시변하는 CAPM 베타 추정을 위한 모형 및 그 응용Models for estimating time-varying CAPM betas and their applications
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 전덕빈 | - |
| dc.contributor.advisor | Jun, Duk-Bin | - |
| dc.contributor.author | 성백현 | - |
| dc.contributor.author | Seong, Baek-Hyun | - |
| dc.date.accessioned | 2011-12-27T02:03:21Z | - |
| dc.date.available | 2011-12-27T02:03:21Z | - |
| dc.date.issued | 2000 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158309&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/53029 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 경영공학전공, 2000.2, [ vii, 53 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 칼만 필터링 | - |
| dc.subject | 시변모수 모형 | - |
| dc.subject | CAPM 베타 | - |
| dc.subject | 지수추적포트폴리오 | - |
| dc.subject | Index tracking portfolio | - |
| dc.subject | Kalman-filtering | - |
| dc.subject | Time-varying parameter model | - |
| dc.subject | CAPM beta | - |
| dc.title | 시변하는 CAPM 베타 추정을 위한 모형 및 그 응용 | - |
| dc.title.alternative | Models for estimating time-varying CAPM betas and their applications | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 158309/325007 | - |
| dc.description.department | 한국과학기술원 : 경영공학전공, | - |
| dc.identifier.uid | 000983278 | - |
| dc.contributor.localauthor | 전덕빈 | - |
| dc.contributor.localauthor | Jun, Duk-Bin | - |
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