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ִ! Ʈ

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Ⱓ
2017-09-30
ePub
뷮
53 M
PCƮºPC
Ȳ
2, 0, 0
å α׷ ġ ȵǽó?å α׷  ġ
 Ұ
 Ұ
ټ

 Ұ

ϰ,
̾Ƴ Ʈ

ֽ ʺڵ ϸ鼭 ְ ξ ʰ ø ִ Ʈ (quantitative investing, 跮) Ұϴ å. ֽ ڿ ð ̳ ڰ Ʈ ֵ Ư¡̴.

ִ! Ʈ ڡ 繫ǥ ǥ ġ Ȱϸ, ֽ Ĵ Ģ Ȯ ݴ. ڴ 밡 ƴ϶ 뺧л ڸ е м ̾Ƴ 37 Ÿ(ġ, , ڻ, ) غ(, , ) ߴ.

ȯ ÷ а ˰ ̾ Ʈ ڸ ʺ  Ʈ ȭ 硯 ֱ SNS  ū α⸦ ִ. ״ ֽĽ ̱ ڵ ħ ϸ ޼ ִٴ 10 ޾Ҵ١ б Ƿ° α׷ Ȱ ɷ¸ ɰϴ ʰ ŵδ Ʈ ִ١ ߴ.

ڼҰ

Ͽ ⸦ ´. 2006 Ժθũ 鼭 ǥ Ȱ Ȯ Ÿ Ģ ִ¡ Ʈ (跮) ˰ Ǿ. ̸ ֽ ڸ 2006~2017 Ⱑ ߻ 2008 ϰ ص ս . 11Ⱓ 6 ֽ Ÿϸ鼭 15% ŵ Ȱ ذϰ ִ. ״ ε ϰ ϸ鼭 ִ ü ϴٰ å Ǿ. å Ư  跮ڸ ִٴ ϰ ;.

ѹ(KOTRA) ٹ 翡 Ϲ ð ִ. 忡 ϱ CFA(繫м) CAIA(δüںм) ڰ ߴ. SNEK, , īī  Ʈ Į ϰ ִ.

õ 1 - 跮
õ 2 ȫ - ̱
Ӹ ֽ ʽ¹ մϴ
Chapter 0 غ : 跮ΰ
å
ٽ ϱ
Դ
γ غ
Part 1.
: 츮 ʴ ⿩
Chapter 1. PER ֵ

ġ ô
Ÿ: ڱ, 󸶸 ұ?
Ÿ: ͷ ̴ ֽ
: Ʈ
϶
ڿ ǰ ִ

Chapter 2. л ̷ â, ظ
Ʈ ̷, 뺧л ޴
ũ ٽ ,
л
ֽ Ʈ, Ѱ?

Chapter 3. ս ּȭ ǿ, systrader79
跮 ְ
systrader79
Chapter 4. Ը 䳪ġ
, ʴ ü ̳?
ִ
׽Ʈ

Part 2.
: 츮 ⿩
Chapter 5. 跮 ġ â ׷̾

׷̾ һ()
ֽ ڿ Ѱ?
ʺ ݵŴ ̱
׷̾

Ҹ NCAV
ѱ 跮 ̾߱

Chapter 6. ȿ 塯 PBR' , ĸ
ȿ
ֿ PBR ߰
ѱ ֿ PBR ȿ
ȿ ӵ ΰ?

Chapter 7. ǥ LSV ޺
PER, PCR Ѵ
PER+PBR+PCR ޺
췮 ֽ ͷ ?

Chapter 8. ֽ ְ (ݫ), ʸ Ǽſ Ǽ
跮 밡, ʸ Ǽ
跮 ġ
PSR ָ϶
ȯ ġ : PER+PBR+PCR+PSR

Chapter 9. ͼ ǥ ߱ ιƮ ũ
Ƽ ڶ ΰ?
Ƽ ο Ÿ, GP/A

Chapter 10. ׸Ʈ İ ׷̵
Ʈ ڰ ︸

׷̿ Į ݶ
Ÿ

Chapter 11. 췮 ߱ ͵ ǿƮνŰ
ְ , PBR F-ھ
F-ھ , ѱ ͷ?
췮 ϰ 󳻴 F-ھ
ȯ Ƽ

Chapter 12. Ȱ, ÿ ƼƮ
ٽ ,
ѱ ָ Ѵ

Chapter 13. 跮 , ӽ ʽ
What Works on Wall Street
ʽ ѱ ϸ?

Chapter 14. 跮 ǿա, ֽ׽ AQR õ
ֽ׽, ĸ ݱ⸦
ѱ ϴ ֽ׽ Ƽ
Ǯ
, Ƽ, !
ѱ ֿ ϸ?

Chapter 15. ڵ + ޺
: ȯ ġ +
۽Ÿ K : ȯ ġ + ھ

Chapter 16. 跮ڸ
ĸ â ִ°?
跮ڴ ϱ ?
ڴ ϴ

Chapter final : ִ! Ʈ ڡ
ٽ Ʈ ֿ û
ּ

ټ

  • 10
  • 8
  • 6
  • 4
  • 2

(ѱ 40̳)
侲
Ʈ
 ۼ ۼ õ

ϵ ϴ.