• 한국융합학회논문지
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• 제10권11호
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• pp.149-159
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• 2019

식스시그마는 시장과 고객의 패러다임과 트렌드의 변화에 맞추어 모든 사업의 프로세스와 전략을 개선하는 경영 혁신운동이다. 식스시그마 프로젝트 선정에 관한 기존의 연구는 있으나 불완전한 정보환경 하에서 프로젝트 선정을 위한 연구는 거의 없다. 본 연구의 목적은 불완전한 정보 하에서 올바른 프로젝트 선정을 위해 통합 MCDM 기법을 적용 방법을 제안하는 것이다. 식스시그마 프로젝트 선정을 위해 4단계인 1) 평가기준 간 가중치 결정 2) 팀 멤버 간 전문역량의 상대적 중요도 결정 3) 프로젝트 선호도 척도 산정 4) 최종 프로젝트 우선순위 결정 등을 위해 그룹 Fuzzy AHP, 불완전한 정보환경 하에서의 비퍼지화 TrFN 변환, GRA의 통합기법을 제안하였다. 본 연구에서 제안한 식스시그마 프로젝트 선정단계의 적용방안에 대한 이해를 돕기 위해 수치예가 제시되었다.

• 재무관리연구
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• 제2권1호
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• pp.55-75
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• 1986

This article is to analyse the economic efficiency of capital market, which plays a role of resource allocation in terms of financial claims such as stock and bond. It provides various contributions to the welfare theoretical aspects of modern capital market theory. The key feature that distinguishes the theory described here from traditional welfare theory is the presence of uncertainty. Securities has time dimensions and the state and outcome of the future are really uncertain. This problem resulting from this uncertainty can be solved by complete market, but it has a weak power to explain real stock market. Capital Market is faced with the uncertainity because it is a kind of incomplete market. Individuals and firms in capital market made their consumption-investment decision by their own criteria, i. e. the maximization of expected utility form intertemporal consumption and the maximization of the market value of firm. We noted that allocative decisions that had to be made in the economy could be naturally subdivided into two groups. One set of decisions concerned the allocation of first-period resources among consumption $C_i$, investment in risky firms $I_j$, and riskless investment M. The other decisions concern the distribution among individuals of income available in the second period $Y_i(\theta)$. Corresponing to this grouping, the theoretical analysis of efficiency has also been dichotomized. The optimality of the distribution of output in the second period is distributive efficiency" and the optimality of the allocation of first-period resources is 'the efficiency of investment'. We have found in the distributive efficiency that the conditions for attainability is the same as the conditions for market optimality. The necessary and sufficient conditions for attainability or market optimality is that (1) all utility functions are such that -$\frac{{U_i}^'(Y_i)}{{U_i}^"(Y_i)}={\mu}_i+{\lambda}Y_i$-linear risk tolerance function where the coefficients ${\mu}_i$ and $\lambda$ are independent of $Y_i$, and (2) there are homogeneous expectations, i. e. ${\Large f}_i(\theta)={\Large f}(\theta)$ for every i. On the other hand, the efficiency of investment has disagreement about optimal investment level. The investment level for market rule will not generally lead to Pareto-optimal allocation of investment. This suboptimality is caused by (1)the difference of Diamond's decomposable production function and mean-variance valuation model and (2) the selection of exelusive investment or competitive investment. In conclusion, this article has made an analysis of conditions and processes of Pareto-optimal allocation of resources in capital marker and tried to connect with significant issues in modern finance.

• 한국의류산업학회지
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• 제15권1호
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• pp.35-45
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• 2013

The purposes of this study were to segment the women's plus-size market by the types of store patronage, profile the segments, and examine the differences in satisfaction with clothing attributes and variety of plus-size apparels according to different segments. The questionnaires included the 7-point likert scales on store patronage, satisfaction, clothing involvement and body cathexis. Five body measurements were recorded by sales people, and the respondents also provided information on their weight, height and garment size in addition to demographic characteristics. Questionnaires were collected from 7 franchise stores in Seoul, Anyang, Daegu, and Cheonan during the months of February, 2011 to April, 2011. 210 questionnaires were distributed and 160 were returned. Excluding incomplete questionnaires, a total of 149 questionnaires were used in the final analysis. The cluster analysis based on store patronage identified four segments- major patrons of specialty stores, multi-channel users, regular store users, and internet shopping mall users. Significant differences were found among the four segments of women's plus-size consumers in terms of clothing involvement, age, occupation, education and clothing expenditures. Internet shopping mall user group were in overall less satisfied with several clothing attributes and variety compared to other groups.

