한국 주식시장에서의 기업고유변동성과 초과수익률 예측에 관한 연구Study on the idiosyncratic volatility and excess return forecast in Korean stock market
- Advisors
- 김진용researcher; Kim, Jin-Yong
- Description
- 한국과학기술원 : 경영공학과,
- Publisher
- 한국과학기술원
- Issue Date
- 2012
- Identifier
- 488852/325007 / 020103050
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 경영공학과, 2012.2, [ iii, 38 p. ]
- Keywords
고유변동성; 시장변동성; idiosyncratic volatility; market volatility; excess return forecast; 시장의 초과수익률 예측
- Appears in Collection
- MT-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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