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로버스트 포트폴리오 최적화의 지나친 보수성 제거 방안 연구
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- Authors
- Advisor
- 홍성필
- Issue Date
- 2008
- Publisher
- 서울대학교 대학원
- Keywords
- 포트폴리오 최적화 ; portfolio optimization ; 로버스트 최적화 ; robust optimization ; Mean-Variance Optimization ; Mean-Variance Optimization ; uncertainty set ; uncertainty set ; risk measure ; risk measure
- Description
- 학위논문(석사) --서울대학교 대학원 :산업공학과,2008.8.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000042134
https://hdl.handle.net/10371/11707
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