| Logistic-KMV模型对广西上市公司的信用风险评估 |
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| 引用本文： | 黄吉,蒋正祥. Logistic-KMV模型对广西上市公司的信用风险评估[J]. 广西经济管理干部学院学报, 2012, 0(3): 50-54,102 |
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| 作者姓名： | 黄吉 蒋正祥 |
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| 作者单位： | 广西大学商学院,南宁,530003 |
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| 摘 要： | 文章选取沪深两市2011年28家广西上市公司的11个财务指标进行分析,选取5个为主要的解释变量,建立logistic回归模型。然后将logistic回归模型与KMV模型进行结合,通过实证分析发现,Logistic-KMV混合模型能取得更好的评价结果。
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| 关 键 词： | 信用风险评估 logistic回归模型 KMV模型 Logistic-KMV模型 |
Credit Risks Appraisal on Listed Companies in Guangxi Zhuang Autonomous Region Using Logistic-KMV Model |
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| Huang Ji;Jiang Zhengxiang. Credit Risks Appraisal on Listed Companies in Guangxi Zhuang Autonomous Region Using Logistic-KMV Model[J]. The Journal of Guangxi Economic Management Cadre College, 2012, 0(3): 50-54,102 |
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| Authors: | Huang Ji Jiang Zhengxiang |
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| Affiliation: | Huang Ji;Jiang Zhengxiang (1.Business School of Guangxi University,Nanning 530003) |
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| Abstract: | In this article,the author selects 11 financial indices of 28 listed companies in Guangxi Zhuang Autonomous Region in Shanghai Stock Exchange and Shenzhen Stock Exchange in 2011.Among these financial indices,five indices are chosen as the major variables of explanation to establish the logistic regression model.After that,the logistic regression model is combined with the KMV Model.Through empirical analysis,the author finds that the logistic-KMV mixed model can attain better appraisal result. |
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| Keywords: | Credit risks appraisal Logistic regression model KMV Model Logistic-KMV Model |
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