BANKA BAŞARISIZLIKLARININ DÜZELTİLMİŞ MİNİMUM SAPMA MODELİ İLE TAHMİN EDİLMESİ

Banka Başarısızlıklarının Düzeltilşmiş Minumum Sapma Modeli ile Tahmin Edilmesi

Keywords:

-,

___

  • AKTAŞ, R.I KARACAER, S.I KARACABEY, A.A. (2001), "Mali Oranlar Arasındaki ilişkilerin Faktör Analizi ile incelenmesi," .Muhasebe Bilim Dünyası Dergisi, CHt 3, Sayı 1: 9-28.
  • ALTMAN, E.I.INELSON, A.D. (1968), ~'Financial Ratios, Diseriminant Analysis and the Predietion of Corporate Bankruptey," Journal of Finance, 23: 589-609.
  • ASPAROUKHOV, O.K/STAM, A. (1997), "Mathematieal Programming Formulations for Two-group Classifieation with Binary Variables," Annals of Operations Research, 74:89.112.
  • BARNES, P. (1987), "The Analysis and Use of Finanejal Ratios: A Review Article," Journal of Business FinanceEtAccounting: 449-461.
  • CANBAŞ, s./ÇABUK, A.,/KILlÇ, S.B. (2004), "Predietion of Commercial Bank Failure via Multivariate Statistieal Analysis of Finaneial Struetures: The Turkish Case," European Journal of Operational Resarch (Article in Press).
  • FREED, N.lGLOVER, F. (1981a), "A Linear Programming Approaeh to the Diseriminant Problem," Decision Sciences, 12: 68-74.
  • FREED, N.lGLOVER, F. (1981b), "Simple but Powerful Goal Programming Formulations for the Discriminant Problem," European Journal of Operational Resarch, 7: 44-60.
  • GLOVER, F. (1990), "Improved Linear Programming Models for Diseriminant Analysis," Decision Sciences, 21: 771-785.
  • GUPTA, Y./R. RAO, BAGCHI, P. (1990), "Linear Goal Programming as an Alternative to Multivariate Diseriminant Analysis," Journol of Business Finance and Accounting, 17: 593-598.
  • HORRIGAN, J.O. (1965), "Some Emprieal Bases of Finaneial Ratio Analysis," Accounting Review, 558-568.
  • JOHNSON, W.B. (1978), "The Cross Sectional of Finaneial Patterns," Journal of Business financeEtAccounting, 207-214.
  • KARACABEY, A.A. (2003), "Matematiksel Programlama ile Sınıflandırma," Savunma Bi/imleri Dergisi, VoL.2, No:1.
  • KLINE, P. (1994), An Easy Guide to Factor Analysis (London: Routledge).
  • KONNO, H.lKOBAYASHI, H. (2000), "FaHure Diserimination and Rating of Enterprises by Semidefinite Programming," Asia-Pacific Financial Markets, 7: 261-273.
  • LOUCOPOULOS, C./PAVUR, R. (1997), "Experimental Evaluation of the Classificatory Performance of Mathematical Programming Approaches to the Three-group Discriminant Problem: the Case of Small Samples," Annals of Operations Research, 191-209.
  • LAURENT, C.R. (1979), "Improving the Effieieney and Effeetiveness of Finaneial Ratio Analysis," Journal of Business FinanceEtAccounting, 401-413.
  • MEAR, R./M.FIRTH, M. (1986), " A Note on the Finanejal Variable and Ratio Strueture of New Zealand Listed Companies," Accounting and Finance, 47-56.
  • PINCHES, G.E.I MINGO, K.A. (1973), "A Multivariate Analysis of Industrial Bond Ratings," Journal of Finance, 1-1.
  • RAGSDALE, C./STAM, A. (1991), "Mathematieal Programming Formulations for the Discriminant Problem: an Old Dog does New Trieks," Decision Sciences, 22: 296-306.
  • SUEYOSHI, T. (1999), "DEA-Diseriminant Analysis in the View of Goal Programming," European Journal of Operational Research, 115: 564-582.
  • SUEYOSHI, T. (2001), "Extended DEA- Diseriminant Analysis," European Journal of Operattonal Research, 131: 324-352.
  • SUEYOSHI, T. (2004), "Mixed Integer Programming Approaeh of Extended DEA-Discriminant Analysis," European Journal of Operattona/ Research, 152: 45.55.
  • WALLlN, J.lSUNDGREN,S. (1995), "Using Linear Programming to Predict BusinessFailure: An Empirical Study," NAN Research Papers, http://accounting. rutgers.edul NAN/Papersl .
  • ZAVGREN,C.V. (1983), "The Prediction of Corporate Failure: the State of the Art," Journalaf Accounting Literature, 1-18 .