• Title/Summary/Keyword: 포트폴리오구축

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Portfolio Insurance Strategies with the KOSPI 200 Futures (KOSPI 200 선물을 이용한 포트폴리오 보험전략)

  • Lee, Jae-Ha;Jang, Gwang-Youl
    • The Korean Journal of Financial Management
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    • v.16 no.2
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    • pp.309-335
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    • 1999
  • 본 연구는 KOSPI 200 선물을 이용하여 옵션복제방식에 의한 포트폴리오 보험전략을 구축하고 KOSPI 200 지수와 KOSPI 200 구성주식의 일부로 이루어지는 개별 포트폴리오들을 대상으로 실증분석을 하였다. 본 연구의 결과에 의하면, 포트폴리오 보험전략의 성과는 헤지의 대상이 되는 현물포트폴리오별, 보험수준별, 재조정 기준별로 차이가 있는 것으로 나타났다. KOSPI 200 지수포트폴리오에 대한 헤지는 대체로 약세시장에서 포트폴리오 가치하락을 감소시키면서 시세상승에 편승할 수 있는 것으로 나타났다. KOSPI 200 구성주식의 일부로 이루어진 포트폴리오에 대한 헤지는 수익성이 높고 베타값이 높으면서 시가총액이 큰 제조업이나 전기통신업에 속하는 기업의 주식으로 포트폴리오가 구성되었을 때 대체로 헤지성과가 높았다. 또한 KOSPI 200 지수포트폴리오는 보험수준을 낮게 할수록 헤지성과가 높은 것으로 나타난 반면, KOSPI 200 구성주식의 일부로 이루어진 포트폴리오의 경우에는 보험수준과 헤지성과간의 관계가 일정치가 않았다. 재조정 기준별로는 3% 재조정 기준을 적용하였을 때 헤지성과가 가장 높았으며, 가장 빈번하게 재조정을 해야하는 일별 재조정 기준에 의할 경우는 거래비용이 상대적으로 높았다.

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A Case Study of e-Portfolio Framework Based K-folio Implementation for Improving College Students' Competency (대학생 학습역량강화를 위한 e-포트폴리오 프레임워크 기반 K-folio 구축 사례 연구)

  • Park, Dong-Jin;Lee, Yun-Jae;Kim, Jin-Gyoung
    • The Journal of Korean Association of Computer Education
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    • v.17 no.2
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    • pp.87-95
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    • 2014
  • e-Portfolio is a useful tool that enhances students' learning competency. This paper introduces 'K-folio' which is an e-Portfolio system. K-folio is currently being implemented throughout campus. K-folio is designed to apply the theoretical framework for college level e-Portfolio. We chose RAD(Rapid Application Development) as our development method which we designed to gradually improve system's capability and usability by reflecting and implementing the suggestions of students and instructors. This paper has the following contributions: first, it proposes the e-Portfolio implementation model that is more applicable to the college environment. second, the study identifies RAD as the most suitable method for e-Portfolio development. third, it mentions important technical implications regarding the development and operation for their e-Portfolio.

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The Development of Student Portfolio Management Program to Aid Engineering Education (공학교육지원 학생 포트폴리오 관리프로그램의 개발)

  • Hahn Song-Yop;Lee Myung-Sik
    • Journal of Engineering Education Research
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    • v.8 no.4
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    • pp.20-30
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    • 2005
  • The purpose of this study is the development of SPMP(Student Portfolio Management Program) to aid performance of student program outcomes related to program educational objectives. SPMP is developed to manage accreditation conditions, student materials, academic results through system database and to provide synthetic data for engineering education through statistical process. There are three functions to construct SPMP. First, the function of student information management is organized on various input data related to academic program, resume, etc. Second, the function of accreditation condition management is identified by the evaluation of program outcomes, subject grades, etc. Third, the function of course work data management is made by the operation of the academic reports and productions. The result of this study is expected to effectively provide constructive directions for continuous management in accreditation of engineering education and to support student portfolio for submission in required application.

과학기술정책 수립을 위한 계량정보분석방법론 포트폴리오 구축: 사례분석을 중심으로

  • Yun, Byeong-Un;Ha, Hyeon-Hak;Son, Gyeong-Won;Kim, So-Jeong;Kim, Mun-Su
    • Proceedings of the Technology Innovation Conference
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    • 2009.02a
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    • pp.391-412
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    • 2009
  • 국가의 신성장 동력을 찾고 국가 연구개발과제를 기획 평가하는 것은 국가 경쟁력에 직결되는 것이라 할 수 있으며, 이것은 해당 기술에 대한 철저한 분석을 토대로 정확한 기술궤적 (technology trajectory)을 도출할 수 있을 때 효과적으로 수행될 수 있다. 기존에는 이러한 과정이 직관에 의한 판단이나 경험에 의존하는 경향이 높았으나, 최근에는 기술이 보유하고 있는 지식과 정보에 대한 정량적인 수치화, 즉 계량화를 기반으로 분석하려는 시도가 미국, 일본 등 선진국을 중심으로 이뤄지고 있으며, 계량정보분석은 과학기술정책 수립에 주요 방법론으로 자리잡고 있다. 그러나 계량정보분석에 대한 기존 연구들은 방법론 적용 및 활용 프로세스 등과 관련된 한계를 가지고 있다. 따라서 본 연구는 이러한 한계를 극복하기 위하여 선진국의 계량정보분석방법론의 적용 사례를 바탕으로 방법론의 유형 및 활용영역을 분석함으로써 활용목적에 맞는 계량정보분석방법론 포트폴리오 구축하는 것을 목표로 한다. 이를 위해 과학기술정책 수립에 활용될 수 있는 계량정보분석방법론 적용 가이드라인을 제공하고 활용 목적에 맞는 적용 프로세스를 제시하였다. 본 연구의 결과는 유망 기술 영역과 핵심 기술을 탐색하고 모니터링하는 방향으로 계량정보분석방법론의 활용영역이 확장될 수 있는 토대가 되며, 기술 지능(technology intelligence)적인 정보를 창출하여 실질적인 업무 지원 역할을 할 수 있는 계기가 될 것이다.

