Firm credit risk evaluation: a series two-stage DEA modeling framework
作者： Ioannis E. Tsolas
DOI: 10.1007/S10479-014-1566-X
关键词: Sample (statistics) 、 Economics 、 Econometrics 、 Conceptual framework 、 Set (abstract data type) 、 Competitive advantage 、 Data envelopment analysis 、 Measure (data warehouse) 、 Actuarial science 、 Inefficiency 、 Credit risk
摘要: This paper documents a new series two-stage DEA modeling framework for credit risk evaluation in terms of operating performance efficiency and effectiveness that is …
springer.com
sci-hub.se 参考文章(73)
Peter Pilateris, Brenda McCabe, Contractor financial evaluation model (CFEM) Canadian Journal of Civil Engineering. ,vol. 30, pp. 487- 499 ,(2003) , 10.1139/L02-098
Kenth Skogsvik, CURRENT COST ACCOUNTING RATIOS AS PREDICTORS OF BUSINESS FAILURE: THE SWEDISH CASE Journal of Business Finance & Accounting. ,vol. 17, pp. 137- 160 ,(1990) , 10.1111/J.1468-5957.1990.TB00554.X
W. W. Cooper, L. M. Seiford, K. Tone, J. Zhu, Some models and measures for evaluating performances with DEA: past accomplishments and future prospects Journal of Productivity Analysis. ,vol. 28, pp. 151- 163 ,(2007) , 10.1007/S11123-007-0056-4
A.I. Dimitras, R. Slowinski, R. Susmaga, C. Zopounidis, Business failure prediction using rough sets European Journal of Operational Research. ,vol. 114, pp. 263- 280 ,(1999) , 10.1016/S0377-2217(98)00255-0
M. J. Farrell, The Measurement of Productive Efficiency Journal of the Royal Statistical Society. Series A (General). ,vol. 120, pp. 253- 281 ,(1957) , 10.2307/2343100
Paul W. Wilson, Léopold Simar, Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives ,(2013)
M.E. Bruni, P. Beraldi, G. Iazzolino, Lending decisions under uncertainty: a DEA approach International Journal of Production Research. ,vol. 52, pp. 766- 775 ,(2014) , 10.1080/00207543.2013.837985
Sofie Balcaen, Hubert Ooghe, 35 years of studies on business failure: an overview of the classic statistical methodologies and their related problems British Accounting Review. ,vol. 38, pp. 63- 93 ,(2006) , 10.1016/J.BAR.2005.09.001
Rough sets, fuzzy sets, data mining and granular computing Lecture Notes in Computer Science. ,vol. 4482, pp. 5- 6 ,(2005) , 10.1007/978-3-540-72530-5
Michael Doumpos, Constantin Zopounidis, None, Multicriteria Decision Aid Classification Methods ,(2002)