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Financial Ratio Selection for Distress Classification

Financial Ratio Selection for Distress Classification

Roberto Kawakami Harrop Galvao, Victor M. Becerra, Magda Abou-Seada
Copyright: © 2005 |Pages: 6
ISBN13: 9781591405573|ISBN10: 1591405572|EISBN13: 9781591405597
DOI: 10.4018/978-1-59140-557-3.ch095
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MLA

Galvao, Roberto Kawakami Harrop, et al. "Financial Ratio Selection for Distress Classification." Encyclopedia of Data Warehousing and Mining, edited by John Wang, IGI Global, 2005, pp. 503-508. https://doi.org/10.4018/978-1-59140-557-3.ch095

APA

Galvao, R. K., Becerra, V. M., & Abou-Seada, M. (2005). Financial Ratio Selection for Distress Classification. In J. Wang (Ed.), Encyclopedia of Data Warehousing and Mining (pp. 503-508). IGI Global. https://doi.org/10.4018/978-1-59140-557-3.ch095

Chicago

Galvao, Roberto Kawakami Harrop, Victor M. Becerra, and Magda Abou-Seada. "Financial Ratio Selection for Distress Classification." In Encyclopedia of Data Warehousing and Mining, edited by John Wang, 503-508. Hershey, PA: IGI Global, 2005. https://doi.org/10.4018/978-1-59140-557-3.ch095

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Abstract

Prediction of corporate financial distress is a subject that has attracted the interest of many researchers in finance. The development of prediction models for financial distress started with the seminal work by Altman (1968), who used discriminant analysis. Such a technique is aimed at classifying a firm as bankrupt or nonbankrupt on the basis of the joint information conveyed by several financial ratios.

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