• The Korean Journal of Financial Management
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• v.26 no.3
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• pp.139-169
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• 2009

This paper introduces the modified VaR which takes into account the asymmetry and fat-tails of financial asset distribution, and then compares its out-of-sample forecast performance with traditional VaR model such as historical simulation model and Riskmetrics. The empirical tests using stock indices of 6 countries showed that the modified VaR has the best forecast accuracy. At the test of independence, Riskmetrics and GARCH model showed best performances, but the independence was not rejected for the modified VaR. The Monte Carlo simulation using skew t distribution again proved the best forecast performance of the modified VaR. One of many advantages of the modified VaR is that it is appropriate for measuring VaR of the portfolio, because it can reflect not only the linear relationship but also the nonlinear relationship between individual assets of the portfolio through coskewness and cokurtosis. The empirical analysis about decomposing VaR of the portfolio of 6 stock indices confirmed that the component VaR is very useful for the re-allocation of component assets to achieve higher Sharpe ratio and the active risk management.

• Korean Journal of Social Welfare
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• v.60 no.2
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• pp.77-98
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• 2008

For women living with mental illness, motherhood may be a normalizing life experiences and offers the opportunity to develop competencies in a major life roles. So, the main premise of this study that social contexts, social support of spouse and extended family, is very important for successful parenting of mothers with mental illness. Thus this study analyzes the impact of marital relationship and social support of networks on three dimensions of parenting competency(expression of love, encouragement of independence, rational discipline) when the socioeconomic(age, number of offsprings, subjective economic level) and disability variables(diagnosis, severity of symptoms, chronicity, frequencies of psychiatric admission) are controlled. This study conducted the survey with 145 mothers with schizophrenia and mood disorder. The major finding of the study are : i) Using step-wise multiple regression, marital relationship, social supports and economic level affect significantly on the expression of love. ii) Using step-wise multiple regression, the most powerful influenced factor on encouragement of independence is marital relationship. iii) Using step-wise multiple regression, diagnosis, severity of symptoms, chronicity and economic level affect significantly on the rational discipline. That is two dimensions of parenting competency, expression of love and encouragement of independence, can be explained well by social contexts variables(marital relationship, social support, economic level). But only rational discipline can be explain well by disability factors. In conclusion, this study recommends service providers to use family based comprehensive case management for the mothers with mental illness.

• Korean journal of communication and information
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• v.52
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• pp.69-89
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• 2010

We investigated the frames represented in the news media coverage in Korean daily newspapers during dismissal procedure of the director-general of the public service broadcaster, KBS. We analyzed 470 newspaper stories in the period surrounding the dismissal. The use of news frames in newspapers depended on the disposition of outlets, conservative or progressive. Conservative newspapers, ChoSun and DongA, described the dismissal of the director -general with a generally favorable or supportive view, but progressive outlets, Hankyoreh and KyeongHyang, reported more and non-favorable for the issue. Our results showed that conservative newspapers more often used episodic and cause for dismissal frame in the presentation of news, whereas progressive more often used thematic and media independence frames. Main frames commonly used in the news are the cause for dismissal, conflict, media independence, and regime maintenance, respectively, which are formed by 9 minor news frames. Conservative newspapers concentered on the cause attribution; management responsibility, conflicts, and dismissal procedures, but progressive focused on media independence and dismissal procedures. All newspapers selectively quoted groups, institutions and actors to enhance their messages and frames. Finally, there was significant difference between stories in each newspapers and the court's ruling for the dismissal.

