Study on Identification and Evaluation of Financial Risks of the Listed Company Based on VAR

被引：0
|
作者：
Yue Yiding [1 ]
Tan Jie [1 ]
机构：
[1] Cent S Univ, Sch Business, Changsha 410083, Hunan, Peoples R China
来源：
ADVANCES IN MANAGEMENT OF TECHNOLOGY, PT 1 | 2008年
关键词：
Financial risks; VaR; Identify;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper describe briefly the current situation about identification of financial risks of the listed companies at first, generally analyze some factors which affect the financial risks of the listed companies, then lead VaR in it, the logistic model is constructed with VaR. We used the model based on VaR to analyze some data of the listed conpanies, the sample data we used are selecte d from the announcement of the listed companies. At last we compared the traditional model and the logistic model based on VaR, the results show clearly that the logistic model based on VaR can identify and warn the financial risks of the listed company better than these of the traditional model.
引用
收藏
页码：441 / 445
页数：5
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