๋‘ ๊ฐ€์ง€ ๋ฒ„์ „์ด ์žˆ๋Š”๋ฐ ๋…ผ๋ฌธ ์ž๋ฃŒ๋กœ ์ผ๋˜ ๊ฑฐ๋ž‘ ๋ฐ”์ด๋น„ํŠธ๊ฐ€ ์ž์ฒด์ ์œผ๋กœ ์žฌ์กฐ์‚ฌํ•œ ๊ฑฐ๋ž‘ ๋‘ ๊ฐœ์ž„


https://www.fields.utoronto.ca/talk-media/1/54/90/slides.pdf



๋…ผ๋ฌธ. ํ† ๋ก ํ†  ๋Œ€ํ•™. "Hedging with Bitcoin Futures: The Effect of Automatic Liquidation and Leverage Selection." ใ€ŽEuropean Journal of Operational Researchใ€ Volume 306, Issue 1, 1 April 2023, Pages 478-493




์ธํ„ฐ๋„ท์— ๋– ๋„๋Š” ๋ฐ”์ด๋น„ํŠธ ์ž์ฒด ์กฐ์‚ฌ ๋ฒ„์ „







๋กฑ์ˆ๋…ผ์Ÿ ๋ณด๋‹ค๊ฐ€ย ๊ฐ‘์ž๊ธฐ ๋– ์˜ฌ๋ผ์„œ ์˜ฌ๋ ค๋ด์š”

์ €๋… ๋ง›์žˆ๊ฒŒ ๋“œ์‹œ๊ธฐ ๋ฐ”๋ผ์š”~