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스마트베타 ETF 자산배분
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open access
고동형; 배진호; 서한백;
정재만
; 채명석
Article
Issue Date
2021
Citation
金融工學硏究, v.20, no.1, pp.93 - 122
Publisher
한국금융공학회
1
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고동형
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Boostrap Simulation
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Fama-French 5 factor model
1
Fama-French 5요인 모형
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Portfolio Optimization
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Smart Beta ETF
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2021
1
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