http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.
변환된 중국어를 복사하여 사용하시면 됩니다.
박구현(Koohyun Park),심은택(Eun-Tak Shim) 한국경영과학회 2011 經營 科學 Vol.28 No.2
In this study we suggested two optimization models to answer a question from an investor standpoint:how many convertible bonds should one convert, and how many keep? One model minimizes certain risk to the minimum required expected return, the other maximizes the expected return subject to the maximum acceptable risk. In comparison with Markowitz portfolio models, which use the variance of return, our models used Conditional Value-at-Risk(CVaR) for risk measurement. As a coherent measurement, CVaR overcomes the shortcomings of Value-at-Risk(VaR). But there are still difficulties in solving CVaR including optimization models. For this reason, we adopted Rockafellar and Uryasev’s[18, 19] approach. Then we could approximate the models as linear programming problems with scenarios. We also suggested to extend the models with credit risk, and applied examples of our models to Hynix 207CB, a convertible bond issued by the global semiconductor company Hynix.
유전자 2형인 만성 C형간염 환자에서 페그인터페론과 리바비린의 단기간 치료 효과
정은욱 ( Eun Uk Jung ),박지훈 ( Ji Hun Park ),배경임 ( Kyung Im Pae ),강석우 ( Suk Woo Kang ),박성재 ( Sung Jae Park ),지삼룡 ( Sam Ryong Jee ),박은택 ( Eun Tak Park ),이연재 ( Youn Jae Lee ),이상혁 ( Sang Hyuk Lee ),설상영 ( Sang 대한간학회 2007 Clinical and Molecular Hepatology(대한간학회지) Vol.13 No.3