비재무적 정보를 포함한 부도예측모형의 예측력 비교연구 : Non-Financial Information and Comparison of Bankruptcy Prediction Model
- 주제(KDC) 320.000
- 설명문(일반) 본 연구의 완성을 위해 자료를 제공해준 이윤재 차장(신용보증기금)께 감사드립니다
- 발행기관 서강대학교 경제학연구원
- 발행년도 2002
- 총서유형 Journal
- 본문언어 한국어
초록/요약
Since previous researches of bankruptcy prediction model focused on financial information to analyze bankruptcy prediction model this paper empirically studies whether non-financial information can improve the accuracy of bankruptcy prediction. When non-financial ratios are included the accuracy is sharply increased, e.g., at least 8%p more. We also find that the model of artificial neural network maybe more accurate than the multivariate discriminant analysis or logit analysis, however, the difference is not too big.
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