Geometric approach to static and dynamic measurements of risk, bankruptcy and market ranking
This thesis presents two new geometric techniques for empirical analysis of financial data with empirical application on bankruptcy risk prediction. Within these frameworks, we propose the use of new ratio representations (index), the Risk Box measure (RB) and the Dynamic Risk Space (DRS). We also d...
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| フォーマット: | 学位論文 |
| 言語: | 英語 英語 |
| 出版事項: |
2010
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| 主題: | |
| オンライン･アクセス: | http://psasir.upm.edu.my/id/eprint/22126/1/IPM%202010%2020R.pdf |