| 债券评级的一种方法--主成分分析法 |
| |
| 引用本文： | 夏英俊,李元.债券评级的一种方法--主成分分析法[J].广州大学学报(自然科学版),2005,4(1):26-28,45. |
| |
| 作者姓名： | 夏英俊 李元 |
| |
| 作者单位： | 广州大学,数学与信息科学学院,广东,广州,510405;广州大学,数学与信息科学学院,广东,广州,510405 |
| |
| 基金项目： | 国家自然科学基金资助项目(10271033) |
| |
| 摘 要： | 当前信用风险的度量是比较热门的研究课题，而信用评级作为其中的一部分起着不可忽视的作用．为了增强评级的准确可靠性，给投资者提供更详细的信息，该文在总结前人对信用评级方法研究的基础上，提出了用主成分分析法对债券进行评级，模拟结果表明主成分分析法是有效的。
|
| 关 键 词： | 信用评级 评级方法 主成分分析 贡献率 |
| 文章编号： | 1671-4229(2005)01-0026-03 |
A method of the bonds credit rating-principal component analysis |
| |
| XIA Ying-jun,LI Yuan.A method of the bonds credit rating-principal component analysis[J].Journal og Guangzhou University:Natural Science Edition,2005,4(1):26-28,45. |
| |
| Authors: | XIA Ying-jun LI Yuan |
| |
| Abstract: | Currently credit risk measurement is a hot research topic, and credit rating plays an important role as a part of it. In order to contribute to our country's credit rating system and build-up rating veracity and security and provide more detailed information to the investors, this paper summarizes the predecessors' research to credit rating method and rates bonds according to principal component analysis. The result of the simulation proves that principal component analysis is effective. |
| |
| Keywords: | credit rating rating method principal component analysis contribution rate |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
