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Credit risk assessment using a multicriteria hierarchical discrimination approach: A comparative analysis

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  • Doumpos, M.
  • Kosmidou, K.
  • Baourakis, G.
  • Zopounidis, C.

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  • Doumpos, M. & Kosmidou, K. & Baourakis, G. & Zopounidis, C., 2002. "Credit risk assessment using a multicriteria hierarchical discrimination approach: A comparative analysis," European Journal of Operational Research, Elsevier, vol. 138(2), pages 392-412, April.
    • Handle: RePEc:eee:ejores:v:138:y:2002:i:2:p:392-412
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    References listed on IDEAS

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    1. Jacquet-Lagreze, E. & Siskos, J., 1982. "Assessing a set of additive utility functions for multicriteria decision-making, the UTA method," European Journal of Operational Research, Elsevier, vol. 10(2), pages 151-164, June.
    2. Lane, Sylvia, 1972. "Submarginal Credit Risk Classification," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 7(1), pages 1379-1385, January.
    3. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, September.
    4. Edward I. Altman, 1968. "The Prediction Of Corporate Bankruptcy: A Discriminant Analysis," Journal of Finance, American Finance Association, vol. 23(1), pages 193-194, March.
    5. Ohlson, Ja, 1980. "Financial Ratios And The Probabilistic Prediction Of Bankruptcy," Journal of Accounting Research, Wiley Blackwell, vol. 18(1), pages 109-131.
    6. Srinivasan, Venkat & Ruparel, Bharat, 1990. "CGX: An expert support system for credit granting," European Journal of Operational Research, Elsevier, vol. 45(2-3), pages 293-308, April.
    7. Srinivasan, Venkat & Kim, Yong H, 1987. "Credit Granting: A Comparative Analysis of Classification Procedures," Journal of Finance, American Finance Association, vol. 42(3), pages 665-681, July.
    8. Bardos, Mireille, 1998. "Detecting the risk of company failure at the Banque de France," Journal of Banking & Finance, Elsevier, vol. 22(10-11), pages 1405-1419, October.
    9. Keasey, K & McGuinness, P & Short, H, 1990. "Multilogit approach to predicting corporate failure--Further analysis and the issue of signal consistency," Omega, Elsevier, vol. 18(1), pages 85-94.
    10. Zopounidis, Constantin & Doumpos, Michael, 1999. "A Multicriteria Decision Aid Methodology for Sorting Decision Problems: The Case of Financial Distress," Computational Economics, Springer;Society for Computational Economics, vol. 14(3), pages 197-218, December.
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