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독일규범학파의 경영사상 : 「닉릿슈」와 「셴프룩」을 중심으로 particularly of Nicklisch and Schoenpflug
윤병욱 고려대학교 경영대학 1959 경영논총 Vol.6 No.1
When German business theories are considered and discussed, three principal scholars stand out. They are Schmalenbach, Nicklisch and Schmidt. The last issue (No. 5) of Business Studies dealt with to thoughts of Prof. Schmalenbach. In this issue the author wishes to call attention to the so-called Normal Business Thought as exemplified and emphasized by Nicklisch and a contemporary independent writer on the same subject, Schoenpflug. It is hoped teat by means of this introduction and explanation that Korean business study and practice benefit. Nicklisch's most famous contribution in this field was the establishment of an independent business theory as a social science as opposed to economics. His basis idea is found within the preface of his book, $quot;Wirtschaftliche Betriebslehre, 1952,$quot; that $quot;Neben ber Volkswirtschaftslehre steht heut die Betriebswirtschaftslehre.$quot; On the other hand, Schoenpflug's most famous contribution in this field is found in his book, $quot;Betriebswirtschaftslehre, 2 Aufl. 1954-Das Methodenproblem in der Einzelwirtschaftslehre, 1933-$quot;in which he classified several schools of thought. This classification is currently being used by many scholars. Such a classification of the various schools of thought has exerted a strong influence on business thinking and has caused much discussion among scholars in this field.
이한식,윤병욱 서강대학교 경제학연구원 2004 시장경제연구 Vol.33 No.2
The properties of CAPM betas play a key role in characterizing capital asset pricing mechanism. An attempt is made in this paper to examine whether systematic risk(the beta of an asset) is stationary and/or mean-reverting. In doing so, we use the wavelet analysis to estimate the fractional differencing parameter of the ARFIMA (Autoregressive Fractionally Integrated Moving Average) model for time-varying betas. Specifically we apply the wavelet OLS method to stock's betas of four emerging markets : namely, Korea, Hong Kong, Singapore, and Malaysia. Unlike alternative estimating methods which are very sensitive to model mis- specification of short-term parameters in ARFIMA models, the wavelet OLS estimator is invariant to the specification of short-term ARMA parameters. Our empirical findings show that time-varying betas of the four markets appear to have a mean-reverting pattern although they may have a long-memory property.