Logistic robust method to new generalized geometric credit risk approach

This paper presents a complementary technique for empirical analysis of financial ratios and bankruptcy risk. Within this new framework, we propose the use of a new measure of risk, the Generalized Risk Box (GRB) measure. This method would be a general methodological guideline associated with financ...

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Bibliographic Details
Main Authors: Bahiraie, Alireza, Abdul Karim, Mohd Azhar, Ibrahim, Noor Akma
Format: Article
Language:English
Published: Hikari 2010
Online Access:http://psasir.upm.edu.my/id/eprint/15484/1/bahiraieAMS1-4-2010.pdf