Search Results - subject:"BANKRUPTCY PREDICTION"

Loan defaults and hazard models for bankruptcy prediction

Foster, Benjamin P.; Zurada, Jozef - In: Managerial Auditing Journal 28 (2013), pp. 516-541

variables are omitted from hazard bankruptcy prediction models. Design/methodology/approach – The sampling frame is publicly … regression to choose variables for parsimonious bankruptcy prediction models to validate hypotheses. Loan default status and … bankruptcy prediction models. Findings – Results reveal that loan default and audit opinion variables: improve the predictive …

Persistent link: https://www.econbiz.de/10010686140

Early warning models against bankruptcy risk for Central European and Latin American enterprises

Korol, Tomasz - In: Economic Modelling 31 (2013) C, pp. 22-30

This article is devoted to the issue of forecasting the bankruptcy risk of enterprises in Latin America and Central Europe. The author has used statistical and soft computing methods to program the prediction models. It compares the effectiveness of twelve different early warning models for...

Persistent link: https://www.econbiz.de/10010636323

Alternative bankruptcy prediction models using option-pricing theory

Charitou, Andreas; Dionysiou, Dionysia; Lambertides, … - In: Journal of Banking & Finance 37 (2013) 7, pp. 2329-2341

We examine the empirical properties of the theoretical Black–Scholes–Merton (BSM) bankruptcy model. We evaluate the predictive ability of various existing modifications of the BSM model and extend prior studies by estimating volatility directly from market-observable returns on firm value....

Persistent link: https://www.econbiz.de/10010666277

Predicción de quiebras empresariales en economías emergentes: uso de un modelo logístico mixto || Bankruptcy Prediction in Emerging Economies: Use of a Mixed Logistic Model

Caro, Norma Patricia; Díaz, Margarita; Porporato, Marcela - In: Revista de Métodos Cuantitativos para la Economía y … 16 (2013) 1, pp. 200-215

Este trabajo replica y adapta el modelo de Jones y Hensher (2004) a los datos de una economía emergente con el propósito de evaluar su validez externa. Se compara el desempeño del modelo logístico estándar en relación con el modelo logístico mixto para predecir el riesgo de crisis en el...

Persistent link: https://www.econbiz.de/10010721071

Alternative bankruptcy prediction models using option-pricing theory

Charitou, Andreas; Dionysiou, Dionysia; Lambertides, … - In: Journal of banking & finance 37 (2013) 7, pp. 2329-2341

Persistent link: https://www.econbiz.de/10009760656

The performance of insolvency prediction and credit risk models in the UK : a comparative study

Jackson, Richard H. G.; Wood, Anthony - In: The British accounting review : the journal of the … 45 (2013) 3, pp. 183-202

Persistent link: https://www.econbiz.de/10010192705

Predicting the financial failure of retail companies in the United States

Keener, Mary Hilston - In: Journal of business & economics research 11 (2013) 8, pp. 373-380

Persistent link: https://www.econbiz.de/10009792994

Early warning models against bankruptcy risk for Central European and Latin American enterprises

Korol, Tomasz - In: Economic modelling 31 (2013), pp. 22-30

Persistent link: https://www.econbiz.de/10009725812

Bankcruptcy prediction model used in credit risk management

Rankov, Siniša; Kotlica, Slobodan - In: Megatrend revija 10 (2013) 4, pp. 37-58

Persistent link: https://www.econbiz.de/10010345422

Review of choice-based, matched, and other stratified sample studies in auditing research

Stuart, Iris; Shin, Yong-Chul; Cram, Donald P.; Karan, Vijay - In: Journal of Accounting Literature 32 (2013) 1, pp. 88-113

The use of choice-based, matched, and other stratified sample designs is common in auditing research. However, it is not widely appreciated that the data analysis for these studies has to take into account the non-random nature of sample selection in these designs. A choice-based, matched or...

Persistent link: https://www.econbiz.de/10014839701