선박금융의 불확실성과 최적자산배분

• 영문명: Uncertainty and Optimal Distribution of Asset in Ship Finance
• 발행기관: 한국해양비즈니스학회
• 저자명: 유일선(Il-Seon Yoo)
• 간행물 정보: 『해양비즈니스』제26호, 179~200쪽, 전체 21쪽
• 주제분류: 경제경영 > 경영학
• 파일형태: PDF
• 발행일자: 2013.12.31

영문 초록

This paper presents the simple economic model designed to explain why ship finance is relatively more fluctuated than other finance. It shows that the compensation rate of risk plays a major role in determining the amount of ship finance. When economy is in boom, ship companies increase more investment in shipbuilding than other industry because compensation rate of risk gets higher. While economy slows down, it works the other way. And the estimation model which may measure the relative riskiness in the ship companies is also derived from the original model by modifying the equation through classification of the observable variables and the unobservable ones.

목차

Ⅰ. 서론

Ⅱ. 선박금융 선행연구

Ⅲ. 선박금융시장의 특징

Ⅳ. 선박금융의 자산선택모형

Ⅴ. 결론

참고문헌

키워드

선박금융 최적자산배분 포트폴리오 리스크 위험보상률 ship finance optimal asset distribution portfolio risk compensation rate of risk