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- Author: William H Beaver
- Publisher: Now Publishers
- Year: 2011
- Pages: 90
- ISBN-10: 1601984243
- ISBN-13: 9781601984241
- Format: 15.6 x 23.4 x 0.5 cm, minkšti viršeliai
- Language: English
- SAVE -10% with code: EXTRA
Financial Statement Analysis and the Prediction of Financial Distress (e-book) (used book) | bookbook.eu
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Financial Statement Analysis and the Prediction of Financial Distress discusses the evolution of three main streams within the financial distress prediction literature: the set of dependent and explanatory variables used, the statistical methods of estimation, and the modeling of financial distress. Section 1 discusses concepts of financial distress. Section 2 discusses theories regarding the use of financial ratios as predictors of financial distress. Section 3 contains a brief review of the literature. Section 4 discusses the use of market price-based models of financial distress. Section 5 develops the statistical methods for empirical estimation of the probability of financial distress. Section 6 discusses the major empirical findings with respect to prediction of financial distress. Section 7 briefly summarizes some of the more relevant literature with respect to bond ratings. Section 8 presents some suggestions for future research and Section 9 presents concluding remarks.
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- Author: William H Beaver
- Publisher: Now Publishers
- Year: 2011
- Pages: 90
- ISBN-10: 1601984243
- ISBN-13: 9781601984241
- Format: 15.6 x 23.4 x 0.5 cm, minkšti viršeliai
- Language: English English
Financial Statement Analysis and the Prediction of Financial Distress discusses the evolution of three main streams within the financial distress prediction literature: the set of dependent and explanatory variables used, the statistical methods of estimation, and the modeling of financial distress. Section 1 discusses concepts of financial distress. Section 2 discusses theories regarding the use of financial ratios as predictors of financial distress. Section 3 contains a brief review of the literature. Section 4 discusses the use of market price-based models of financial distress. Section 5 develops the statistical methods for empirical estimation of the probability of financial distress. Section 6 discusses the major empirical findings with respect to prediction of financial distress. Section 7 briefly summarizes some of the more relevant literature with respect to bond ratings. Section 8 presents some suggestions for future research and Section 9 presents concluding remarks.
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