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KOSPI200 지수옵션 수익률의 결정요인
Go to Link
강병진
Article
Issue Date
2016
Citation
선물연구, v.24, no.1, pp.65 - 96
Publisher
한국파생상품학회
KOSPI200 옵션전략지수의 성과
Go to Link
권순신;
강병진
;
정재만
Article
Issue Date
2018
Citation
선물연구, v.26, no.2, pp.183 - 216
Publisher
한국파생상품학회
1
Discover
Author
Kang, Byung Jin
2
Chung, Jae Man
1
권순신
1
Subject
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
1
Two-Stage Regression Analysis
1
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Date Issued
2018
1
2016
1
Type
Article
2
Language
Korean
2
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