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KOSPI200 지수옵션 수익률의 결정요인
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강병진
Article
Issue Date
2016
Citation
선물연구, v.24, no.1, pp.65 - 96
Publisher
한국파생상품학회
KOSPI200 옵션전략지수의 성과
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권순신;
강병진
;
정재만
Article
Issue Date
2018
Citation
선물연구, v.26, no.2, pp.183 - 216
Publisher
한국파생상품학회
1
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Author
Kang, Byung Jin
2
Chung, Jae Man
1
권순신
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2단계 회귀분석
1
Covered Call
1
Expected Utility
1
Factor Model
1
Jump Factor
1
KOSPI200 index options
1
KOSPI200 Options
1
Portfolio
1
Strategy Benchmark Index
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Two-Stage Regression Analysis
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