EVT-Copula모형을 적용한 포트폴리오 최적 자산배분

문성주

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EVT-Copula모형을 적용한 포트폴리오 최적 자산배분

Authors: 문성주

Issue Date: 8-Nov-2014

Publisher: 한국재무관리학회

Citation: 2014년 한국재무관리학회 추계학술대회, pp.1 - 24

URI: https://scholarworks.gnu.ac.kr/handle/sw.gnu/38182

Conference Name: 2014년 한국재무관리학회 추계학술대회

Place: KO
충북대학교 경영대학

Conference Date: 2014-11-08

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Appears in Collections: 해양과학대학 > 해양수산경영학과 > Conference Papers

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