메뉴 건너뛰기




Volumn 61, Issue 4, 2010, Pages 666-675

Technology credit scoring model considering both SME characteristics and economic conditions: The Korean case

Author keywords

Environmental condition; Factor analysis; Logistic regression model; Small and medium enterprise; Stress test; Technology evaluation model

Indexed keywords

FACTOR ANALYSIS; REGRESSION ANALYSIS;

EID: 77949427852     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/jors.2009.7     Document Type: Article
Times cited : (28)

References (33)
  • 1
    • 0036713763 scopus 로고    scopus 로고
    • Knowledge discovery techniques for predicting country investment risk
    • Becerra-Fernandez I, Zanakis SH and Walczak S (2002). Knowledge discovery techniques for predicting country investment risk. Comput Ind Eng 43(4): 787-800.
    • (2002) Comput Ind Eng , vol.43 , Issue.4 , pp. 787-800
    • Becerra-Fernandez, I.1    Zanakis, S.H.2    Walczak, S.3
  • 2
    • 77949432319 scopus 로고    scopus 로고
    • Small business credit scoring and credit availability
    • Federal Reserve Bank of Atlanta
    • Berger AN and Frame WS (2005). Small business credit scoring and credit availability. Working Paper 2005-2010. Federal Reserve Bank of Atlanta.
    • (2005) Working Paper 2005-2010
    • Berger, A.N.1    Frame, W.S.2
  • 3
    • 33847232238 scopus 로고    scopus 로고
    • Corporate credit risk modeling and the macroeconomy
    • Carling K, Jacobson T, Lind́e J and Roszbach K (2007). Corporate credit risk modeling and the macroeconomy. J Bank Financ 31(3): 845-868.
    • (2007) J Bank Financ , vol.31 , Issue.3 , pp. 845-868
    • Carling, K.1    Jacobson, T.2    Lind́e, J.3    Roszbach, K.4
  • 4
    • 2442640511 scopus 로고    scopus 로고
    • Estimating energy demand of Turkey based on economic indicators using genetic algorithm approach
    • Ceylan H and Ozturk HK (2004). Estimating energy demand of Turkey based on economic indicators using genetic algorithm approach. Energ Convers Mngt 45: 2525-2537.
    • (2004) Energ Convers Mngt , vol.45 , pp. 2525-2537
    • Ceylan, H.1    Ozturk, H.K.2
  • 5
    • 10844287885 scopus 로고    scopus 로고
    • An R&D options selection model for investment decisions
    • Coldrick S, Longhurst P, Ivey P and Hannis J (2005). An R&D options selection model for investment decisions. Technovation 25: 185-193.
    • (2005) Technovation , vol.25 , pp. 185-193
    • Coldrick, S.1    Longhurst, P.2    Ivey, P.3    Hannis, J.4
  • 7
    • 0002027984 scopus 로고    scopus 로고
    • A comparative analysis of current credit risk models
    • Crouhy M, Galai D and Mark R (2000). A comparative analysis of current credit risk models. J Bank Financ 24: 59-117.
    • (2000) J Bank Financ , vol.24 , pp. 59-117
    • Crouhy, M.1    Galai, D.2    Mark, R.3
  • 8
    • 0003437619 scopus 로고    scopus 로고
    • CSFB (Credit Suisse First Boston), Technical Document, from Credit Suisse Financial Products
    • CSFB (Credit Suisse First Boston) (1997). CreditRisk+, A Credit Risk Management Framework. Technical Document, from Credit Suisse Financial Products.
    • (1997) CreditRisk+, A Credit Risk Management Framework
  • 9
    • 33847186611 scopus 로고    scopus 로고
    • Multi-period corporate default prediction with stochastic covariates
    • Duffie D, Saita L and Wang K (2007). Multi-period corporate default prediction with stochastic covariates. J Financ Econ 83(3): 635-665.
    • (2007) J Financ Econ , vol.83 , Issue.3 , pp. 635-665
    • Duffie, D.1    Saita, L.2    Wang, K.3
  • 10
    • 0034388333 scopus 로고    scopus 로고
    • Developing a process for the relative valuation of R&D programmes
    • Farrukh C, Phaal C, Probert D, Gregory M and Wright J (2000). Developing a process for the relative valuation of R&D programmes. R&D Mngt 30(1): 43-53.
    • (2000) R&D Mngt , vol.30 , Issue.1 , pp. 43-53
    • Farrukh, C.1    Phaal, C.2    Probert, D.3    Gregory, M.4    Wright, J.5
  • 11
    • 0000847864 scopus 로고    scopus 로고
