• Journal of information and communication convergence engineering
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• 제9권5호
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• pp.491-499
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• 2011

In this paper, we offer a new strategic portfolio model for national IT R&D project selection in Korea. A risk and return (R-R) portfolio model was developed using an objectively quantified index on the two axes of risk and return, in order to select a strategic project and allocate resources in compliance with a national IT R&D strategy. We strategize using the R-R portfolio model to solve the non-strategy and subjectivity problems of the existing national R&D project selection model. We also use the quantified evaluation index of the IT technology road map (TRM) and the technical level reports (TLR) for the subjectivity of project selection, and try to discover the weights using the analytic hierarchy process (AHP). In addition, we intend to maximize the chance for a successful national IT R&D project, by selecting a strategic portfolio project and balancing the allocation of resources effectively and objectively.

• 한국초등과학교육학회지:초등과학교육
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• 제19권2호
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• pp.29-41
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• 2000

The purpose of this study is to examine the effects of the Portfolio applied science instruction on the students' scientific affective domain and perceptions of portfolio in elementary schools. Portfolio applied science instruction of the 6th grade science unit 'Environment pollution and Nature protection' was developed for this study. Traditional instruction was implemented to the control group and portfolio applied science instruction was implemented to the experimental group. Pretests of the scientific affective domain were administered to both groups. The treatment was given for about seven weeks for both groups. Instruments about scientific affective domain were administered to both groups. A questionnaire on perception of portfolio applied science instruction was given to the experimental group after the treatment. The results were analyzed using t-test on the students' scientific affective domain. The results of this study are as follows: 1. Portfolio applied science instruction program for elementary schools was developed. Students themselves determine the portfolio learning goal in a portfolio applied science instruction. Students construct the portfolio and they evaluate themselves and other colleagues. Also teachers go on portfolio applied science instruction considering portfolio purpose, concepts, evaluation. 2. There was not a statistically meaningful difference between an experimental group and a control group o]1 the students' scientific affective domain. In three sub categories of a scientific affective domain, the science perception, the interest on science and scientific attitude, there were not statistically meaningful difference among them. 3. As the results of the questionnaire on perceptions of portfolio, they didn't understand it very well but after learning portfolio, they showed positive attitude to perceptions of portfolio. Students in portfolio applied science instruction like more the portfolio applied science instruction than general instruction. 4. Portfolio applied science instruction has an useful value as a method of teaching and evaluation. Students and teachers can produce various portfolios products in portfolio applied science instruction. As a conclusion, portfolio applied science instruction was not statistically meaningful on the students' scientific affective domain, but it gives positive effects on perceptions of portfolio in elementary schools. Therefore, portfolio has an educational value as a method of teaching and evaluation for students' growth. In the future, teachers and students must have interaction and feedback in portfolio applied science instruction.

• 대한수학교육학회지:학교수학
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• 제4권3호
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• pp.331-346
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• 2002

This study has two purposes. One is to know that it is Possible to use portfolio in the elementary math class. The other is to make a useful method for using portfolio. We got the following conclusion through the study. Portfolio gave students an opportunity that they could review their mathematical thinking. But it couldn't work very well for the low-level students. They didn't pay attention to the class. So, careful prepa-ration and training were necessary for the portfolio material. And the portfolio material must be prepared by appropriate contents. Teacher had to do math class by considering students ability. The math class could be much better for motivation, teaching-learning activity impro-vement and communication tool by using portfolio material. There are several imple-mentation processes in preparation, execution and utilization of the class. 1) Preparation: Teacher must decide if it is appropriate for portfolio by analyzing the course and textbook and set a final goal. And then teacher has to select an appropriate item and make a schedule for the class. The portfolio material must contain valuable things from which students learn mathematics and use in their life. The student level, utilization purpose and contents are considered when one prepares portfolio material. 2) Execution: Students are supposed to understand about the portfolio very well. It is important for them to get the opportunity for reviewing through math class diary, their opinion, friends opinion and teachers opinion. 3) Utilization: Parents review ameliorates the communication among teacher, student and parents about learning activity.

