Benchmarking new statistical techniques in ration-based modelling of corporate collapse

Hossari, Ghassan 2007, Benchmarking new statistical techniques in ration-based modelling of corporate collapse, International review of business research papers, vol. 3, no. 3, pp. 141-161.

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Title Benchmarking new statistical techniques in ration-based modelling of corporate collapse
Author(s) Hossari, Ghassan
Journal name International review of business research papers
Volume number 3
Issue number 3
Start page 141
End page 161
Publisher World Business Institute
Place of publication Melbourne, Vic.
Publication date 2007-08
ISSN 1837-5685
Keyword(s) finance
Summary Up until 1979, Multiple Discriminant Analysis (MDA) was the primary multivariate methodological approaches to ratio-based modelling of corporate collapse. However, as new statistical tools became available, researchers started testing them with the primary objective of deriving models that would at least do as good a job as MDA, but that rely on fewer assumptions. Regardless of which methodological approach was chosen, most were compared to MDA. This paper analyses 84 studies on ratio based modelling of corporate collapse over the period 1968 to 2004. The results indicate that when MDA was not the primary methodology it was the benchmark of choice for comparison; thereby, demonstrating its importance as a foundation multivariate methodological approach in signalling corporate collapse.
Language eng
Field of Research 150201 Finance
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2007, World Business Institute
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Document type: Journal Article
Collections: Faculty of Business and Law
Deakin Business School
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