• 제목/요약/키워드: Risk Preference

검색결과 214건 처리시간 0.03초

Copula 함수를 이용한 이변량분포의 VaR 추정 (VaR Estimation of Multivariate Distribution Using Copula Functions)

  • 홍종선;이재형
    • 응용통계연구
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    • 제24권3호
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    • pp.523-533
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    • 2011
  • 위험관리수단으로 시장위험을 정확하게 측정하는 방법 중의 하나로 VaR를 선호한다. 현실생활에서는 단일분포가 아닌 두 개 이상의 다변량분포에 대한 VaR를 추정해야 하는 경우가 많다. 이런 경우에는 VaR를 추정하기 위해 다변량분포를 고려해야 한다. 본 연구는 확률변수들의 종속적 구조를 파악하고 비정규성의 특성을 갖는 다변량 분포함수를 생성하기 위하여 Copula 함수를 사용한다. 여러 산업의 수익률분포에 적합한 Clayton, Gumbel, Frank Copula 함수가 포함된 Archimedean Copula 함수를 추정하여 다변량 수익률 분포함수를 결정하고 이에 대응하는 VaR를 유도한다. 국내의 두 산업체의 자료를 실증예제로 하여 세 종류의 Copula 함수의 모수를 추정하고 이에 대응하는 이변량 분포로부터 VaR와 각각의 주변 분포의 VaR를 구한다. 실제의 VaR를 기준으로 기존 방법으로 구한 VaR와 비교 분석하여 추정의 정확성을 토론한다.

지역거점물류센터 입지선정에 관한 연구 : 아시아 지역 허브 공항을 중심으로 (Locational Preferences for Regional Distribution Center : Focused on Asian Hub Airports)

  • 송재길;방완혁;송상화
    • 산업경영시스템학회지
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    • 제39권2호
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    • pp.103-112
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    • 2016
  • As supply chains are globalized, multinational companies are trying to optimize distribution networks using a hub and spoke structure. In this hub and spoke network structure, multinational companies locate regional distribution centers at hub airports, which serve demands in their corresponding regions. Especially when customers put higher priority on the service lead-time, hinterlands of international hub airports become ideal candidate locations for the regional hub distribution centers. By utilizing excellent airport and logistics services from hub airports, regional distribution centers in the hub airports can match supply with demand efficiently. In addition, regional hub distribution centers may increase air cargo volume of each airport, which is helpful in the current extremely competitive airport industry. In this paper, we classified locational preferences into three primary categories including demand, service and risk and applied the analytic hierarchy process methodology to prioritize factors of locational preferences. Primary preference factors include secondary factors. Demand factor contains access to current and prospect markets. Service factor comprises airport and logistics perspectives. Service factor in terms of airport operations includes secondary factors such as airport service and connectivity. Service factor in terms of logistics operations contains infrastructure and logistics operations efficiency. Risk factor consists of country and business risks. We also evaluated competitiveness of Asian hub airports in terms of candidate location for regional hub distribution centers. The candidate hub airports include Singapore, Hong Kong, Shanghai, Narita and Incheon. Based on the analytic hierarchy process analysis, we derived strategic implications for hub airports to attract multinational companies' regional hub distribution centers.

의복관여와 상표확장과의 상관성 연구 (A Study on Correlation Between Clothing Involvement and Brand Extension)

  • 정미재;이선재
    • 한국의류학회지
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    • 제21권7호
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    • pp.1124-1138
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    • 1997
  • This study intended to investigate the concept of Clothing Involvement and Brand and to provide useful basic data for building on affective brand strategy. The purpose of this study is as follows: first, It is to measure the result of Brand Extension attitudes and Brand Extension items by clothing involvement (high involvement/low involvement). Second, It is to classify the factors of Clothing Involvement which suggested in theoretical research and to clarify correlation between clothing involvement factor and brand evaluation, brand extension attitudes. Third, It is to investigate the affect that clothing involvement, demographic variable and brand type on Brand Extension Evaluation. Subjects of this study were the adult women in Seoul, who were extracted by sampling randomly during the fall of 1995. Questionnaire was used as major method of gathering data. They were analyzed by the SAS method such as Frequency, Anova, Duncan, Correlation, multiple regression, Factor analysis. Main result of this study were as follows : 1. In brand extension attitude evaluation by high-involve group and low-involve group, quality, reputation and buying intension of brand extension attitudes showed significant difference. B brand extension attitudes and items of high-involve group was high compare to low-involve stoup. High-involve group evaluated watch, underwear, shoes and stocking of extension items highly, and there is no involvement difference of perfume, parasol, cushion. 2. In order to classify the dimension of Clothing Involvement, it was carried out factor analysis. 1 found that Clothing Involvement was composed of 4 factors, namely, interest - fashion.perceived risk symbolism. Correlation between clothing involvement and brand extension attitude was as followed; Interest factor of clothing involvement was correlated the existing brand attitude. Brand preference of the existing brand attitude was related the image of brand extension attitude, interest of advertising was the quality and the reputation-image was the buying intension. 3. For evaluation of a factor influenced on Brand Extension, it was produced multiple -regression test. Demographic variables and brand types had some influence of Clothing Involvement and Clothing Involvement had on brand extension. 27% of interest, 26% of symbolism was explained by brand types and 15% of fashion, 6% of perceived risk was explained by brand types, demographic variables. And, 10% of brand extension was explained by interest, fashion and symbolism.