• Journal of Families and Better Life
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• v.26 no.5
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• pp.355-376
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• 2008

The purpose of this study was to investigate the variables that had an effect on the maturity of career attitude in middle school students. Independent variables were categorized into three groups: individual-related variables, family-related variables, and school-related variables. The individual-related variables were gender difference, academic year, academic achievement, and self-efficacy. The family-related variables were socio-economic status of the family, communication about career with parents, parental support, sibling's support, and value orientation of the family. The school-related variables included communication about career with friends, teacher's support, and friend's support. The subjects of this study were 490 students who were selected at random from first, second, and third grade of middle school in Daegu. A questionnaire was used for the survey. It consisted of a career attitude maturity scale, a self-efficacy scale, a communication scale, a value orientation of the family scale, and a social support scale. The data was analyzed by factor analysis, multiple regression analysis, and hierarchical regression analysis. The major findings of this study are summarized as follow: First, among the individual-related variables that had an effect on the maturity of career attitude in middle school students, self-efficacy affected all sub-factors of how mature they were in matters relating to career. Academic achievement affected decisiveness and preparation-- maturity of career attitude subfactors. And gender difference and academic year affected preparation and goal orientation. Second, the results of the family-related variables that had an effect on the maturity of career attitudes in middle school students were that communication about career with parents affected decisiveness, preparation, and confidence-- maturity of career attitude sub-factors, socio-economic status of the family and sibling's support affected confidence. And value orientation of the family affected goal orientation and independence. Third, the results of the school-related variables that had an effect on the maturity of career attitude in middle school students were that communication about career with friends affected preparation-- a maturity of career attitude sub-factor; teacher's support affected decisiveness, preparation, and confidence; and friend's support affected confidence and independence. Fourth, decisiveness, preparation, and confidence among the maturity of career attitude sub-factors were affected the most by individual variables. And self-efficacy was the most significant. Goal orientation and independence were affected the most by family-related variables.

• Journal of Korea Water Resources Association
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• v.53 no.3
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• pp.193-200
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• 2020

Hydrological drought is directly associated with lack of available water in rivers, reservoirs, and groundwater. It is important to analyze hydrological drought for efficient water resource management because most of rainfall is concentrated in wet seasons and water supply is highly dependent on dams and reservoirs in South Korea. Generally, a threshold level method is useful for defining hydrological droughts. However, this method causes interdependent problems between drought events which result in skewed results in further statistical analysis. Therefore, it is necessary to determine a proper threshold level to represent regional drought characteristics. In this study, applying 50~99 percentiles of daily flow-duration curve, hydrological drought events were extracted, and independence tests were conducted for 12 watersheds. The Poisson independence test showed that 87~99 percentiles were available for most stations except for Yeoju and Pyeongtaek. The generalized Pareto independence test showed that 80~90 percentiles were the most common. Mean excess plot showed that 80 ~ 90 percentiles were the most common. Therefore, the common ranges of the three independent tests were determined for each station and proper threshold levels were recommended for large river basins; 70~76 percentiles for the Han River basin, 87~91 percentiles for the Nakdong River basin, 86~98 percentiles for the Geum River basin, and 85~87 percentiles for the Youngsan and Seomjin River basin.

• 한국노년학
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• v.41 no.1
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• pp.127-147
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• 2021

It is critical to secure stable financial resources and efficient financial management for local governments to promote elderly welfare. Using the Fuzzy Set Qualitative Comparative Analysis method, we empirically examined the conditions under which the 17 metropolises and provinces in Korea increase or decrease their budget for elderly welfare. After examining previous studies, socio-economic variables(ratio of elderly people, ratio of elderly welfare recipients), financial variables(financial independence ratio), and political administrative variables (number of regulations on elderly welfare) were included in the analyses to determine the causal conditions of elderly welfare budget per person. Fs/QCA resulted in three combinations of elderly welfare budget per person: first, the combination of low ratio of elderly people, high ratio of elderly welfare recipients, and low number of regulations on elderly welfare; second, the combination of low ratio of elderly welfare recipients, low financial independence ratio, and high number of regulations on elderly welfare; and lastly, the combination of high ratio of elderly people, high ratio of elderly welfare recipients, and low financial independence ratio. Implications for elderly welfare were made considering socio- economic, financial, and political administrative circumstances based on the study results.

