| Cox模型在企业财务困境预警中的应用 |
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| 引用本文： | 王晓鹏,何建敏,马立成.Cox模型在企业财务困境预警中的应用[J].价值工程,2007,26(11):4-8. |
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| 作者姓名： | 王晓鹏 何建敏 马立成 |
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| 作者单位： | 东南大学经济管理学院,南京,210096 |
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| 摘 要： | 以我国上市公司为研究对象,借助于上市公司的财务样本数据,采用生存分析半参数模型——Cox模型,对企业财务困境进行预警。研究结果表明:该模型具有可以使用时间序列、无需样本配对、连续预测的特点,能够为企业提供更为有效的财务困境预测。
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| 关 键 词： | 财务困境 生存分析 Cox模型 |
| 文章编号： | 1006-4311（2007）11-0004-05 |
Application of Cox Model in the Prediction of Corporation's Financial Distress |
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| Wang Xiaopeng,He Jianmin,Ma Licheng.Application of Cox Model in the Prediction of Corporation''''s Financial Distress[J].Value Engineering,2007,26(11):4-8. |
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| Authors: | Wang Xiaopeng He Jianmin Ma Licheng |
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| Institution: | School of Economies and Management, Southeast University, Nanjing 210096, China |
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| Abstract: | This study has the Chinese listed firm as its research object and recurs to the financial stylebook data.Using a method named Cox model as the research tool to predict the corporation's financial distress.The research results show the Cox model has many characteristics and can predict effectively for firm. |
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| Keywords: | financial distress survival analysis Cox model |
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