메뉴 건너뛰기




Volumn 25, Issue 4, 2005, Pages 327-341

Developing and testing models for replicating credit ratings: A multicriteria approach

Author keywords

Classification; Credit rating; Model testing; Multicriteria decision aid

Indexed keywords


EID: 23144466471     PISSN: 09277099     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10614-005-6412-4     Document Type: Article
Times cited : (55)

References (14)
  • 3
  • 5
    • 0037117676 scopus 로고    scopus 로고
    • Credit risk assessment using a multicriteria hierarchical discrimination approach: A comparative analysis
    • 10.1016/S0377-2217(01)00254-5
    • Doumpos, M., Kosmidou, K., Baourakis, G. and Zopounidis, C. (2002). Credit risk assessment using a multicriteria hierarchical discrimination approach: A comparative analysis. European Journal of Operational Research 138, 392-412. 10.1016/S0377-2217(01)00254-5
    • (2002) European Journal of Operational Research , vol.138 , pp. 392-412
    • Doumpos, M.1    Kosmidou, K.2    Baourakis, G.3    Zopounidis, C.4
  • 6
    • 0003024008 scopus 로고
    • On the handling of continuous-valued attributes in decision tree generation
    • Fayyad, U.M. and Irani, K.B. (1992). On the handling of continuous-valued attributes in decision tree generation. Machine Learning 8, 87-102.
    • (1992) Machine Learning , vol.8 , pp. 87-102
    • Fayyad, U.M.1    Irani, K.B.2
  • 7
    • 0000018330 scopus 로고
    • Statistical models of bond ratings: A methodological inquiry
    • 10.1086/296045
    • Kaplan, R.S. and Urwitz, G. (1979). Statistical models of bond ratings: A methodological inquiry. Journal of Business 52, 231-261. 10.1086/ 296045
    • (1979) Journal of Business , vol.52 , pp. 231-261
    • Kaplan, R.S.1    Urwitz, G.2
  • 8
    • 0027642166 scopus 로고
    • Expert systems for bond rating: A comparative analysis of statistical, rule-based and neural networks systems
    • Kim, J.W. (1993). Expert systems for bond rating: A comparative analysis of statistical, rule-based and neural networks systems. Expert Systems 10, 167-171.
    • (1993) Expert Systems , vol.10 , pp. 167-171
    • Kim, J.W.1
  • 9
    • 0005244103 scopus 로고    scopus 로고
    • Predicting a corporate credit analyst's risk estimate by logistic and linear models
    • 10.1016/S1057-5219(99)00012-5
    • Laitinen, E.K. (1999). Predicting a corporate credit analyst's risk estimate by logistic and linear models. International Review of Financial Analysis 8 (2), 97-121. 10.1016/S1057-5219(99)00012-5
    • (1999) International Review of Financial Analysis , vol.8 , Issue.2 , pp. 97-121
    • Laitinen, E.K.1
  • 10
    • 84978599791 scopus 로고
    • An expanded commercial paper rating scale: Classification of industrial issuers
    • Peavy, J.W. III. and Edgar, S.M. (1984). An expanded commercial paper rating scale: Classification of industrial issuers. Journal of Business Finance and Accounting 11 (3), 397-407.
    • (1984) Journal of Business Finance and Accounting , vol.11 , Issue.3 , pp. 397-407
    • Peavy III, J.W.1    Edgar, S.M.2
  • 12
    • 0000838971 scopus 로고    scopus 로고
    • Credit risk rating systems at large US banks
    • 10.1016/S0378-4266(99)00056-4
    • Treacy, W.F. and Carey, M. (2000). Credit risk rating systems at large US banks. Journal of Banking and Finance 24, 167-201. 10.1016/ S0378-4266(99)00056-4
    • (2000) Journal of Banking and Finance , vol.24 , pp. 167-201
    • Treacy, W.F.1    Carey, M.2
  • 13
    • 0001136364 scopus 로고    scopus 로고
    • A multicriteria decision aid methodology for sorting decision problems: The case of financial distress
    • 10.1023/A:1008713823812
    • Zopounidis, C. and Doumpos, M. (1999). A multicriteria decision aid methodology for sorting decision problems: The case of financial distress. Computational Economics 14, 197-218. 10.1023/A:1008713823812
    • (1999) Computational Economics , vol.14 , pp. 197-218
    • Zopounidis, C.1    Doumpos, M.2
  • 14
    • 0037117679 scopus 로고    scopus 로고
    • Multicriteria classification and sorting methods: A literature review
    • 10.1016/S0377-2217(01)00243-0
    • Zopounidis, C. and Doumpos, M. (2002). Multicriteria classification and sorting methods: A literature review. European Journal of Operational Research 138 (2), 229-246. 10.1016/S0377-2217(01)00243-0
    • (2002) European Journal of Operational Research , vol.138 , Issue.2 , pp. 229-246
    • Zopounidis, C.1    Doumpos, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.