Прогнозиране на риска от несъстоятелност с модел, базиран на дискриминантен анализ, адаптиран за българските условия
Bankruptcy Prediction Model Based on Discriminant Analysis Using Bulgarian Data Set
Author(s): Ekatherina TzvetanovaSubject(s): Social Sciences, Economy, Business Economy / Management, Economic development
Published by: Нов български университет
Keywords: Bulgaria; Prediction model; Risk; Insolvency; Bankruptcy, Altman’s Z-score
Summary/Abstract: There is no a bankruptcy forecasting model based on the Bulgarian data stet up to now even if there are papers in this field from a century. However, in this study is suggested a bankruptcy forecasting model based on Bulgarian dataset. It is showed the classification test based on both development and testing sample. In addition, it is presented a comparison analysis of the classification accuracy between the developed model and the Altman’s Z-score which was updated in 2000. It is made a conclusions based on the analysis.
Journal: Годишник на департамент "Администрация и управление"
- Issue Year: 2/2017
- Issue No: 1
- Page Range: 155-163
- Page Count: 9
- Language: Bulgarian