연구동향 분석

논문 : EVT-Copula 모형을 적용한 포트폴리오 최적 자산배분

문성주 ( Seoung Ju Moon ) 2014년

논문상세정보
인용/피인용
' 논문 : EVT-Copula 모형을 적용한 포트폴리오 최적 자산배분' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • evt-copulamodel
  • evt-copula모형
  • mean-varmodel
  • mean-var모형
  • optimalassetallocation
  • 최적자산배분
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
11 0

0.0%

' 논문 : EVT-Copula 모형을 적용한 포트폴리오 최적 자산배분' 의 참고문헌

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    김진호 재무연구 15 (2) : 143 ~ 172 [2002]
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