• 지적과 국토정보
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• 제49권1호
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• pp.45-63
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• 2019

본 연구는 최근까지 우리나라는 재산 3분법을 바탕으로 주식, 채권, 실물부동산으로 구성된 전통적인 포트폴리오에 투자하는 것이 대부분이었으나, 포트폴리오 구성시 대표적인 부동산 간접투자상품인 리츠, 부동산펀드 등을 복합적으로 구성한 결과가 투자성과에 미치는 영향을 분석하였다. 이를 위하여 포트폴리오 구성의 가장 적합한 방법인 평균분산모형을 이용한 실증분석을 하였다. 사용변수는 복합자산 포트폴리오를 보유 자산의 구성에 따라 Portfolio A~Portfolio G까지 분류하였으며, 가격지수는 KOSPI, KRX BOND, REITs(TRUS Y7), FUND(HanwhaLasal), OFFICE(Seoul)로 선정하였다. 연구결과는 다음과 같다. 첫 번째의 경우 채권, 주식, 리츠와 부동산펀드가 결합된 Portfolio D와 실물부동산인 오피스가 추가된 Portfolio G의 위험이 가장 낮은 것으로 나타났다. 둘째, 채권, 주식, 리츠로 구성된 Portfolio B와 부동산펀드가 추가된 Portfolio D가 위험이 가장 낮은 것으로 나타났고, 수익률의 경우 채권, 주식, 오피스와 부동산펀드로 구성된 Portfolio F와 리츠까지 편입된 Portfolio G가 가장 높은 것으로 나타났다. 결과적으로 전통적인 재산 3분법으로 구성된 실물부동산 보다 부동산의 비유동성 한계를 제거한 부동산간접투자상품인 리츠와 부동산펀드를 포트폴리오에 구성시 더 효과적인 것으로 분석되었다. 따라서 직접투자의 가장 큰 단점인 비유동성 문제를 해결하여 투자자의 위험을 최소화할 수 있고, 부동산의 소유에 따른 비용을 절감할 수 있으며, 소액으로도 투자가 가능한 부동산 간접투자시장의 활성화가 더욱 필요할 것으로 보인다.

• The Journal of Asian Finance, Economics and Business
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• 제8권5호
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• pp.839-850
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• 2021

Risk-adjusted return is believed to be one of the optimal parameters to determine an optimum portfolio. A risk-adjusted return is a calculation of the profit or potential profit from an investment that takes into account the degree of risk that must be accepted to achieve it. This paper presents a new procedure in portfolio selection and utilizes these results to optimize the risk level of risk-adjusted Islamic stock portfolios. It deals with the weekly close price of active issuers listed on Jakarta Islamic Index Indonesia for a certain time interval. Overall, this paper highlights portfolio selection, which includes determining the number of stocks, grouping the issuers via technical analysis, and selecting the best risk-adjusted return of portfolios. The nominated portfolio is modeled using Quadratic Programming (QP). The result of this study shows that the portfolio built using the lowest Value at Risk (VaR) outperforms the market proxy on a risk-adjusted basis of M-squared and was chosen as the best portfolio that can be optimized using QP with a minimum risk of 2.86%. The portfolio with the lowest beta, on the other hand, will produce a minimum risk that is nearly 60% lower than the optimal risk-adjusted return portfolio. The results of QP are well verified by a heuristic optimizer of fmincon.

• International Journal of Advanced Culture Technology
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• 제10권3호
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• pp.220-225
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• 2022

The purpose of this study is to develop an e-teaching portfolio to perform a teaching portfolio of an instructor on the web. I order to carry out this study, an initial model of the e-teaching portfolio was developed through systematic literature review, and the final e-teaching portfolio was developed by selecting and applying five students, then modifying and supplementing them. The study period was from May 1 to May 20, 2022. As a result of the study, the components of the finally developed e-teaching portfolio are Step 1: Understanding oneself, Step 2: Goal setting, Step 3: Learning strategy, Step 4: Self-check. In conclusion, the program developed through this study is a convenient function that can process everything in one place by connecting the fragmented teaching results, and the developed e-teaching portfolio can promote interaction between individuals by building a community. It has possible characteristics. In order to systematically activate the e-teaching portfolio developed through this study, it is necessary to establish an online management system for systematic operation. Furthermore, an institutional device is needed to guarantee the result of the developed e-teaching portfolio. In order to continuously manage the quality of the teaching portfolio, extrinsic rewards that stimulate the instructor's intrinsic motivation should be provided.

