Logistic robust method to new generalized geometric credit risk approach

• 主要な著者: Bahiraie, Alireza, Abdul Karim, Mohd Azhar, Ibrahim, Noor Akma
• フォーマット: 論文
• 言語: English
• 出版事項: Hikari 2010
• オンライン･アクセス: http://psasir.upm.edu.my/id/eprint/15484/1/bahiraieAMS1-4-2010.pdf; http://psasir.upm.edu.my/id/eprint/15484/; http://www.m-hikari.com/ams/ams-2010/ams-1-4-2010/index.html

This paper presents a complementary technique for empirical analysis of financial ratios and bankruptcy risk. Within this new framework, we propose the use of a new measure of risk, the Generalized Risk Box (GRB) measure. This method would be a general methodological guideline associated with financ...