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외식업체에서 성인의 스트레스 및 식습관을 고려한 메뉴 개발 필요성에 관한 기초연구 (A Basic Study of the Needs for Menu Development Considering Stress and Eating Habit of Adult in Restaurants)

  • 이영남;김경희
    • 동아시아식생활학회지
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    • 제15권6호
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    • pp.773-781
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    • 2005
  • Menu-development is one of the important parts in restaurant business. Menu in restaurant has to be developed by customer's net which is the key for the success in restaurant management, The purpose of this study is to determine stress level, food intake, food habit, food preference of employees in certain companies and to develop proper menus for employees who are under high stress state. This study also determine whether the customers under stress will visit restaurant which provide stress-release-menu or not This study was conducted to people who live in Seoul and its adjunct area, including Gyunggi Province. The subjects were selected at random and the Questionnaires were sent to the subject by mail. The surveys included personal information, extent of stress, food habits related to the stress. The statistical tests were performed with SPSS computer software program. The male subjects were $44.9\%$ and females were $55.1\%$, aged between $30\~40$ years old. The percentages of no risk, borderline, and at risk, in the stress level of subjects, were 48.3, 16.5 and $35.2\%$, respectively. Most of the subjects, $61.8\%$, had normal food habit and $29.2\%$ had bad food Habits. The ideal costs of meals were $3,000\~5,000Won$ for breakfast$(57.3 \%)$, $5,000\~10,000Won$ for lunch$(54.7\%)$, and $10,000\~20,000Won$ for dinner$(38.2\%)$. Subjects under high stress answered 0 need a dietary supplementation for stress release. This study also showed that $92\%$ of the subjects under stress were willing to visit restaurants which have stress-release menus. In conclusion, adults who are under stress are shown to be interested in stress and nutrition management and they are willing to visit restaurants providing stress-release menus.

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도로 위의 군비경쟁: LDA 토픽모델을 활용한 SUV의 인기 요인 탐구 (The Arms Race on the Road: Exploring Factors of SUVs' Popularity by LDA Topic Model)

  • 전승봉;고태경
    • 디지털융복합연구
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    • 제18권10호
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    • pp.239-252
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    • 2020
  • 본 연구자들은 텍스트 마이닝을 활용하여 SUV 선호 증가의 요인을 탐색하고자 한다. 온라인 자동차 커뮤니티인 보배드림에서 2005년부터 2019년까지 작성된 SUV 관련 게시글 32,679개를 수집한 후, LDA 토픽모델링 기법을 적용하였다. 분석 결과, SUV 담화에서 주요한 토픽으로 등장한 '안전'이 범죄로부터 개인의 위험에 주목한 기존 연구와 달리 교통사고 및 고속주행 상황에서의 안전을 의미하는 것으로 드러났다. 한국 사회의 SUV 소비는 개인이 운전하면서 느끼는 불안과 위험에 대한 대비 수단을 의미한다고 볼 수 있다는 것이다. 또한, 이와 같은 위험 인식 저변에는 불평등 증대로 인해 감소하는 타인에 대한 신뢰가 작동한다고 할 수 있다.