• 한국식품영양과학회지
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• 제46권1호
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• pp.123-131
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• 2017

본 연구는 전통시장에서 음식을 구매한 경험이 있는 대학생 389명을 대상으로 전통시장에서 판매되고 있는 음식의 이용 현황과 중요도-만족도 분석을 시행하여 전통시장 활성화를 위한 기초자료를 제공하고자 하였다. 2015년 9월부터 11월까지 설문지에 조사대상자가 직접 기입하게 하는 방식으로 조사하였다. 회수된 389부 중 불성실하게 응답한 46부를 제외한 343부만 분석에 활용하였다. 본 연구의 자료는 IBM SPSS 20.0 프로그램을 이용하여 분석하였다. 전통시장에서 주로 구입하는 음식은 호떡, 떡볶이, 순대 등의 순으로 높았고 주로 간단히 먹을 수 있는 음식을 구입하는 것으로 조사되었다. 전통시장에서 음식 구매 시 1회 지출금액은 모든 거주형태에서 4,000~6,000원 미만의 비율이 높은 결과를 보였다. 거주형태에 따른 중요도 차이 분석 결과 음식의 맛, 음식의 위생, 판매가격, 그리고 식재료의 품질은 모든 거주형태에서 4점 이상의 높은 점수로 중요도가 높은 경향을 보였다. 거주형태에 따른 만족도 차이 분석 결과 음식의 종류는 자취의 경우 3.56으로 자택보다 만족도가 높은 것으로 조사되었다(P<0.05). 전통시장 음식의 중요도와 만족도 속성에 대한 거주형태에 따른 차이 분석 결과는 모든 항목에서 중요도가 만족도에 비해 높은 것으로 나타났다. 중요도와 만족도의 차이가 큰 속성은 음식의 위생, 식재료의 품질, 원산지 표시, 판매가격 등의 항목 순으로 차이가 큰 것으로 나타났다(P<0.001). 전통시장 음식 속성에 대한 격자 모형분석(ISA) 결과는 2사분면에 속해있었던 음식의 위생과 식재료의 품질의 만족도를 높이기 위한 노력이 필요한 것으로 나타났다. 전통시장 음식의 위생과 식재료의 품질 만족도를 높이기 위해서는 전통시장 음식 관련 종사자들의 개인위생, 식품위생, 그리고 식품안전 등에 대한 현장 실무에 필요한 교육 및 관리가 이루어져야 한다. 또한, 상인과 전통시장 관계자 측의 노력과 함께 정부 차원에서의 행 재정적 지원이 마련될 필요성이 있다. 본 연구는 전북 일부 지역의 대학생들을 대상으로 시행한 연구이므로 결과를 일반화하기에는 한계가 있는 것으로 판단되며, 향후 대학생 외의 젊은 소비자들을 포함하는 연구가 진행될 필요성이 있다. 또한, 전통시장 음식 속성에 대한 선행 연구가 전무한 상태에서 진행되어 속성 문항 개발에 한계가 있었으며, 향후 이를 보완한 후속 연구가 진행되어야 할 것으로 생각한다.

