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일반균형 자산가격결정이론에 관한 연구 : 주식프리미엄 의문현상과 비대칭적 변동성에 대하여

김민직 2020년
논문상세정보
' 일반균형 자산가격결정이론에 관한 연구 : 주식프리미엄 의문현상과 비대칭적 변동성에 대하여' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • 일반 경영
  • 모호성에 대한 태도
  • 무위험이자율 의문현상
  • 벤포드의 법칙
  • 비기대효용함수
  • 비대칭적 변동성
  • 소비습관부 효용함수
  • 정보비대칭
  • 주식프리미엄 의문현상
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
1,915 0

0.0%

' 일반균형 자산가격결정이론에 관한 연구 : 주식프리미엄 의문현상과 비대칭적 변동성에 대하여' 의 참고문헌

  • “한국시장에서의 주식프리미엄과 무위험이자율 의문현상: 외환위기이후의자료를이용한재검토,”
    김민직 조재호 재무연구, 출간예정 [#REF!]
  • “한국 주식시장의 수익률 프리미엄에 관한 연구,”
    독고윤 박종원 조재호 재무연구14 , 1-22 [2001]
  • “정보비대칭과 모호성 하에서 비대칭적 변동성에 관한 연구,”
    김민직 조재호 선물연구,출간예정 [#REF!]
  • “우리나라 주식시장의 위험회피계수 추정에 대한 연구 – CCAPM에서CRRA와Habit Formation 비교를중심으로,”
    김세완 박기정 산업경제연구25 , 3197-3215 [2012]
  • “우리나라 주식시장에서의 주식프리미엄 퍼즐에 관한 연구,”
    김인수 홍정훈 재무연구21 , 1-32 [2008]
  • “소비습관과 주식수익률 프리미엄 현상: 한국증권시장에서의 검증
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    심현정 미래에셋 은퇴리포트37 , 1-12 [2018]
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