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05.2010 0307 korea_univ

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  • Living in Peace (LIP) 200812 Music Securities Inc. . 2

    LIP .

  • Living in Peace

  • ( )

  • Living in Peace

  • 2009.11.15

    .

  • -

  • 1

    0.16***

    (p=0.00) 1

    -0.06

    (p=0.22) -0.25*** (p=0.00) 1

    -0.05

    (p=0.31) 0.27*** (p=000)

    0.56 *** (p=0.00) 1

    0.30** (p=0.03)

    -0.26 (p=0.07)

    -0.02 (p=0.89)

    -0.30** (p=0.03) 1

  • Krauss & Walter (2009)

    MFI NOI PAR 30

    GDP 0.01 0.20

    0.02 0.00

    S&P500 0.06 0.05

    MSCI Global 0.07 0.03

    MSCI Emerging Market 0.03 0.00

  • .

    The Economist (UK)

    Froth at the bottom of the pyramid

  • 50%MFI $40

    $183

  • : 100,000

  • : 50,000

  • : 30,000

  • Angkor Wat : Priceless

  • :36

  • .

    MFI

  • MIV

    3

  • .

    MF LIP

    MF

  • SRI

  • Multinomial Logit Model

    ++=

    ++=

    BC mBY l dBA m tB

    AC mAY l dAA m tA

    CY l dA m tF u n dCY l dA m tF u n d

    ******

    B (Amt) Amt (Amount) 15 B (Yld) Yld (Yield) 12 B(Cmn) Cmn Social Return 13

  • : 3.66 2%

    B (Amt) -0.15 0.02 -6.62 0.00

    B (Yld) 0.32 0.04 8.98 0.00

    B(Cmn) 0.39 0.05 8.05 0.00

    448

    Rho Square 0.30

  • [email protected]

    Mail :

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