| M.H.DIS模型在我国上市公司信用评估中的应用研究 |
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| 引用本文： | 刘展,冯宗宪. M.H.DIS模型在我国上市公司信用评估中的应用研究[J]. 系统工程理论与实践, 2004, 24(4): 76-82. DOI: 10.12011/1000-6788(2004)4-76 |
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| 作者姓名： | 刘展 冯宗宪 |
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| 作者单位： | 西安交通大学管理学院 |
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| 摘 要： | 针对我国目前缺乏适用的、高效的系统信用评估模型的现状,研究了由希腊学者提出的M.H.DIS信用评估模型.在对该模型的详细介绍的基础上,选用我国55家上市公司1999年财务数据作为训练样本,利用Matlab软件根据M.H.DIS模型的基本思想,构建了经验信用评估曲线,并利用60家上市公司2000年财务数据为检测样本进行检验,获得较好的实证检测效果.通过以上研究分析,文章提出该模型适合我国目前基本国情,具有良好的推广前景.
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| 关 键 词： | 信用风险 信用评估模型 M.H.DIS信用评估模型 |
| 文章编号： | 1000-6788(2004)04-0076-07 |
| 修稿时间： | 2003-05-26 |
Research on the Application of M.H.DIS Model on the Credit Asessment of Chinese Listed Enterprises |
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| LIU Zhan,FENG Zong-xian. Research on the Application of M.H.DIS Model on the Credit Asessment of Chinese Listed Enterprises[J]. Systems Engineering —Theory & Practice, 2004, 24(4): 76-82. DOI: 10.12011/1000-6788(2004)4-76 |
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| Authors: | LIU Zhan FENG Zong-xian |
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| Affiliation: | Management School, Xi'an Jiaotong University |
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| Abstract: | In terms of the current situations that there is lack of the practical and efficient credit analysis model, this article studies M.H.DIS credit analysis model due to Grecian researchers. this article chooses the financial data of 55 listed companies of 1999, and compiles the program by Matlab to get the experienced credit analysis curves. Furthermore, it takes use of the financial data of 60 listed companies of 2000 to test the above experienced curves, and gets better results. Therefore, this model is suitable for Chinese current situations and has great prospect. |
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| Keywords: | credis risk the model of credit assessment M.H.DIS model |
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