• Journal of Korean Library and Information Science Society
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• v.46 no.1
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• pp.203-239
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• 2015

This research aims to present an archive on the management knowledge information resources of Student Independent Movement under the rule of Japanese Imperialism in a viewpoint document information and archives. This study consists of two aspects : a document investigation based on Student Independent Movement and knowledge information resource and in a practical examine based on the first departure of SIM, distribution of knowledge information resources, and their management. They are produced a various of document knowledge information and was formed knowledge information resource management and archives in a library, a newspaper office, Independence Hall, Nation Archives of Korea, and school media center. The result of this research was looked forward to help to R&D of knowledge information resource management in values and competencies for Student Independent Movement.

• Journal of Families and Better Life
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• v.29 no.2
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• pp.13-22
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• 2011

Since environmental problems were globalized, discussions on 'Sustainable Development' started from Rio Declaration on Environment and Development(Rio Agenda 21). In Korea, the idea of 'Green Growth' was introduced and generalized since the celebration speech made on 8.15(Independence Day of South Korea) on 2008. And Low Carbon- Green Growth Basic Law was established on 2010. There are 3 strategies and 10 sub-tasks to achieve green country-traffic and green revolution of life. Family resource management is capable of changing life style from energy wasty to ecologically green. The value of family resource management plays a critical role in changing the lifestyle through influencing the goal and standard setting. So, this study is aimed to suggest the green value and green way of life from the perspective of family resource management. Results are as follow. First, the green value is to change from 'material-oriented' to 'people-oriented'. The 'material-oriented value pursues pleasure from possessing, but the 'people-oriented' value pursues pleasure from being itself. Second, the change from the value of 'human-mastery of the nature' to the value of 'mother -nature' is necessary. The value of 'human-mastery of the nature' seeks pleasure from the velocity and tangible outcome. But the value of 'mother- nature' seeks pleasure from the time to relax and slow way of life. 'Third, the change from the value of 'individualism' to the value of 'community sprit' is necessary. Individualism focuses on man's achievement, which may fall into family egoism. And the green way of life suggests the change from 'results-oriented' to 'enjoy the process itself", from 'consumption' to 'ecological restoration' and from 'work to home and then home to community'.

• Management & Information Systems Review
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• v.31 no.3
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• pp.1-19
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• 2012

This study is the research about the internet marketing strategy and the impact factors of psychological well-being of customers of restaurants. For the purpose of study, firstly, the paper was carried out in order to verify the cause and effect relationships of life satisfaction and psychological well-being of the customers in the food service industry. The customers of restaurants in Busan are the objectives for which the survey for empirical analysis was conducted. The result of the testing of hypothesis showed that life satisfaction will have positive influences on psychological well-being, it reveals that life satisfaction has positive influences on three factors of psychological well-being such as personal growth, self acceptance, independence. However, factor of autonomy is rejected. Secondly, the results of the study suggest the importance of introducing variegated internet marketing programs and deciding the appropriate information contents for the customer to activate the use of hands on restaurants. Internet information contents on customer satisfaction and customer loyalty to have a good understanding of the attitude will improve of life satisfaction and psychological well-being of the customers. Strategic information contents of internet marketing for customers of the restaurants must be consider "CRM(customer relationship management)".

• Journal of the Korean Society of Safety
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• v.38 no.2
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• pp.68-80
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• 2023

Cooperation between government agencies is important for disaster management, and a thorough and objective cause investigation is important to prevent the recurrence of similar disasters. In South Korea, individual laws are scattered by ministries according to the disaster type, and most are operated as non-permanent organizations that are employed when disasters occur. Although expertise is recognized for each disaster type, each government agency's operation method is different, so when a large-scale disaster involving multiple ministries occurs, there is a limit to the coordination of roles and integrated management between government agencies. In particular, whenever a large-scale complex disaster occurs, problems arise regarding the independence, professionalism, and fairness of the cause investigation. Therefore, to supplement this, reviewing the management methods and systems of disaster cause investigations in advanced countries is necessary. Thus, in this study, the organization status, manpower, organizational structure, and cause investigation work system of NTSB of the United States, JTSB of Japan, and SHK of Sweden are identified to improve the disaster cause investigation system in Korea and are compared and analyzed with Korea's GDCIG. Additionally, issues and problems for the advancement of Korea's disaster cause investigation system are considered and improvements are suggested.