p. ]
- Keywords
포트폴리오 보험; 동적 헤징 전략; Dynamic hedging strategy; Portfolio insurance
- Appears in Collection
- KGSM-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.