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題名：經營效率與KMV模型於信用風險管理機制有效性之研究
書刊名：應用經濟論叢
作者：卓翠月 引用關係／黃明祥 引用關係
作者(外文)：Cho, Tsui-yueh／Huang, Ming-hsiang
出版日期：2012
卷期：特刊
頁次：頁241-278
主題關鍵詞：KMV模型；三階段資料包絡分析法；信用風險；KMV model；Three-stage data envelopment analysis；Credit risk evaluation
原始連結：連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:36
  • 點閱點閱:56
期刊論文
1.張美玲、王國樑(20041000)。有線電視系統業者經營效率之探討。管理評論，23(4)，45-64。new window  延伸查詢new window
2.黃劭彥、李超雄、洪光宏、吳東憲(20061200)。以經營效率觀點建立臺灣資訊電子業財務危機預警模型。文大商管學報，11(2)，1-20。new window  延伸查詢new window
3.Psillaki, M.、Tsolas, I. E.、Margaritis, D.(2010)。Evaluation of Credit Risk Based on Firm Performance。European Journal of Operational Research，201(3)，873-881。  new window
4.Golany, B.、Roll, Y.(1993)。Some extension of techniques to handle non-discretionary factors in data envelopment analysis。Journal of Productivity Analysis，4(4)，419-432。  new window
5.許鎦響(20090900)。臺灣IC設計產業生產效率評估／三階段DEA法之應用。商管科技季刊，10(3)，439-463。new window  延伸查詢new window
6.Abbott, M.、Doucouliagos, C.(2003)。The Efficiency of Australian Universities: A Data Envelopment Analysis。Economics of Education Review，22(1)，89-97。  new window
7.Chen, C. J.、Yeh, Q. J.(2005)。A comparative performance evaluation of Taiwan's high-tech industries。International Journal of Business Performance Management，7(1)，16-33。  new window
8.Martin, Daniel(1977)。Early Warning of Bank Failure: a Logit Regression Approach。Journal of Banking and Finance，1(3)，249-276。  new window
9.盧永祥、傅祖壇(20070400)。產出品質、組織特性與臺灣高等技職院校之經營效率。管理評論，26(2)，1-21。new window  延伸查詢new window
10.Mensah, Yaw M.(1984)。An examination of the stationarity of multivariate bankruptcy prediction models: A methodological study。Journal of Accounting Research，22(1)，380-395。  new window
11.Zavgren, C. V.(1985)。Assessing the Vulnerability to Failure of American Industrial Firms: A Logistic Analysis。Journal of Business Finance and Accounting，12(1)，19-46。  new window
12.Banker, Rajiv D.、Morey, Richard C.(1986)。Efficiency Analysis for Exogenously Fixed Inputs and Outputs。Operations Research，34(4)，513-521。  new window
13.Thore, Sten、Phillips, Fred、Ruefli, T. W.、Yue, P.(1996)。DEA and the management of the product cycle: The US computer industry。Computers and Operations Research，23(4)，341-356。  new window
14.Rezaee, Z.(20050400)。Causes, consequences, and deterence of financial statement fraud。Critical Perspectives on Accounting，16(3)，277-298。  new window
15.Fried, Harold O.、Lovell, C. A. Knox、Schmidt, Shelton S.、Yaisawarng, Suthathip(2002)。Accounting for Environmental Effects and Statistical Noise in Data Envelopment Analysis。Journal of Productivity Analysis，17(1/2)，157-174。  new window
16.Jarrow, Robert A.、Turnbull, Stuart M.(1995)。Pricing Derivatives on Financial Securities Subject to Credit Risk。Journal of Finance，50(1)，53-85。  new window
17.Wang, Eric C.、Huang, Weichiao C.(2007)。Relative efficiency of R&D activities: a cross-country study accounting for environmental factors in the DEA approach。Research Policy，36(2)，260-273。  new window
18.Fried, Harold O.、Schmidt, Shelton S.、Yaisawarng, Suthathip(1999)。Incorporating the Operating Environment into a Nonparametric Measure of Technical Efficiency。Journal of Productivity Analysis，12(3)，249-267。  new window
19.Timmer, C. P.(1971)。Using a Probabilistic Frontier Production Function to Measure Technical Efficiency。Journal of Political Economy，79(4)，776-794。  new window
20.Merton, Robert C.(1974)。On the Pricing of Corporate Debt: The Risk Structure of Interest Rates。The Journal of Finance，29(2)，449-470。  new window
21.Banker, Rajiv D.、Charnes, Abraham、Cooper, William Wager(1984)。Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis。Management Science，30(9)，1078-1092。  new window
22.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy，81(3)，637-654。  new window
