haku: @author Schewe, G. / yhteensä: 6
viite: 4 / 6
| Tekijä: | Leker, J. Schewe, G. |
| Otsikko: | Beurteilung des Kreditausfallrisikos im Firmenkundengeschäft der Banken |
| Lehti: | Schmalenbachs Zeitschrift für Betriebswirtschaftliche Forschung
1998 : VOL. 50:10, p. 877-891 |
| Asiasana: | COMPANY FAILURES BANKRUPTCY BANKS FORECASTING MODELS |
| Kieli: | ger |
| Tiivistelmä: | The purpose of this paper is to compare three different instruments for predicting bankruptcy. In this study we develop a multivariate discrimination model, a logistic regression model, and a neuronal network model based on financial data from 232 various companies. A comparison of the classification abilities of the three instruments is presented. The results show that all of them have a good misclassification error of less than 25%. The best model is the logistic regression model with an alpha-error of 10,3% and a beta-error of 20,7%. |
SCIMA