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    政大機構典藏 > 商學院 > 金融學系 > 學位論文 >  Item 140.119/31193
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/31193


    Title: 公司治理對於企業危機預警影響探討---Logistic迴歸應用
    Authors: 蔡家明
    Tsai,Jia Ming
    Contributors: 沈中華
    黃台心

    Shen,Chung Hua
    Huang,Tai Hsin

    蔡家明
    Tsai,Jia Ming
    Keywords: 公司治理
    邏輯思迴歸
    危機機率
    預警模型
    Date: 2007
    Issue Date: 2009-09-14 09:30:30 (UTC+8)
    Abstract: 有鑑於公司治理優劣對於公司財務狀況影響之議題逐漸受到重視,因此本文首先由20個公司治理篩選對於危機具有鑑別能力之因子,由於公司治理提供財務報表之額外資訊,首先利用邏輯思迴歸進行傳統財務模型危機機率的估計,並利用線性加入公司治理因子、加入公司治理交乘項將原始模型延伸分別進行模型之危機機率估計,並以巴塞爾協定所提供之模型驗證方法進行樣本外資料評估模型鑑別危機與否能力;使用方法包括K-S檢定、ROC曲線、CAP曲線以及其相對應的值化方法包含AUC值以及Gini係數。結果加入利用公司治理資訊之延伸模型在各種驗證方法中皆強於原始財務模型,可提供公司治理對於企業危機預警之預測進行參考。
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    Description: 碩士
    國立政治大學
    金融研究所
    95352022
    96
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0095352022
    Data Type: thesis
    Appears in Collections:[金融學系] 學位論文

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