채식을 하는 여승과 비채식 성인여성의 혈중 지질수준, 혈당, 혈압에 관한 연구(II) -짠맛에 대한 기호를 중심으로- (A Study of Serum Lipid Levels, Blood Sugar, Blood Pressure of Vegetarian Buddhist Nuns and Non-Vegetarian Female Adults (II) - Based on Favored Salty Taste -)

  • 차복경
    • 한국식품영양과학회지
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    • 제31권5호
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    • pp.871-876
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    • 2002
  • 우리나라에도 심혈관질환으로 인한 사망률이 점차 증가하고 있다. 이에 본 연구에서는 채식과 짠맛에 대한 기호와 혈청 지질 수준 및 혈당, 혈압과의 관계를 규명하기 위한 연구의 일환으로 채식을 하는 비구니스님을 대상으로 하여 연구한 결과를 요약하면 조사대상자의 평균나이는 채식인 44.2세, 비채식인 40.5세, 채식인의 평균 채식기간은 13.2년이었으며, 채식인은 주로 매운맛, 단맛, 신맛의 순으로 비채식인은 단맛, 신맛, 매운맛의 순서로 좋아하였다. 채식 기간별로는 10년 이하인 군과 20년 이상인 군에서는 매운맛, 단맛, 신맛, 쓴맛, 짠맛, 느끼하고 기름진 맛의 순으로 좋하는 것으로 나타났으며 10~20년 사이인 군에서는 매운맛, 쓴맛, 신맛, 단맛, 짠맛, 기르지고 느끼한 맛의 순으로 좋아하는 맛이 바뀌었는데 이는 건강지식과 건강에 대한 관심도의 차이 때문인 것으로 생각된다. 조사대상자중 ‘식사시에 짜게 먹는 편이다’라고 답한 사람은 채식인 38.8%, 비채식인 52.8%로 비채식인이 짜게 먹는 것으로 나타났다. ‘보통이다.’고 한 사람이 채식인 33.9%, 비채식인 33.6%로 거의 비슷하였으며, ‘싱겁게 먹는다’고 한사람은 채식인 27.3%, 비채식인 13.6%로 채식인이 싱겁게 먹는 것으로 나타났다. 식습관 점수는 채식인은 25.1, 비채식인은 23.1로 채식인의 식습관 점수가 유의적으로 높았으며(p<0.05), 또한 채식기간별로는 채식기간이 10년 미만인 군에 비해 10년 이상인 군의 식습관 점수가 유의적으로 높게 나타났다. 총 콜레스테롤, LDL-cholesterol, 동맥경화지수는 두 군 모두 싱겁게 먹는다고 한 군에 비해 짜게 먹는다고 한 군에 비해 짜게 먹는다고 한 군이 유의적으로 높았다. 혈압은 두 군 모두 짠맛에 대한 기호와는 유의적인 차이를 보이지 않았으나 높아지는 경향을 보였다. 중성지방, HDL-cholesterol, 혈당은 두군 모두 짠맛에 대한 기호와 유의한 상관을 보이지 않았다. 이상의 결과에서 볼 때 본 연구와 동일인을 대상으로 한 연구 I에서 본 바와 같이 채식군은 비채식군에 비해 BMI, RBW, WHR, %BF가 유의적으로 높았음(p<0.05)에도 심혈관 질환 관련인자인 총 콜레스테롤, LDL-cholesterol, AI, 수축기 혈압 및 혈당이 비채식군에 비해 유의적으로 낮았을 뿐만 아니라 (p<0.01) 짠맛에 대한 기호는 혈중 콜레스테롤 LDL-cholesterol, AI에 영향을 미치는 것으로 나타났으나 채식인은 비채식인에 비하여 식사시에 싱겁게 먹고 식습관도 좋은 것으로 나타났다. 앞으로 더 많은 연구가 이루어져야 할 것이지만 채식을 하면 심혈관 질환 위험인자의 수준을 낮추어 심혈관 질환의 예방 치료에 도움이 될 것으로 사료된다.

미숙아를 위한 모유수유 중재 프로그램의 효과: 체계적 문헌고찰과 메타분석 (Effects of Breastfeeding Interventions Program on Breastfeeding for Premature babies: A Systematic Review and Meta-analysis)

  • 이주연;노세희
    • 부모자녀건강학회지
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    • 제21권1호
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    • pp.50-60
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    • 2018
  • Purpose: This study is a systematic literature review and meta-analysis study conducted to identify the effects of breastfeeding intervention program on premature infants by integrating and analyzing the results of randomized controlled trials and non-randomized trials. Methods: The literature review process was based on the PRISMA (Preference Reporting Items for Systematic Reviews and Meta-Analyzes) guideline. Data retrieval and collection were conducted from May 25 to May 30, 2018, and the articles analyzed were all domestic papers retrieved from the database. Two reviewers independently select the studies and assessed methodological risk of bias of studies using the Cochrane criteria. The topics of breastfeeding interventions were analyzed using descriptive analysis and the effects of intervention were meta-analyzed using the R program. Results: Finally, eight papers were included in the systematic review and meta-analysis. The breastfeeding intervention program for premature infants showed a significant increase in the self-efficacy and the amount of pumping and baby's hight. Conclusion: This study has some limitations due to the few randomized controlled trials and non-randomized trials comparing breastfeeding for premature babies in Korea. Therefore, it needs to be integrated with the research conducted in other countries.

