• Title/Summary/Keyword: 위험척도

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한국 주식시장에서 배타는 위험의 적절한 척도인가? : 위험평가지표로서 베타의 유용성에 관한 실증분석

  • Kim, Gyu-Yeong;Kim, Tae-Hyeong
    • The Korean Journal of Financial Studies
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    • v.7 no.1
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    • pp.119-131
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    • 2001
  • Fama-French(1992)가 미국 주식시장에서 기대수익률 결정요인으로서의 베타의 유용성에 의문을 제기한 이래, 위험의 척도로서 베타가 강력한 도전을 받고 있다. 그러나, Grundy-Malkiel(1996)은 미국 주식시장의 하락장세에서는 베타가 위험의 적절한 척도라는 실증적 증거를 발견하였다. 본 논문에서는 Grundy-Malkiel의 방법론을 이용하여 한국 주식시장의 하락장세에서도 베타가 위험의 적절한 척도인지를 분석하였다. 1980년 1월부터 1996년 12월까지의 주식수익률 자료를 이용하여 실증분석한 결과 베타가 하락장세에서는 위험의 적절한 척도임을 발견하였다.

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Creating and Validating Scale of Resilience to Burnout and Scale of Burnout Risk with Mixed Methods (질적-양적 연구방법론의 혼합에 의한 의료사회복지사의 소진탄력성 및 소진위험성 척도개발 연구)

  • Choi, Myung-Min
    • Korean Journal of Social Welfare
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    • v.59 no.4
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    • pp.245-272
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    • 2007
  • The purpose of this study was to create and validate Scale of Resilience to Burnout and Scale of Burnout Risk for social workers in medical settings. For the purpose, instrument development model, a kind of mixed methods research was used. In the first phase, six dimensions of resilience(: professional competency, accomplishment and worthwhileness, firm belief and value about their profession, good teamwork, support by their agency, and individual resources) and six dimensions of risk to burnout(: dissatisfaction with organizational condition, interpersonal stress among team members, organizational conflict, work related stress, deficiency of professionalism, and individual stress) were suggested thorough the preceding papers with qualitative approaches. The second phase involved analysis of a survey of 185 participants that appeared to validate the dimensions of the measures. The construct validity and reliability of each measure were tested. And it was founded that there were its own factors in each concept, although resilience to burnout related negatively to burnout risk. The results of this study suggest mixed methods research is useful to develop measures reflecting voices in the social work field.

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Factor Analysis of Health Risk Behaviors in Adolescents: Focusing on Daegu and Gyeongbuk provinces (사춘기청소년의 건강위험행동에 대한 요인분석: 대구·경북지역을 중심으로)

  • Kum, Chang-Ae;Suh, Kyung-Do;Han, Sang-Chul
    • Journal of Digital Convergence
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    • v.16 no.2
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    • pp.421-430
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    • 2018
  • The purpose of this study is to analyze the scale of health risk behaviors among adolescents in Daegu area. The purpose of this study was to develop a health risk behavior measurement item for the adolescent adolescents in Korea and to analyze the validity (CVR) of the existing THI measurement items and then to quantify the health risk behavior Were compared and analyzed. As a result of the analysis, the reliability of the health risk behavior scale of adolescents developed through the factor analysis was verified to derive measurement items such as general condition, respiratory, circulatory, digestive, mental health and other items. The reliability and validity of the developed health risk behavior scale were found to be fairly good. Through these studies, it will be possible to develop a preventive program that can reduce the risk of health related adolescents' youth, and to devise a strategy that can provide basic data for policy formulation.

Development of Measure of Effectiveness (MOE) and Algorithm for Hazard Level at Curve Sections (곡선부 위험도 판정척도 및 알고리즘 개발)

  • Ha, Tae-Jun;Jeong, Jun-Hwa;Lee, Jeong-Hwan;Lee, Suk-Ki
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.5D
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    • pp.627-638
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    • 2008
  • At present, there is a no rational MOE for evaluating hazard level at curve sections. Therefore, this study focus on developing the MOE and algorithm for hazard level at curve sections. The scopes of this study limited to rural two-way roads. Actual data used is accident, geometric features, safety facilities of the selected sites at curve sections. In order to develop MOE for hazard level at curve sections, accident contributing factors were classified by road geometry, visual guidance facility, speed and driver factor. A relationship between the four factors mentioned and accidents was conducted. And, the MOE for hazard level at curve sections was derived from the previous relationship analysis, and the algorithm for hazard level was developed. Finally, worksheets were suggested based on the MOE and algorithm for road designers. These developed MOE and algorithm can be used to reduce serious accident contributing factors when designing roads and also, these will be used to determine an order of priority when reconstructing roads.

Estimation and Performance Analysis of Risk Measures using Copula and Extreme Value Theory (코퓰러과 극단치이론을 이용한 위험척도의 추정 및 성과분석)

  • Yeo, Sung-Chil
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.481-504
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    • 2006
  • VaR, a tail-related risk measure is now widely used as a tool for a measurement and a management of financial risks. For more accurate measurement of VaR, recently we are particularly concerned about the approach based on extreme value theory rather than the traditional method based on the assumption of normal distribution. However, many studies about the approaches using extreme value theory was done only for the univariate case. In this paper, we discuss portfolio risk measurements with modelling multivariate extreme value distributions by combining copulas and extreme value theory. We also discuss the estimation of ES together with VaR as portfolio risk measures. Finally, we investigate the relative superiority of EVT-copula approach than variance-covariance method through the back-testing of an empirical data.

