中国B株企業における企業格付けモデルとポートフォリオの構築
スポンサーリンク
概要
- 論文の詳細を見る
This paper provides the two corporate rating models. One is the model that is constructed by using a pair comparison method. The other is the model that is constructed by using principal component analysis. There are two precedent studies about corporate rating. One is proposed by the Sinkasya. The other is proposed by Satina Company. This paper compares with differences between one corporate rating model and the other corporate rating model and constructs the portfolio by using stock prices. In conclusion, it has been clarified in this study that the model constructed by using a pair comparison method is the best model and has the validity in the empirical analysis of Chinese enterprises than the other models.
- 東海大学の論文
- 2005-09-30
著者
関連論文
- 株価の時系列分析とポートフォリオ・インシュアランスを用いたポートフォリオの構築(経営システム工学特集)
- 経営工学専攻(大学院)
- 経営システム工学科の目的と特徴(情報理工学部各学科の目的と特徴)
- 中国B株企業における企業格付けモデルとポートフォリオの構築
- 企業格付けモデルの研究(経営システム工学特集)
- 経営システム工学特集にあたって(経営システム工学特集)