• 산업경영시스템학회지
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• 제46권4호
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• pp.63-73
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• 2023

This study explores modern portfolio theory by integrating the Black-Litterman portfolio with time-series clustering, specificially emphasizing K-shape clustering methodology. K-shape clustering enables grouping time-series data effectively, enhancing the ability to plan and manage investments in stock markets when combined with the Black-Litterman portfolio. Based on the patterns of stock markets, the objective is to understand the relationship between past market data and planning future investment strategies through backtesting. Additionally, by examining diverse learning and investment periods, it is identified optimal strategies to boost portfolio returns while efficiently managing associated risks. For comparative analysis, traditional Markowitz portfolio is also assessed in conjunction with clustering techniques utilizing K-Means and K-Means with Dynamic Time Warping. It is suggested that the combination of K-shape and the Black-Litterman model significantly enhances portfolio optimization in the stock market, providing valuable insights for making stable portfolio investment decisions. The achieved sharpe ratio of 0.722 indicates a significantly higher performance when compared to other benchmarks, underlining the effectiveness of the K-shape and Black-Litterman integration in portfolio optimization.

• 한국정보시스템학회:학술대회논문집
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• 한국정보시스템학회 2004년도 추계학술대회
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• pp.201-208
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• 2004

Many organizations experience that the Performance they gained from IT portfolio is lower than they expected values. As with any investment, executives are concerned with maximizing the performance from their investment in IT. This study focused on the relationship or fit between orientations of IT strategy and directions of IT portfolio to maximize IT performance. A field survey of chief information officers of Korea manufacturing sector was conducted in 2003. Complete data of 147 firms was analyzed to determine relationship among the three research constructs that are orientations of IT strategy, directions IT portfolio, and IT performance. In this study, the orientations of IT strategy have two dimensions that are operation orientation and market orientation. The directions of IT portfolio have two dimension that are internal system focused and external system focused. And the IT performance has divided into operational performance and competitive performance. As a result of this study, the companies that are putting a focus with operation orientation were concentrated on internal information systems than external information systems. On the other hand, the other companies that are focused on market orientation were concentrated on external information systems than internal information systems. Consequently, the companies that are focused on operation orientation were operational performance higher than competitive performance and the other companies that are focused on market orientation were competitive performance higher than operational performance. More importantly, the research results provide empirical evidence that supports the hypothesis related to closer fit between IT strategy and IT portfolio does lead to increase operational and competitive performance of IT. And the results emphasize manager's efforts of fit between orientations of IT strategy and directions of IT portfolio to be realized IT performance.

• The Journal of Asian Finance, Economics and Business
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• 제8권9호
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• pp.45-52
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• 2021

Stock price fluctuations affect investor returns, particularly, in this pandemic situation that has triggered stock market shocks. As a result of this situation, investors prefer to move their money into a safer portfolio. Therefore, in this study, we approach an efficient portfolio model using smart beta and combining others to obtain a fast method to predict investment stock returns. Smart beta is a method to selects stocks that will enter a portfolio quickly and concisely by considering the level of return and risk that has been set according to the ability of investors. A smart beta portfolio is efficient because it tracks with an underlying index and is optimized using the same techniques that active portfolio managers utilize. Using the logistic regression method and the data of 100 low volatility stocks listed on the Indonesia stock exchange from 2009-2019, an efficient portfolio model was made. It can be concluded that an efficient portfolio is formed by a group of stocks that are aggressive and actively traded to produce optimal returns at a certain level of risk in the long-term period. And also, the portfolio selection model generated using the smart beta, beta, alpha, and stock variants is a simple and fast model in predicting the rate of return with an adjusted risk level so that investors can anticipate risks and minimize errors in stock selection.

• 한국콘텐츠학회논문지
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• 제19권1호
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• pp.16-23
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• 2019

본 연구의 목적은 학습포트폴리오 프로그램에서 학습포트폴리오의 완성도가 참여 대학생의 학업성취도와 프로그램 만족도에 유의한 영향을 미치는지를 검증하는 것이다. 이에 따른 연구문제는 학습포트폴리오 완성도는 학습포트폴리오 연계 교과의 성적, 전체 성적, 그리고 프로그램 만족도에 유의한 영향을 주는가이다. 이를 위해 수강동기 점검지, 주차별 학습일지, 학습성찰 보고서의 완성도를 평가하는 학습포트폴리오 평가 도구를 개발하였다. 이 연구를 수행하기 위해 학습포트폴리오에 참여한 대학생 389명을 대상으로 학습포트폴리오 연계 교과 성적 및 전체 성적(GPA), 그리고 프로그램 만족도 조사결과를 수집하였다. 연구결과, 학습포트폴리오 완성도 점수는 학습포트폴리오 연계 교과의 성적 뿐 아니라, 전체 성적 향상에 유의한 영향을 주었으며, 학습포트폴리오 프로그램 만족도를 높이는 데에도 기여하였다. 이상의 결과는 학습포트폴리오 프로그램의 효과를 높이기 위해 학생들이 제출하는 학습포트폴리오의 질 관리가 중요함을 시사한다.