| 基于主成分的Logistic模型的上市公司信用风险评价分析 |
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| 引用本文： | 郭富霞,路兰,高齐圣.基于主成分的Logistic模型的上市公司信用风险评价分析[J].青岛大学学报(自然科学版),2012,25(2):106-110. |
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| 作者姓名： | 郭富霞 路兰 高齐圣 |
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| 作者单位： | 青岛大学经济学院,山东青岛,266071 |
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| 基金项目： | 教育部人文社科研究规划基金项目 |
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| 摘 要： | 针对当前上市公司信用风险管理效果不佳的问题,提出以上市公司违约概率作为信用风险高低的衡量标准,利用我国上市公司的财务数据,结合主成分分析法和Logistic方法构造了上市公司信用风险评估模型。实证研究结果表明,该模型具有可信的识别预测和推广能力,能够为企业信用风险程度的判定提供客观依据。
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| 关 键 词： | 上市公司 信用风险 主成分分析法 Logistic模型 |
Evaluation Analysis of Credit Risk for Listed Company Based on Principal Component Analysis and Logistic Model |
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| GUO Fu-xia
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LU LAN
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GAO Qi-sheng.Evaluation Analysis of Credit Risk for Listed Company Based on Principal Component Analysis and Logistic Model[J].Journal of Qingdao University(Natural Science Edition),2012,25(2):106-110. |
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| Authors: | GUO Fu-xia LU LAN GAO Qi-sheng |
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| Institution: | (College of Economics,Qingdao University,Qingdao 266071,China) |
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| Abstract: | Aimed at the credit risk of commercial banks,taking the listed companies’ default rate as a criterion.,a model for credit risk evaluation was built based on principal component analysis and Logistic model.Results show that this model can effective predicts credit risks of the listed company. |
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| Keywords: | listed companies credit risk principal component analysis logistic model |
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