A Study on Risk, Return and Duration of the Listed Companies ofChina：An Application of Financial Distress PredictionModel and Markov Absorbing Chain
碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 94 === Abstract At first, this paper uses logit regression to construct a financial distress prediction model in the stock market of China. The research samples are the companies of the A-share in the stock market of Shanghai and Shenzhen at 2003. The empirical res...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77071389495376831055 |