Corporate Default Rating with the News Effect and the Application to Portfolio Management
碩士 === 國立高雄第一科技大學 === 金融研究所 === 100 === This paper constructs a corporate default rating model that incorporates financial data and public media. Previous studies employ quantitative financial data to construct a forecasting model of corporate distress (Altman, 1968; Platt and Platt, 2006; Koopman a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04404146854010324755 |