Identifying Financial Distress: A New Nonparametric Approach
暂无分享,去创建一个
[1] G. E. Pinches,et al. A Multivariate Model for Predicting Financially Distressed P-L Insurers , 1973 .
[2] I. G. Dambolena,et al. Ratio Stability and Corporate Failure , 1980 .
[3] R.H.A. Hennawy,et al. THE SIGNIFICANCE OF BASE YEAR IN DEVELOPING FAILURE PREDICTION MODELS , 1983 .
[4] O. Maurice Joy,et al. OF FINANCIAL AND QUANTITATIVE ANALYSIS DECEMBER 1975 ON THE FINANCIAL APPLICATIONS OF DISCRIMINANT ANALYSIS , 2009 .
[5] E. Altman,et al. ZETATM analysis A new model to identify bankruptcy risk of corporations , 1977 .
[6] J. Patell,et al. The Experimental Design of Classification Models: An Application of Recursive Partitioning and Bootstrapping to Commercial Bank Loan Classifications , 1984 .
[7] DECOMPOSITION ANALYSIS OF FINANCIAL STATEMENTS , 1979 .
[8] E. Altman. The success of business failure prediction models: An international survey , 1984 .
[9] G. E. Pinches,et al. Discriminant Analysis, Classification Results, and Financially Distressed P-L Insurers , 1977 .
[10] James A. Ohlson. FINANCIAL RATIOS AND THE PROBABILISTIC PREDICTION OF BANKRUPTCY , 1980 .
[11] R. O. Edmister,et al. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS March 1972 AN EMPIRICAL TEST OF FINANCIAL RATIO ANALYSIS FOR SMALL BUSINESS FAILURE PREDICTION , 2009 .
[12] P. Booth. DECOMPOSITION MEASURES AND THE PREDICTION OF FINANCIAL FAILURE , 1983 .
[13] James H. Scott. The probability of bankruptcy: A comparison of empirical predictions and theoretical models , 1981 .
[14] Andrew W. Lo,et al. Logit versus discriminant analysis : A specification test and application to corporate bankruptcies , 1986 .
[15] Daniel Martin,et al. Early warning of bank failure: A logit regression approach , 1977 .
[16] B. L. Welch. ii) Note on Discriminant Functions , 1939 .
[17] Frederick M. Richardson,et al. ON LINEAR DISCRIMINATION WITH ACCOUNTING RATIOS , 1984 .
[18] R. Fisher. THE USE OF MULTIPLE MEASUREMENTS IN TAXONOMIC PROBLEMS , 1936 .
[19] Edward I. Altman,et al. Financial Applications of Discriminant Analysis: A Clarification , 1978 .
[20] C. Zavgren. ASSESSING THE VULNERABILITY TO FAILURE OF AMERICAN INDUSTRIAL FIRMS: A LOGISTIC ANALYSIS , 1985 .
[21] P. Lachenbruch. An almost unbiased method of obtaining confidence intervals for the probability of misclassification in discriminant analysis. , 1967, Biometrics.
[22] R. Taffler. Empirical models for the monitoring of UK corporations , 1984 .
[23] H. Frydman,et al. Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress , 1985 .
[24] E. Altman. Predicting Railroad Bankruptcies in America , 1973 .
[25] Bernard Micha,et al. Analysis of business failures in France , 1984 .
[26] Robert A. Eisenbeis,et al. PITFALLS IN THE APPLICATION OF DISCRIMINANT ANALYSIS IN BUSINESS, FINANCE, AND ECONOMICS , 1977 .
[27] J. D. Vinso,et al. Estimating the probability of failure for commercial banks and the banking system , 1977 .