23.Ohlson, James A.(1980)。Financial Ratios and the Probabilistic Prediction of Bankruptcy。Journal of Accounting Research，18(1)，109-131。  new window
24.黃明祥、許光華、溫健志(20041200)。以存活分析法建立金融機構信用風險管理機制之研究。臺灣銀行季刊，55(4)，66-92。new window  延伸查詢new window
25.Altman, Edward I.(1968)。Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy。The Journal of Finance，23(4)，589-609。  new window
26.Farrell, Michael James(1957)。The Measurement of Productive Efficiency。Journal of the Royal Statistical Society: Series A (General)，120(3)，253-290。  new window
27.Charnes, Abraham、Cooper, William W.、Rhodes, Edwardo(1978)。Measuring the efficiency of decision making units。European Journal of Operational Research，2(6)，429-444。  new window
28.Stiglitz, Joseph E.(1972)。Some Aspects of the Pure Theory of Corporate Finance: Bankruptcies and Take-Overs。The Bell Journal of Economics and Management Science，3(2)，458-482。  new window
29.Zmijewski, Mark E.(1984)。Methodological Issues Related to the Estimation of Financial Distress Prediction Models。Journal of Accounting Research，22(Supplement)，59-82。  new window
30.黃台心、陳盈秀(2005)。應用三階段估計法探討台灣地區銀行業經營效率。貨幣市場，9，1-27。  延伸查詢new window
31.Becchetti, L.、Sierra, J.(2003)。Bankruptcy Risk and Productive Efficiency in Manufacturing Firms。Journal of Banking and Finance，27，2099-2120。  new window
32.Cielen, A.、Peeters, L.、Vanhoof, K.(2004)。Bankruptcy Prediction Using a Data Envelopment Analysis。European Journal of Operation Research，154(2)，526-532。  new window
33.Gestel, T. V.、Baesens, B.、Suykens, J.、Poel, D. V.、Baestaens, D. E.、Willekens, M.(2006)。Bayesian Kernel Based Classification for Financial Distress Detection。European Journal of Operational Research，172，979-1003。  new window
34.Glass, J. C.、McGallion, G.、McKillop, D. G.、Stringer, K.(2006)。A Techically Level Playing-field Profit Efficiency Analysis of Enforced Competition between Publicly Funded Institutions。European Economic Review，50，1601-1626。  new window
35.Keasey, K.、Waston, R.(1987)。Non-financial Symptoms and the Prediction of Small Company Failure: A Test of Argent’s Hypotheses。Journal of Business Finance and Accounting，14，335-354。  new window
36.Lee, J. Y.(2008)。Application of the Three-stage DEA in Measuring Efficiency: An Empirical Evidence。Applied Economics Letters，15，49-52。  new window
37.Paradi, J. C.、Asmild, M.、Simak, P. C.(2004)。Using DEA and Worst Practice DEA in Credit Risk Evaluation。Journal of Productivity Analysis，21，153-165。  new window
38.Rhee, K. H.、Pyo, H. K.(2010)。Financial Crisis and Relative Productivity Dynamics in Korea: Evidence from Firm-level Data (1992-2003)。Journal of Productivity Analysis，34(2)，111-131。  new window
39.Shang, J. K.、Hung, W. T.、Lo, C. F.、Wang, F. C.(2008)。Ecommerce and Hotel Performance: Three-stage DEA Analysis。Service Industries Journal，28，529-540。  new window
40.Tinsley, P. A.(1970)。Capital Structure, Precautionary Balances, and Valuation of the Firm: The Problem of Financial Risk。Journal of Financial and Quantitative Analysis，5，33-62。  new window
會議論文
1.李沃牆、許峻賓(2004)。KMV 模型於預警系統之實證研究。台北。  延伸查詢new window
圖書
1.Kealhofer, S.、Kurbat, M.(2001)。The Default Prediction Power of the Merton Approach, Relative to Debt Ratings and Accounting Variables。San Francisco, CA.：Monograph, KMV Corporation。  new window
2.Fried, H. O.、Lovell, C. A. K.、Schmidt, S. S.(1993)。The Measurement of Productive Efficiency: Techniques and Applications。Oxford University Press。  new window
3.黃鏡如、傅祖壇、黃美瑛(2008)。績效評估--效率與生產力之理論與應用。臺北：福懋出版社：新陸書局。  延伸查詢new window
4.Bohn, J. R.(1999)。Using Market Data to Value Credit Risky Instruments。  new window
5.Finger, C. C.(2002)。Credit Grades Technical Document。New York。  new window
6.Saunders, A.、Cornett, M.(2007)。Financial Markets and Institutions: An Introduction to the Risk Management Approach。New York。  new window
 
 
 
 
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