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The Study of Assessment Tool as an Outcomes Achievement : Part 2 Student Portfolio (프로그램학습성과 달성을 위한 평가도구 연구 : part 2 학생 포트폴리오)

  • Kim Myoung-Lang;Yoon Woo-Young;Kim Dong-Hwan;Chung Jin-Taek
    • Journal of Engineering Education Research
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    • v.8 no.4
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    • pp.64-71
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    • 2005
  • Portfolio contains works that a learner has selected and collected to show growth and change for a limited time period. In terms of an assessment tool, portfolio provides the results of the student with authentic, reflective, interactive and individuals features. Also portfolio provides an opportunity of improvement about curriculum and engineering program. To apply the excellency of portfolio, the principle of portfolio should be understood well and reflected the real state of engineering education. The basic concept of portfolio as a assessment tool of engineering program outcomes was introduced. The example of a portfolio has been also suggested in the form of interactive e-based model. The model has been developed that the assessment for program outcomes was rather done from a student standpoint.

Considering System Throughput to Evaluate Information Security Investment Portfolios (작업처리율을 고려한 정보보호 투자 포트폴리오 평가)

  • Yang, Won-Seok;Kim, Tae-Sung;Park, Hyun-Min
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.20 no.2
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    • pp.109-116
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    • 2010
  • We consider an information system where its throughput deteriorates due to security threats and evaluate information security investment portfolios. We assume that organizations adopt information security countermeasures (or portfolios consisted of countermeasures) to lessen the damage resulted from the productivity (or throughput) deterioration. A probability model is used to derive the system throughput and the average number of repairs according to the occurrence rate of security threats. Considering the revenue from throughput, the repair cost, and the investment for the security system, the net present value for each portfolio is derived. Organizations can compare information security investment portfolios and select the optimal portfolio.

A Study on the Establishment of Platform for Smart Campus Ecosystem (스마트 캠퍼스 생태계를 위한 플랫폼 구축에 관한 연구: 대학생 핵심역량개발과 취업지원을 중심으로)

  • Seo, Byeong-Min
    • Journal of Industrial Convergence
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    • v.17 no.3
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    • pp.39-49
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    • 2019
  • This study, as a study on building platforms for smart campus ecosystem, took an approach that reflected the needs of various stakeholders of smart campus, and focused on functions to help them strengthen their competitiveness and advance into society by focusing on the learning of the most important university student users, college life, and social connection. First, we looked at the theories related to smart campus construction through prior research, and next, through domestic and international environmental analysis and trend analysis, we designed and presented a target model for e-portfolio focusing on core competency development and support system for Industry-Academic Cooperation, and proposed the main point for continuous smart campus development model.

A Study on Global Blockchain Economy Ecosystem Classification and Intelligent Stock Portfolio Performance Analysis (글로벌 블록체인 경제 생태계 분류와 지능형 주식 포트폴리오 성과 분석)

  • Kim, Honggon;Ryu, Jongha;Shin, Woosik;Kim, Hee-Woong
    • Journal of Intelligence and Information Systems
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    • v.28 no.3
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    • pp.209-235
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    • 2022
  • Starting from 2010, blockchain technology, along with the development of artificial intelligence, has been in the spotlight as the latest technology to lead the 4th industrial revolution. Furthermore, previous research regarding blockchain's technological applications has been ongoing ever since. However, few studies have been examined the standards for classifying the blockchain economic ecosystem from a capital market perspective. Our study is classified into a collection of interviews of software developers, entrepreneurs, market participants and experts who use blockchain technology to utilize the blockchain economic ecosystem from a capital market perspective for investing in stocks, and case study methodologies of blockchain economic ecosystem according to application fields of blockchain technology. Additionally, as a way that can be used in connection with equity investment in the capital market, the blockchain economic ecosystem classification methodology was established to form an investment universe consisting of global blue-chip stocks. It also helped construct an intelligent portfolio through quantitative and qualitative analysis that are based on quant and artificial intelligence strategies and evaluate its performances. Lastly, it presented a successful investment strategy according to the growth of blockchain economic ecosystem. This study not only classifies and analyzes blockchain standardization as a blockchain economic ecosystem from a capital market, rather than a technical, point of view, but also constructs a portfolio that targets global blue-chip stocks while also developing strategies to achieve superior performances. This study provides insights that are fused with global equity investment from the perspectives of investment theory and the economy. Therefore, it has practical implications that can contribute to the development of capital markets.