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PROMETHEE를 이용한 상수도관망시스템의 위험도 평가 (The Risk Evaluation on Water Supply Networks using PROMETHEE)

  • 홍성준;김승권;김중훈
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2005년도 학술발표회 논문집
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    • pp.1307-1311
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    • 2005
  • 최근들어 Water Security에 대한 관심이 고조되고 있지만 국내의 경우 이에 대한 체계적인 연구가 아직 진행되지 않았고 상수도관망시스템의 오염예방 및 위험관리에 대한 연구는 매우 미비한 실정이며 특히 상수도관망시스템의 위험성 및 취약성에 대한 연구는 전무한 상태이다. 이러한 상수도관망시스템의 위험도와 관련된 여러 위험요소들은 인명의 피해, 재산상의 피해, 환경적 피해, 시스템의 피해 그리고 사회적 불안등 여러 기준을 고려하여 평가되어야 한다. 이 문제는 다기준의사결정(multi-criteria decision making)문제로서 평가기준들(criteria) 간의 상충관계(trade-off)로 인하여 판단이 모호한 대안들을 PROMETHEE(Preference Ranking Organization METHod Enrichment Evaluations) 기법을 이용하여 평가하였다. PROMETHEE는 선호의 유출량(leaving flow)과 유입량(entering flow)의 개념을 이용하여 여러 대안들의 순위선호(outranking)를 산정하는 기법으로, 의사결정자(decision matter)가 비교적 쉽게 이해할 수 있으며 기존의 AHP$\cdot$ANP와는 달리 명확한 판단이 어려운 대안들에 대해서는 비교불가능한(incomparable) 대안으로 분류한다. 이와 같은 위험도 평가결과는 위기상황에 대한 대처방안을 제시할 의사결정시스템 구축의 기초 자료가 될 수 있을 것이다.

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여대생의 식습관과 식품기호도를 중심으로 한 문제성 피부의 위험요인 (Risk Factors for Troubled Skin Focused on Eating Habits and Food Preferences of College Women)

  • 정의정
    • 한국패션뷰티학회지
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    • 제5권1호
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    • pp.24-33
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    • 2007
  • This study was undertaken to find out how much influence eating habits and food preferences have on basic skin types, namely dry skin, normal skin, oily skin, and combination skin, as well as troubled skin, such as acne skin, sensitive skin, pigment disorder skin and unbalanced oil and moisture skin. The aim of this study was to help establish good eating habits and to reform food preferences in order to maintain healthy skin. For this study, a suey on the eating habits and food preferences of 206 college women in the metropolitan area was conducted. Statistics Program SPSS (ver130.0) was used to analyze the results of the material obtained from the survey. The survey revealed that participants with basic skin types ate a variety of foods, enjoy soft drinks, juice and supplementary food, while those with troubled skin types had daily breakfast and substitute snacks for meals. The survey also showed that alcohol is the dangerous factor for the cause of both sensitive skin and pigment disorder skin. And it showed that various nutrition intake is the main factor for unbalanced oil and moisture skin.

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세대 간 가계 자산구성 및 주택자산의 투자 성향 분석 - 수도권 거주 베이비부머와 에코세대를 중심으로 - (Generational Divides of Household Wealth and Propensity to Invest in Housing Asset - Baby-boomers and Eco-boomers in the Seoul Metropolitan Area -)

  • 이현정
    • 한국주거학회논문집
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    • 제26권1호
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    • pp.109-118
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    • 2015
  • The purpose of this research is to examine generational distinctions of housing investment and household wealth for two different age cohorts - 'baby-boomers' and 'eco-boomers'. In so doing, national survey data of two different periods were analyzed and the primary results are summarized as follows; aggregate assets of both generations have risen, and the rising household debt for baby-boomers was related to loans for living expenses while eco-boomer's debt was ascribed to home-buying loans. In the midst of economic slowdown, the age cohorts had conservative asset allocation in preference for risk-averting investment like savings. The main purpose of saving and investment was distinctive across the groups? retirement for baby-boomers and home purchase for eco-boomers. Both groups prioritized reduction of household liabilities and also were cautious on investing in real estate. Still home-buying was considered to be an important driver for asset accumulation. While baby-boomers were unwilling to dispose any form of owned real estate, eco-boomers found it challenging to take on a long-term investment like home-buying, especially in economic uncertainties. Rather the young generation would diversify asset allocation with better-returning investment commodities like stocks, bonds and derivatives.