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Portfolio Optimization Modeling for Enhanced Index Funds
Hyunjin So(소현진),Youngho Lee(이영호),Gigyoung Park(박기경) 한국경영과학회 2010 한국경영과학회 학술대회논문집 Vol.2010 No.10
Th is paper deals with a portfolio optimization problem for designing enhanced index funds. The problem seeks to find an optimal portfolio maximizing Farinelli-Tibiletti ratio (the reward over the risk of portfolio). We formulate the portfolio optimization problem as a mixed-integer linear programming problem. We suggest a beta strategy of a combination of KOSPI 200 index, ETF and other stocks in Korean market. Computational results are presented for demonstrating the validity of proposed models.
박지애(Jiae Park),이영호(Youngho Lee),소현진(Hyunjin So) 한국경영과학회 2010 한국경영과학회 학술대회논문집 Vol.2010 No.6
In this paper, we develop a new conceptual framework for finding new business opportunities in the cloud computing environment in designing a cloud computing business model, we propose a service mapping with service and revenue concept. We also propose an evolution framework for planning a sustainable business strategy of IT companies in the cloud computing environment. In the service concept, we categorized service beneficiaries and service offering function. In the revenue concept, we analyze service stream among market players. In addition, we assess cloud computing market drivers for finding an evolution path of cloud computing business. Finally, we analyze Korean. IT companies cloud computing business model and suggest cloud computing business strategies for coping with the change of business environment.
박지애(Jiae Park),이영호(Youngho Lee),소현진(Hyunjin So) 대한산업공학회 2010 대한산업공학회 춘계학술대회논문집 Vol.2010 No.6
In this paper, we develop a new conceptual framework for finding new business opportunities in the cloud computing environment in designing a cloud computing business model, we propose a service mapping with service and revenue concept. We also propose an evolution framework for planning a sustainable business strategy of IT companies in the cloud computing environment. In the service concept, we categorized service beneficiaries and service offering function. In the revenue concept, we analyze service stream among market players. In addition, we assess cloud computing market drivers for finding an evolution path of cloud computing business. Finally, we analyze Korean. IT companies cloud computing business model and suggest cloud computing business strategies for coping with the change of business environment.