The performance of a Liquidity-augmented capital asset pricing model in the Korean Stock Market유동성 위험을 포함한 자본자산가격결정모형의 국내 주식시장 성과 분석
- Advisors
- Kang, Jang-Kooresearcher; 강장구researcher
- Description
- 한국과학기술원 : 경영공학과,
- Publisher
- 한국과학기술원
- Issue Date
- 2011
- Identifier
- 467523/325007 / 020093472
- Language
- eng
- Description
학위논문(석사) - 한국과학기술원 : 경영공학과, 2011.2, [ iii, 29 p. ]
- Keywords
유동성 척도; 자산가격결정모형; 국내 주식수익률; 유동성 위험; liquidity risk; liquidity measures; asset pricing; Korean stock market
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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