期刊文献+

企业经营失败研究的动态性方法评析 被引量:1

下载PDF
导出
摘要 本文对多种企业经营失败动态性研究方法进行了评述,分析了各个方法的优势与局限性,进而阐述了动态性方法的特点及其在研究中存在的不足,并对未来的研究方向进行了展望。
出处 《统计与决策》 CSSCI 北大核心 2006年第10期11-14,共4页 Statistics & Decision
基金 国家自然科学基金资助项目(70272033)
  • 相关文献

参考文献14

  • 1Balcaen S., Ooghe H.35 years of studies on business failure: an overview of the classical methodologies and their related problems [C]. Working paper, Ghent University, Belgium, 2004,248: 1-56. 被引量:1
  • 2Shumway T. Forecasting bankruptcy more accurately: a simple hazard model [J]. Journal of Business, 2001, 74(1): 101-124. 被引量:1
  • 3Laitinen E.K, Financial predictors for different phases of the failure process [J]. Omega The International Journal of Management Science , 1993, 21(2): 215-228. 被引量:1
  • 4Luoma M., Laitinen E.K, Survival analysis as a tool for company failure prediction [J]. Omega International Journal of Management Science, 1991, 19(6): 673-678. 被引量:1
  • 5Lane W.R., Looney S.W., Wansley J.W. An application of the Cox proportional hazards model to bank failure [J]. Journal of Banking and Finance, 1986, 10: 511-531. 被引量:1
  • 6Wheelock, D. C., and p. W. Wlison. Why do banks disappear?The determinants of U.S. bank failures and acquisitions [J]. Review of Economies and Statistics, 2000, 82: 127-138. 被引量:1
  • 7Balcaen S., Ooghe H. Alternative methodologies in studies on business failure: do they produce better results than the classical statistical methods?[C]Working paper, Ghent University, Belgium,2004/249. 1-33. 被引量:1
  • 8Theodossiou P. Predicting shifts in the mean of a multivariate time series process: an application in predicting business failures[J]. Journal of the American Statistical Association, June 1993,88(422): 441-449. 被引量:1
  • 9Kahya E., Theodossiou P. Predicting corporate financial distress:A time-series CUSUM methodology [C]. Paper presented at the Third Annual Conference :of the Multinational Finance Association. June 1996. 1-38. 被引量:1
  • 10Kiviluoto K., Bergius P. Exploring corporate bankruptcy with two-level self-organising map [C]. Paper published in the Proceedings of the Fifth International Conference on Computational Finance, London Business School, Boston, Massachusetts, USA,Kluwer Academic Publishers. 1998. 373-380. 被引量:1

二级参考文献35

  • 1黄小原,肖四汉.神经网络预警系统[J].预测,1995,14(2):63-66. 被引量:19
  • 2Zavgren, C.V.A logistic Analysis of the Relationship Between Vulnerability to Failure and Certain Financial Variable for American Industrial Firms [ D] .Working paperno. 796, Krannert Graduate School of Management, Prudue University, 1982. 被引量:1
  • 3Altman E I. Edward. Financial ratios, discriminant analysis and the prediction of corporate bankruptcy[J ]. The Journal of Finance, 1968,23: 589 - 609. 被引量:1
  • 4John C. Hull, Option, futures and other derivatives 3rd [M]. Prentice - Hall International, Inc. 1997:232 - 235. 被引量:1
  • 5Scott. J. The Probability of Bankruptcy:A Comparison of Empirical Predictions and Theoretical Model[J ]. Journal of Banking and Finance, 1981,5:317 - 344. 被引量:1
  • 6Black. F and M. Scholes. The Pricing of Options and Corporate Liabilities[J] .Journal of Political Economy, 1973(5- 6) :637 - 654. 被引量:1
  • 7Eisenbeis R A.Pitfalls in the application discriminant analysis in business and economics[J]. The Journal of Finance,1997,32: 875 - 900. 被引量:1
  • 8Eiusenbeis R A.Pitfalls in the application of neural networks:the case of bank failure prediction[ M]. Management Sciences, 1992,38 ( 1 ): 926 - 947. 被引量:1
  • 9Tam K Y, Kiang M. Managerial application of neural networks:the case of bank failure prediction[M]. Management Sciences, 1992,38(1) :926 - 947. 被引量:1
  • 10Frydman H,Altman E I,Kao Duen- Li. Introducing recursive partitioning for financial classification: the case of financial distress[ J ] . The Journal of Finance, 1985,40 ( 1 ):269 - 291. 被引量:1

共引文献119

同被引文献3

引证文献1

二级引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部