Моделирование вероятности дефолта в строительном секторе: факторы корпоративного построения
In this paper, we have estimated the probability for default in large construction companies in Russia using the classic method for this purpose – logistic regression. Our task incorporates testing corporate governance factors and analyzing the predictive power of the model with regularization (Lass...
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| Format: | Article |
| Language: | English |
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National Research University Higher School of Economics
2017-09-01
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| Series: | Корпоративные финансы |
| Subjects: | |
| Online Access: | https://cfjournal.hse.ru/article/view/7212/8126 |