    • A comparative anatomy of credit risk models
    • Gordy M (2000). A comparative anatomy of credit risk models. J Bank Financ 24: 119-149.
    • (2000) J Bank Financ , vol.24 , pp. 119-149
    • Gordy, M.1
  • 12
    • 0032637622 scopus 로고    scopus 로고
    • A practical R&D projectselection scoring tool
    • Henriksen AD and Traynor AJ (1999). A practical R&D projectselection scoring tool. IEEE T Eng Mngt 46(2): 158-170.
    • (1999) IEEE T Eng Mngt , vol.46 , Issue.2 , pp. 158-170
    • Henriksen, A.D.1    Traynor, A.J.2
  • 13
    • 14944356462 scopus 로고    scopus 로고
    • What If. . . ?: Stress testing uses different scenarios to determine how vulnerable countries' financial systems are to shocks
    • Hilbers P and Jones MT (2004). What If. . . ?: Stress testing uses different scenarios to determine how vulnerable countries' financial systems are to shocks. Financ Dev 41(4): 24-27.
    • (2004) Financ Dev , vol.41 , Issue.4 , pp. 24-27
    • Hilbers, P.1    Jones, M.T.2
  • 14
    • 55849128886 scopus 로고    scopus 로고
    • The risk management for technology credit guarantee fund
    • Jeon HJ and Sohn SY (2008). The risk management for technology credit guarantee fund, J Opl Res Soc 59: 1624-1639.
    • (2008) J Opl Res Soc , vol.59 , pp. 1624-1639
    • Jeon, H.J.1    Sohn, S.Y.2
  • 16
    • 34548568040 scopus 로고    scopus 로고
    • The application of a new research and development project selection model in SMEs
    • Lawson CP, Longhurst PJ and Ivey PC (2006). The application of a new research and development project selection model in SMEs. Technovation 26(2): 242-250.
    • (2006) Technovation , vol.26 , Issue.2 , pp. 242-250
    • Lawson, C.P.1    Longhurst, P.J.2    Ivey, P.C.3
  • 17
    • 0033701496 scopus 로고    scopus 로고
    • The nature of end-user relationships in the development of electronic commerce applications
    • Chicago, IL; USA. ACM: New York
    • Leonard AC and Villiers C (2000). The nature of end-user relationships in the development of electronic commerce applications. SIGCPR 2000, Chicago, IL; USA. ACM: New York.
    • (2000) SIGCPR 2000
    • Leonard, A.C.1    Villiers, C.2
  • 18
    • 0042924341 scopus 로고    scopus 로고
    • A review of selected recent advances in technological forecasting
    • Martino JP (2003). A review of selected recent advances in technological forecasting. Technol Forecast Soc 70: 719-733.
    • (2003) Technol Forecast Soc , vol.70 , pp. 719-733
    • Martino, J.P.1
  • 19
    • 34548574699 scopus 로고    scopus 로고
    • Technology scoring model for reflecting evaluator's perception within confidence limits
    • Moon TH and Sohn SY (2008). Technology scoring model for reflecting evaluator's perception within confidence limits. Eur J Opl Res 184(3): 981-989.
    • (2008) Eur J Opl Res , vol.184 , Issue.3 , pp. 981-989
    • Moon, T.H.1    Sohn, S.Y.2
  • 20
    • 0014552227 scopus 로고
    • An analytical approach to scoring model design-application to research and development project selection
    • Moore JR and Baker NR (1969). An analytical approach to scoring model design-application to research and development project selection. IEEE T Eng Mngt 16(3): 90-98.
    • (1969) IEEE T Eng Mngt , vol.16 , Issue.3 , pp. 90-98
    • Moore, J.R.1    Baker, N.R.2
  • 21
    • 33749045575 scopus 로고    scopus 로고
    • Bankruptcy prediction: Evidence from Korean listed companies during the IMF crisis
    • Nam JH and Jinn TH (2000). Bankruptcy prediction: Evidence from Korean listed companies during the IMF crisis. J Int Financ Mngt Account 11(3): 178-197.
    • (2000) J Int Financ Mngt Account , vol.11 , Issue.3 , pp. 178-197
    • Nam, J.H.1    Jinn, T.H.2
  • 22
    • 17844372230 scopus 로고    scopus 로고
    • Prognostic personal credit risk model considering censored information
    • Noh HJ, Roh TH and Han I (2005). Prognostic personal credit risk model considering censored information. Expert Syst Appl 28(4): 753-762.
    • (2005) Expert Syst Appl , vol.28 , Issue.4 , pp. 753-762
