Matches in SemOpenAlex for { <https://semopenalex.org/work/W2127894279> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W2127894279 endingPage "412" @default.
- W2127894279 startingPage "392" @default.
- W2127894279 abstract "Corporate credit risk assessment decisions involve two major issues: the determination of the probability of default and the estimation of potential future benefits and losses for credit granting. The former issue is addressed by classifying the firms seeking credit into homogeneous groups representing different levels of credit risk. Classification/discrimination procedures commonly employed for such purposes include statistical and econometric techniques. This paper explores the performance of the M.H.DIS method (Multi-group Hierarchical DIScrimination), an alternative approach that originates from multicriteria decision aid (MCDA). The method is used to develop a credit risk assessment model using a large sample of firms derived from the loan portfolio of a leading Greek commercial bank. A total of 1411 firms are considered in both training and holdout samples using financial information through the period 1994–1997. A comparison with discriminant analysis (DA), logit analysis (LA) and probit analysis (PA) is also conducted to investigate the relative performance of the M.H.DIS method as opposed to traditional tools used for credit risk assessment. 2002 Elsevier Science B.V. All rights reserved." @default.
- W2127894279 created "2016-06-24" @default.
- W2127894279 creator A5057617768 @default.
- W2127894279 creator A5067950570 @default.
- W2127894279 creator A5074860559 @default.
- W2127894279 creator A5078211057 @default.
- W2127894279 date "2002-04-01" @default.
- W2127894279 modified "2023-10-17" @default.
- W2127894279 title "Credit risk assessment using a multicriteria hierarchical discrimination approach: A comparative analysis" @default.
- W2127894279 cites W113219032 @default.
- W2127894279 cites W1498303450 @default.
- W2127894279 cites W1985430010 @default.
- W2127894279 cites W1986718873 @default.
- W2127894279 cites W1994817221 @default.
- W2127894279 cites W2012544901 @default.
- W2127894279 cites W2043810828 @default.
- W2127894279 cites W2047966670 @default.
- W2127894279 cites W2048801439 @default.
- W2127894279 cites W2054135546 @default.
- W2127894279 cites W2088314982 @default.
- W2127894279 cites W2121635004 @default.
- W2127894279 cites W2143592834 @default.
- W2127894279 cites W2154606448 @default.
- W2127894279 cites W2170782514 @default.
- W2127894279 cites W4230474071 @default.
- W2127894279 cites W4242907277 @default.
- W2127894279 doi "https://doi.org/10.1016/s0377-2217(01)00254-5" @default.
- W2127894279 hasPublicationYear "2002" @default.
- W2127894279 type Work @default.
- W2127894279 sameAs 2127894279 @default.
- W2127894279 citedByCount "110" @default.
- W2127894279 countsByYear W21278942792012 @default.
- W2127894279 countsByYear W21278942792013 @default.
- W2127894279 countsByYear W21278942792014 @default.
- W2127894279 countsByYear W21278942792015 @default.
- W2127894279 countsByYear W21278942792016 @default.
- W2127894279 countsByYear W21278942792017 @default.
- W2127894279 countsByYear W21278942792018 @default.
- W2127894279 countsByYear W21278942792019 @default.
- W2127894279 countsByYear W21278942792020 @default.
- W2127894279 countsByYear W21278942792021 @default.
- W2127894279 countsByYear W21278942792022 @default.
- W2127894279 countsByYear W21278942792023 @default.
- W2127894279 crossrefType "journal-article" @default.
- W2127894279 hasAuthorship W2127894279A5057617768 @default.
- W2127894279 hasAuthorship W2127894279A5067950570 @default.
- W2127894279 hasAuthorship W2127894279A5074860559 @default.
- W2127894279 hasAuthorship W2127894279A5078211057 @default.
- W2127894279 hasConcept C112930515 @default.
- W2127894279 hasConcept C144133560 @default.
- W2127894279 hasConcept C41008148 @default.
- W2127894279 hasConceptScore W2127894279C112930515 @default.
- W2127894279 hasConceptScore W2127894279C144133560 @default.
- W2127894279 hasConceptScore W2127894279C41008148 @default.
- W2127894279 hasIssue "2" @default.
- W2127894279 hasLocation W21278942791 @default.
- W2127894279 hasOpenAccess W2127894279 @default.
- W2127894279 hasPrimaryLocation W21278942791 @default.
- W2127894279 hasRelatedWork W2093578348 @default.
- W2127894279 hasRelatedWork W2350741829 @default.
- W2127894279 hasRelatedWork W2358668433 @default.
- W2127894279 hasRelatedWork W2376932109 @default.
- W2127894279 hasRelatedWork W2382290278 @default.
- W2127894279 hasRelatedWork W2390279801 @default.
- W2127894279 hasRelatedWork W2748952813 @default.
- W2127894279 hasRelatedWork W2766271392 @default.
- W2127894279 hasRelatedWork W2899084033 @default.
- W2127894279 hasRelatedWork W3004735627 @default.
- W2127894279 hasVolume "138" @default.
- W2127894279 isParatext "false" @default.
- W2127894279 isRetracted "false" @default.
- W2127894279 magId "2127894279" @default.
- W2127894279 workType "article" @default.