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Volumn , Issue , 2008, Pages 137-153

Non-parametric methods for credit risk analysis: Neural networks and recursive partitioning techniques

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Indexed keywords


EID: 84886414461     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511754197.006     Document Type: Chapter
Times cited : (3)

References (10)
  • 1
    • 84980104458 scopus 로고
    • Financial ratios, discriminant analysis and the prediction of corporate bankruptcy
    • Altman, E. I., ‘Financial ratios, discriminant analysis and the prediction of corporate bankruptcy’, Journal of Finance, 23(4), 1968, 589-609.
    • (1968) Journal of Finance , vol.23 , Issue.4 , pp. 589-609
    • Altman, E.I.1
  • 3
    • 9244260899 scopus 로고    scopus 로고
    • The limitations of bankruptcy prediction models: Some cautions for the researcher
    • Grice, J. S. and Dugan, M. T., ‘The limitations of bankruptcy prediction models: some cautions for the researcher’, Review of Quantitative Finance and Accounting, 17, 2001, 151-66.
    • (2001) Review of Quantitative Finance and Accounting , vol.17 , pp. 151-166
    • Grice, J.S.1    Dugan, M.T.2
  • 5
    • 0001766574 scopus 로고    scopus 로고
    • Identifying failing companies: A revaluation of the logit, probit and da approaches
    • Lennox, C., ‘Identifying failing companies: a revaluation of the logit, probit and DA approaches’, Journal of Economics and Business, 51, 1999, 347-64.
    • (1999) Journal of Economics and Business , vol.51 , pp. 347-364
    • Lennox, C.1
  • 6
    • 0002531461 scopus 로고
    • The experimental design of classification models: An application of recursive partitioning and bootstrapping to commercial bank loan classifications
    • Marais, L., Patell, J. and Wolfson, M., ‘The experimental design of classification models: an application of recursive partitioning and bootstrapping to commercial bank loan classifications’, Journal of Accounting Research, 22, Supplement, 1984, 87-118.
    • (1984) Journal of Accounting Research , vol.22 , pp. 87-118
    • Marais, L.1    Patell, J.2    Wolfson, M.3
  • 7
    • 0000666375 scopus 로고
    • Financial ratios and the probabilistic prediction of bankruptcy
    • Ohlson, J. A., ‘Financial ratios and the probabilistic prediction of bankruptcy’, Journal of Accounting Research, 18(1), 1980, 109-31.
    • (1980) Journal of Accounting Research , vol.18 , Issue.1 , pp. 109-131
    • Ohlson, J.A.1
  • 9
    • 0008104389 scopus 로고    scopus 로고
    • Forecasting bankruptcy more accurately: A simple hazard model
    • Shumway, T., ‘Forecasting bankruptcy more accurately: a simple hazard model’, Journal of Business, 74(1), 2001, 101-24.
    • (2001) Journal of Business , vol.74 , Issue.1 , pp. 101-124
    • Shumway, T.1
  • 10
    • 0001953906 scopus 로고
    • Methodological issues related to the estimation of financial distress prediction models
    • Zmijewski, M. E., ‘Methodological issues related to the estimation of financial distress prediction models’, Journal of Accounting Research, 22, Supplement, 1984, 59-82.
    • (1984) Journal of Accounting Research , vol.22 , pp. 59-82
    • Zmijewski, M.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.