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Bankruptcy prediction for Korean firms after the 1997 financial crisis: using a multiple criteria linear programming data mining approach

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  • Wikil Kwak

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  • Yong Shi
  • Gang Kou
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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s11156-011-0238-z
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    Bibliographic Info

    Article provided by Springer in its journal Review of Quantitative Finance and Accounting.

    Volume (Year): 38 (2012)
    Issue (Month): 4 (May)
    Pages: 441-453

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    Handle: RePEc:kap:rqfnac:v:38:y:2012:i:4:p:441-453

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    Web page: http://springerlink.metapress.com/link.asp?id=102990

    Related research

    Keywords: Korean; Bankruptcy; Data mining; Multiple criteria linear programming; C61; G33;

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    References

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    1. Ravi Kumar, P. & Ravi, V., 2007. "Bankruptcy prediction in banks and firms via statistical and intelligent techniques - A review," European Journal of Operational Research, Elsevier, Elsevier, vol. 180(1), pages 1-28, July.
    2. Yong Shi & Yi Peng & Gang Kou & Zhengxin Chen, 2005. "Classifying Credit Card Accounts For Business Intelligence And Decision Making: A Multiple-Criteria Quadratic Programming Approach," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 581-599.
    3. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, American Finance Association, vol. 23(4), pages 589-609, 09.
    4. Shumway, Tyler, 2001. "Forecasting Bankruptcy More Accurately: A Simple Hazard Model," The Journal of Business, University of Chicago Press, vol. 74(1), pages 101-24, January.
    5. Takahashi, Kichinosuke & Kurokawa, Yukiharu & Watase, Kazunori, 1984. "Corporate bankruptcy prediction in Japan," Journal of Banking & Finance, Elsevier, vol. 8(2), pages 229-247, June.
    6. Nikola A. Tarashev, 2008. "An Empirical Evaluation of Structural Credit-Risk Models," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 1-53, March.
    7. Darrell Duffie & Leandro Siata & Ke Wang, 2006. "Multi-Period Corporate Default Prediction With Stochastic Covariates," NBER Working Papers 11962, National Bureau of Economic Research, Inc.
    8. Bongini, Paola & Ferri, Giovanni & Hahm, Hongjoo, 2000. "Corporate Bankruptcy in Korea: Only the Strong Survive?," The Financial Review, Eastern Finance Association, Eastern Finance Association, vol. 35(4), pages 31-50, November.
    9. Hsin-Hung Chen, 2008. "The Timescale Effects of Corporate Governance Measure on Predicting Financial Distress," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 35-46.
    10. Li-Chiu Chi & Tseng-Chung Tang, 2006. "Bankruptcy Prediction: Application of Logit Analysis in Export Credit Risks," Australian Journal of Management, Australian School of Business, Australian School of Business, vol. 31(1), pages 17-27, June.
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    Cited by:
    1. Özgür Arslan-Ayaydin & Chris Florackis & Aydin Ozkan, 2014. "Financial flexibility, corporate investment and performance: evidence from financial crises," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 42(2), pages 211-250, February.

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