THE MODELING OF FORECASTING THE BANKRUPTCY RISK IN ROMANIA

被引：0

作者：

Onofrei, Mihaela ^{[1
]}

Lupu, Dan ^{[1
]}

机构：

[1] Alexandru Ioan Cuza Univ, Fac Econ & Business Adm, Iasi, Romania

来源：

ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH | 2014年 / 48卷 / 03期

关键词：

bankruptcy prediction; PCA; MDA analysis; logit analysis; DISCRIMINANT-ANALYSIS; FINANCIAL RATIOS; PREDICTION;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Bankruptcy prediction and the understanding of the causes for economic failure have a financial utility. The purpose of this study is to compare the predictive power, on the Romanian market, of the most popular bankruptcy models considering the firms listed on the BSE during 2007-2011. Using the principal component analysis, the best bankruptcy predictors of the established financial indicators were determined for Romanian companies. Then, by using the multiple discriminant analysis and logit analysis, 12 models were developed in order to determine the best predictive function for bankruptcy.

引用

页码：197 / 215

页数：19

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