• Honam Mathematical Journal
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• v.29 no.4
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• pp.589-595
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• 2007

In this paper, we introduce the concepts of the convexity hull and co-convex sets on preconvexity spaces. We study some properties for the co-convexity hull and characterize c-convex functions and c-concave functions by using the co-convexity hull and the convexity hull.

• Communications of the Korean Mathematical Society
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• v.25 no.1
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• pp.105-110
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• 2010

In this paper, we introduce the concept of $\beta$-preconvex sets on preconvexity spaces. We study some properties for $\beta$-preconvex sets by using the co-convexity hull and the convexity hull. Also we introduce and study the concepts of ${\beta}c$-convex function and $\beta^*c$-convex function.

• Communications of the Korean Mathematical Society
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• v.23 no.2
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• pp.251-256
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• 2008

In this paper, we introduce the concept of the semi-preconvex set on preconvexity spaces. We study some properties for the semi-preconvex set. Also we introduce the concepts of the sc-convex function and $s^*c$-convex function. Finally, we characterize sc-convex functions, $s^*$-convex functions and semi-preconvex sets by using the co-convexity hull and the convexity hull.

• Honam Mathematical Journal
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• v.30 no.3
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• pp.425-433
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• 2008

In this paper, we introduce the concept of p-preconvex sets on preconvexity spaces. We study some properties for p-preconvex sets by using the co-convexity hull and the convexity hull. Also we introduce and study the concepts of pc-convex function, $p^*c$-convex function, pI-convex function and $p^*I$-convex function.

• Communications for Statistical Applications and Methods
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• v.20 no.2
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• pp.115-127
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• 2013

This paper provides an effective stock portfolio screening tool for socially responsible investment (SRI) based upon corporate social responsibility (CSR) and financial performance. The proposed approach utilizes nonparametric frontier models. Data envelopment analysis (DEA) has been used to build SRI portfolios in a few previous works; however, we show that free disposal hull (FDH), a similar model that does not assume the convexity of the technology, yields superior results when applied to a stock universe of 253 Korean companies. Over a four-year time span (from 2006 to 2009) the portfolios selected by the proposed method consistently outperform those selected by DEA as well as the benchmark.