• 한국산업융합학회 논문집
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• 제10권4호
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• pp.291-298
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• 2007

In 1994, the house construction work was separated from design part to prevent incomplete work and to improve quality. During that time, the supervision in the house construction work has made a great development in the quantity phase, but there is no study case about the satisfaction degree of clients on the supervision job. This study presents the improvement schemes of the supervision job rationality, the revision of supervision system and supervisor's improved construction management ability. also, This paper aims at advancing our construction field and enhancing competitive power by seeking for solutions to problems and improving current system to a reasonable supervision in the house construction work comparing and analyzing by questionnaire in Taegu, Kyungbuk area. The further study will be needed about the whole Korean construction market.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2006년도 제37회 하계학술대회 논문집 A
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• pp.378-379
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• 2006

향후 나타날 가격 입찰방식 시장(Price-Bidding Generation Pool; PBP)에서는 발전사업자가 전략적으로 제출하는 비용특성에 의해 전력거래가 결정되기 때문에 상대기업의 비용특성을 정확히 안다는 것은 힘들다. 본 연구는 경쟁상황에서 상대사업자의 비용특성을 모르는 경우, 비용특성을 추정하고 추정을 통해 입찰전략을 결정하는 기법을 제안한다. 추정은 시장실적을 이용하여 이루어지며 이득을 최대화시킬 것이라 예상되는 입찰전략을 결정한다. 또한 정확성을 높이기 위해 평균이득 개념을 사용하여 추정을 시도한다.

• KDI Journal of Economic Policy
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• 제23권1_2호
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• pp.149-191
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• 2001

In this paper, we propose a new bankruptcy algorithm. The proposed algorithm is comprised of four tasks. Task A is the procedure of soliciting bids, Task B is the procedure of allocating claims, Task C is the procedure of trading claims, and Task D is the procedure of exercising options and holding shareholders' meeting. Tasks A, B, and D are based on Bebchuk(1988) and Aghion, Hart, ad Moore(1992). This paper adds Task C, the procedure of trading claims. Claims are in the form of options which are written on the new shares of the bankrupt firm. Trading options expedites the process of finding the value of the bankrupt firm, and also it mitigates the problem of incomplete capital market by expanding the pool of new investors.

• Journal of applied mathematics & informatics
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• 제29권3_4호
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• pp.987-1000
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• 2011

We show how the dynamic optimization problem with the capital constraint can be reduced to the problem to find an optimal modified claim $\tilde{\psi}H$ where $\tilde{\psi}$ is a randomized test in the static problem. Coherent risk measure is used as risk measure in the $L^{\infty}$ random variable spaces. The paper is written in expository style to some degree. We use an average risk of measure(AVaR), which is a special coherent risk measure, to see how to hedge the modified claim in a complete market model.

• Journal of the Korean Data and Information Science Society
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• 제23권2호
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• pp.365-374
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• 2012

Weather derivatives designed to manage casual changes of weather, as opposed to catastrophic risks of weather, are relatively a new class of financial instruments. There are still many theoretical and practical challenges to the effective use of these instruments. The objective of this paper is to develop a pricing approach for valuing weather derivatives and presents a case study that is practical enough to be used by the risk managers of electrical utility firms. Utilizing daily average temperature data of Guangzhou, China from $1^{st}$ January 1978 to $31^{st}$ December 2010, this paper adopted a univariate time series model to describe weather behavior dynamics and calculates equilibrium prices for weather futures and options for an electrical utility firm in the region. The results imply that the risk premium is an important part of derivatives prices and the market price of risk affects option values much more than forward prices. It also demonstrates that weather innovation as well as weather risk management significantly affect the utility's financial outcomes.

• KDI Journal of Economic Policy
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• 제43권2호
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• pp.1-22
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• 2021

The effects of social distancing measures on income distributions and aggregate variables are examined with an off-the-shelf heterogeneous-agent incomplete-market model. The model shows that social distancing measures, which limit households' labor supply, can decrease the labor supply of low-income households who hold insufficient assets and need income the most given their borrowing constraints. Social distancing measures can therefore exacerbate income inequality by lowering the incomes of the poor. An equilibrium interest rate can fall when the social distancing shock is expected to be persistent because households save more to prepare for rising consumption volatility given the possibility of binding to the labor supply constraint over time. When the shock is expected to be transitory, in contrast, the interest rate can rise upon the arrival of the shock because constrained households choose to borrow more to smooth consumption given the expectation that the shock will fade away. The model also shows that social distancing shocks, which diminish households' consumption demand, can decrease households' incomes evenly for every income quantile, having a limited impact on income inequality.