마코프 국면전환 모형을 이용한 자산배분과 시장시기선택Asset allocation and market timing using Markov Regime-Switching Model
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 경영공학과,
- Publisher
- 한국과학기술원
- Issue Date
- 2011
- Identifier
- 467505/325007 / 020093175
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 경영공학과, 2011.2, [ iv, 30 p. ]
- Keywords
Asset Allocation; Market Timing; Markov Regime-Switching Model; 마코프 국면전환 모형; 자산배분; 시장시기선택
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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