Firm credit risk evaluation: a series two-stage DEA modeling framework

DOI10.1007/s10479-014-1566-xzbMath1358.90061OpenAlexW1978468508MaRDI QIDQ889566

Ioannis E. Tsolas

Publication date: 9 November 2015

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-014-1566-x

zbMATH Keywords

data envelopment analysiscredit riskGreecebasic resources sectorchemicals sector

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Credit risk (91G40)

Related Items (4)

Risk disclosure and firm operational efficiency ⋮ A novel dynamic credit risk evaluation method using data envelopment analysis with common weights and combination of multi-attribute decision-making methods ⋮ Developing an integrated fuzzy credit rating system for SMEs using fuzzy-BWM and fuzzy-TOPSIS-sort-C ⋮ Can earnings management information improve bankruptcy prediction models?

Uses Software

• DEA
• SPSS
• BANKADVISER

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
• Measuring the efficiency of decision making units
• Numerical study of heat transfer enhancement with the use of nanofluids in radial flow cooling system
• A hybrid radial basis function and data envelopment analysis neural network for classification
• Measuring overall efficiency and effectiveness using DEA
• Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
• Are state-owned banks less efficient? A long- vs. short-run data envelopment analysis of Chinese banks
• DEA as a tool for bankruptcy assessment: A comparative study with logistic regression technique
• Evaluation of credit risk based on firm performance
• Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions
• Business failure prediction using rough sets
• Multicriteria decision aid methods for the prediction of business failure
• Bankruptcy prediction using a data envelopment analysis.
• Credit risk assessment using a multicriteria hierarchical discrimination approach: a comparative analysis
• Multicriteria decision aid classification methods
• Model combination for credit risk assessment: a stacked generalization approach
• A note on some of DEA models and finding efficiency and complete ranking using common set of weights
• Developing a multicriteria decision support system for financial classification problems: the finclas system
• Designing a DSS for the assessment of company performance and viability

This page was built for publication: Firm credit risk evaluation: a series two-stage DEA modeling framework