    • Noh, H.J.1    Roh, T.H.2    Han, I.3
  • 23
    • 77949439109 scopus 로고    scopus 로고
    • National Technology Transfer Center
    • NTTC (2005). National Technology Transfer Center, http://www .nttc.edu.
    • (2005)
  • 24
    • 16244405300 scopus 로고    scopus 로고
    • Building credit scoring models using genetic programming
    • Ong CS, Huang JJ and Tzeng GH (2005). Building credit scoring models using genetic programming. Expert Syst Appl 29(1): 41-47.
    • (2005) Expert Syst Appl , vol.29 , Issue.1 , pp. 41-47
    • Ong, C.S.1    Huang, J.J.2    Tzeng, G.H.3
  • 25
    • 2142822769 scopus 로고    scopus 로고
    • Modeling regional interdependencies using a global error-correcting macroeconometric model
    • Pesaran MH, Schuermann T and Weiner SM (2004). Modeling regional interdependencies using a global error-correcting macroeconometric model. J Bus Econ Stat 22(2): 129-162.
    • (2004) J Bus Econ Stat , vol.22 , Issue.2 , pp. 129-162
    • Pesaran, M.H.1    Schuermann, T.2    Weiner, S.M.3
  • 26
    • 26644448958 scopus 로고    scopus 로고
    • The prediction of bankruptcy of small-and medium-sized industrial firms
    • Pompe PP and Bilderbeek J (2004). The prediction of bankruptcy of small-and medium-sized industrial firms. J Bus Venturing 20(6): 847-868.
    • (2004) J Bus Venturing , vol.20 , Issue.6 , pp. 847-868
    • Pompe, P.P.1    Bilderbeek, J.2
  • 27
    • 33745003656 scopus 로고    scopus 로고
    • Using adaptive learning in credit scoring to estimate take-up probability distribution
    • Seow HV and Thomas LC (2006). Using adaptive learning in credit scoring to estimate take-up probability distribution. Eur J Opl Res 173(3): 880-892.
    • (2006) Eur J Opl Res , vol.173 , Issue.3 , pp. 880-892
    • Seow, H.V.1    Thomas, L.C.2
  • 28
    • 11244271600 scopus 로고    scopus 로고
    • Improved technology scoring model for credit guarantee fund
    • Sohn SY, Moon TH and Kim SH (2005). Improved technology scoring model for credit guarantee fund. Experts Syst Appl 28(2): 327-331.
    • (2005) Experts Syst Appl , vol.28 , Issue.2 , pp. 327-331
    • Sohn, S.Y.1    Moon, T.H.2    Kim, S.H.3
  • 29
    • 84977721346 scopus 로고
    • Credit granting: A comparative analysis of classification procedures
    • Srinivasan V and Kim YH (1987). Credit granting: A comparative analysis of classification procedures. J Financ 42: 665-683.
    • (1987) J Financ , vol.42 , pp. 665-683
    • Srinivasan, V.1    Kim, Y.H.2
  • 30
    • 17444425363 scopus 로고    scopus 로고
    • The effect of entrepreneurial activity on national economic growth
    • van Stel A, Carree M and Thurik R (2005). The effect of entrepreneurial activity on national economic growth. Small Bus Econ 24: 311-321.
    • (2005) Small Bus Econ , vol.24 , pp. 311-321
    • Van Stel, A.1    Carree, M.2    Thurik, R.3
  • 31
    • 33847289259 scopus 로고    scopus 로고
    • Improved customer choice predictions using ensemble methods
    • van Wezel M and Potharst R (2007). Improved customer choice predictions using ensemble methods. Eur J Opl Res 181(1): 436-452.
    • (2007) Eur J Opl Res , vol.181 , Issue.1 , pp. 436-452
    • Van Wezel, M.1    Potharst, R.2
  • 32
    • 34249892438 scopus 로고    scopus 로고
    • A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio
    • Whittaker J, Whitehead C and Somers M (2007). A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio. J Opl Res Soc 58: 911-921.
    • (2007) J Opl Res Soc , vol.58 , pp. 911-921
    • Whittaker, J.1    Whitehead, C.2    Somers, M.3
  • 33
    • 17444371703 scopus 로고    scopus 로고
    • Entrepreneurship, innovation and economic growth: Evidence from GEM data
    • Wong PK, Ho YP and Autio E (2005). Entrepreneurship, innovation and economic growth: Evidence from GEM data. Small Bus Econ 24: 335-350.
    • (2005) Small Bus Econ , vol.24 , pp. 335-350
    • Wong, P.K.1    Ho, Y.P.2    Autio, E.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.