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NTIS 바로가기한국경영과학회지 = Journal of the Korean Operations Research and Management Science Society, v.38 no.2, 2013년, pp.75 - 93
박경찬 (연세대학교 경영대학 경영학과) , 정종빈 (연세대학교 경영대학 경영학과) , 김성문 (연세대학교 경영대학 경영학과)
In applying Markowitz's portfolio selection model to the stock market, we developed a comprehensive investment decision-making framework including key inputs for portfolio theory (i.e., individual stocks' expected rate of return and covariance) and minimum required expected return. For estimating th...
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