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Using Quantitative Data Analysis Techniques for Bankruptcy Risk Estimation for Corporations

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Author Info

  • Ştefan Daniel ARMEANU

    (Bucharest Academy of Economic Studies)

  • Georgeta VINTILĂ

    (Bucharest Academy of Economic Studies)

  • Maricica MOSCALU

    (Bucharest Academy of Economic Studies)

  • Maria-Oana FILIPESCU

    (Bucharest Academy of Economic Studies)

  • Paula LAZĂR

    (Bucharest Academy of Economic Studies)

Abstract

Diversification of methods and techniques for quantification and management of risk has led to the development of many mathematical models, a large part of which focused on measuring bankruptcy risk for businesses. In financial analysis there are many indicators which can be used to assess the risk of bankruptcy of enterprises but to make an assessment it is needed to reduce the number of indicators and this can be achieved through principal component, cluster and discriminant analyses techniques. In this context, the article aims to build a scoring function used to identify bankrupt companies, using a sample of companies listed on Bucharest Stock Exchange.

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Bibliographic Info

Article provided by Asociatia Generala a Economistilor din Romania - AGER in its journal Theoretical and Applied Economics.

Volume (Year): XVIII(2012) (2012)
Issue (Month): 1(566) (January)
Pages: 97-112

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Handle: RePEc:agr:journl:v:1(566):y:2012:i:1(566):p:97-112

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Keywords: aggregate indicator; scoring function; principal components; bankruptcy risk; company.;

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