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Scoring Et Anticipation De Defaillance Des Entreprises : Une Approche Par La Regression Logistique

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  • Patrick Boisselier

    (CRIFP - Centre de Recherche en Ingénierie Financière et Finances Publiques - Université de Nice Sophia-Antipolis)

  • Dominique Dufour

    (CRIFP - Centre de Recherche en Ingénierie Financière et Finances Publiques - Université de Nice Sophia-Antipolis)

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    Abstract

    L'anticipation de la défaillance des entreprises a été étudiée en détail et de manière récurrente dans la littérature comptable et financière. Cette analyse peut s'appuyer sur la mise en oeuvre de différents modèles statistiques. L'analyse discriminante popularisée par les travaux de la Banque de France en est une illustration. Dans ce travail, l'application de la technique de la régression logistique à deux échantillons d'entreprises -saines et faillies en 2002- nous permet d'obtenir des résultats significatifs et de proposer un modèle de prévision

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    File URL: http://halshs.archives-ouvertes.fr/docs/00/58/27/40/PDF/COM010.PDF
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    Bibliographic Info

    Paper provided by HAL in its series Post-Print with number halshs-00582740.

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    Date of creation: May 2003
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    Publication status: Published - Presented, Identification et maîtrise des risques : enjeux pour l'audit, la comptabilité et le contrôle de gestion, 2003, Belgium
    Handle: RePEc:hal:journl:halshs-00582740

    Note: View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00582740/en/
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    Keywords: prévision; défaillance; régression logistique;

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    1. Eisenbeis, Robert A, 1977. "Pitfalls in the Application of Discriminant Analysis in Business, Finance, and Economics," Journal of Finance, American Finance Association, American Finance Association, vol. 32(3), pages 875-900, June.
    2. Hamer, Michelle M., 1983. "Failure prediction: Sensitivity of classification accuracy to alternative statistical methods and variable sets," Journal of Accounting and Public Policy, Elsevier, Elsevier, vol. 2(4), pages 289-307.
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