DSpace at KOASAS
Browsing DSpace

Browse "College of Business(경영대학)" by Subject Asset allocation▼aPortfolio optimization▼aDynamic conditional correlation▼aCopula▼aCVaR

A to Z

All 0-9

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

or enter first few letters:

Showing results 1 to 1 of 1

1
코퓰러와 동적 조건부 상관관계 모형을 활용한 포트폴리오 최적화 및 성과 분석 = (A) performance analysis of portfolio optimization based on copulas and dynamic conditional correlation modelslink

신동섭; 조훈; et al, 한국과학기술원, 2020

Discover

rss_1.0 rss_2.0 atom_1.0