RAROC최대화를 이용한 효율적 포트폴리오 구성에 관한 연구A study on constructing efficient portfolio maximizing RAROC
- Advisors
- 이규성; Lee, Kyu-Sung
- Description
- 한국과학기술원 : 테크노경영대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 1998
- Identifier
- 135231/325007 / 000963721
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1998.2, [ [iii], [49] p. ]
- Keywords
위험조정자본수익률; RAROC; Value at risk
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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