Validation and Development of the Driving Stress Scale (운전 스트레스 척도(Driving Stress Scale: DSS)의 개발과 타당화 연구)

  • Soon yeol Lee;Soon chul Lee
    • Korean Journal of Culture and Social Issue
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    • v.14 no.3
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    • pp.21-40
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    • 2008
  • This study was intended to validate and develop the driving stress scale. In a preliminary investigation, literature studies on the stress and open questionnaire were administered and examined in four regions in Korea. As a result, 121 items driving stress questionnaire were developed. In the study, this driving stress questionnaire was examined to 450 drivers located seven regions in Korea. The factors analysis revealed 5 meaningful factors[(Progress Obstacle: PO), (Traffic Circumstance: TC), (Accident & Regulation: AR), (Regulation Observance: RO), (Time Pressure: TP)] with 38 items. When internal consistency for each 5 factor was calculated, all sub-scale revealed a satisfactory level of Cronbach's α. Also, correlations with Driving Behaviour Inventory-General Driver Stress(DBI-GEN) and risk driving behaviors(speed driving, drunken driving, offence accident, defence accident) supported consistently validity of the Driving Stress Scale(DSS). Finally the result were discussed and implications are suggested for future studies.

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The Analysis of Relationships between Developmental Assets, Stress and Risk Behaviors of University Students (대학생들의 발달자산, 스트레스 및 위험행동의 구조적 관계)

  • Kim, Hun-Hee;Hwan, Young-Shin
    • Journal of Digital Convergence
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    • v.12 no.6
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    • pp.625-635
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    • 2014
  • The purposes of the study is to examine the relationship between developmental assets, stress and risk behaviors of university students. The subject of the study is 1023 university students. Questionnaire organized by scales of developmental assets, stress and risk behaviors was used. The major findings were as follows; First, internal assets made direct effects on stress and risk behaviors. External assets made direct effects on stress. Second, mediating effects of stress were statistically significant in relations between developmental assets and risk behaviors. External assets were complete mediating effects by making effects indirectly on risk behaviors through the stress. Internal assets showed partial mediating effects.

The Change of Traffic Accident Risk Degree by Driving Stress Coping Patterns (운전스트레스 대처방식에 따른 교통사고 위험의 변화)

  • Soon yeol Lee ;Soon chul Lee
    • Korean Journal of Culture and Social Issue
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    • v.15 no.3
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    • pp.431-446
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    • 2009
  • This study was intended to validate and develop the driving stress coping behavior scale. In a preliminary investigation, literature studies on the driving stress and open questionnaire were administered and examined in four regions in Korea. As a result, 64 items driving stress questionnaire were developed. In the study, this Driving Stress Coping Behavior Scale(DS-CBS) was examined to 372 drivers located seven regions in Korea. The factors analysis revealed 2 meaningful factors[(Good Coping: GC), (Bad Coping: BC) with 24 items. When internal consistency for each 2 factor was calculated, all sub-scale revealed a satisfactory level of Cronbach's α. Also, correlations with Driver Coping Questionnaire(DCQ) and risk driving behaviors(speed driving, drunken driving, traffic violation, offence accident, defence accident) supported consistently validity of the Driving Stress Coping Behavior Scale(DS-CBS). Also, We investigated the influences of 'Good Coping', 'Bad Coping' consisting of driving stress coping behavior, on traffic accidents risk. As a result, 'Good Coping' and 'Bad Coping' influenced traffic accidents risk. 'Good Coping' had decreased effects, the other side 'Bad Coping' had increased effects on traffic accidents risk(TARI).

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A study on Risk-based Bridge Performance Evaluation Method for Asset Management (위험도 개념을 적용한 교량 자산관리의 성능평가방법 연구)

  • Choi, Hyun-Ho;Sun, Jong-Wan;Park, Kyung-Hoon
    • Korean Journal of Construction Engineering and Management
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    • v.14 no.3
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    • pp.22-32
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    • 2013
  • Generally, asset management procedure consists of exact information collection, decision of service level, analysis of aspiration level, analysis of financial condition and available budget, preparation of asset management plan, and value of modified asset. In this study, for the risk-based asset management, condition assessment and performance measuring, assessment of failure modes and risks, evaluation/selection of treatment options, and implementation of optimum solution are additionally included. For this, bridge inventory and performance measure considering risks are classified and method of quantitative/qualitative performance measure is suggested. Also, evaluation method of risk analysis for bridge asset management is suggested and basic research is carried out for applicable method of risk-based asset management. Using suggested risk procedure and method of risk-based bridge service level evaluation, it is possible to perform resonable asset management. Moreover, it is concluded that the proposed applicable method of risk-based asset management will provide a solution to contribute the development of systematical asset management for optimal decision making and prototype asset management system.

Study on MMPI-2 Profile of Adults with Internet Addiction (성인 인터넷 중독위험군의 MMPI-2 프로파일 연구)

  • Seo, Bo-Kyung;Lee, Seong-Hee
    • The Journal of the Korea Contents Association
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    • v.17 no.3
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    • pp.88-99
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    • 2017
  • This study investigated the clinical characteristics of the Internet addiction risk group using MMPI-2 and discussed whether the MMPI-2 can be used for diagnosis, evaluation and intervention of the Internet addiction risk group. We verified the difference in the MMPI-2 scales between the addiction-risk group and the general user group, and verified whether the substance-related scales MAC-R, AAP, and AAS scales can distinguish between Internet addiction risk group and general users. The results of the analysis of the MMPI-2 characteristics of 39 Internet addiction risk group and 21 general user group who visited internet addiction counseling center showed significant difference in the D, Pa, Pt, Sc, and Si scales on the clinical scale. There was no difference in the MAC-R, AAS, and APS scales between the Internet addiction group and the general user group. This suggests, that it is not possible to screen the Internet addiction risk group with the supplementary measure, and it is necessary to develop a new scale to diagnose internet addiction.