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国外风险管理研究的理论、方法及其进展 被引量:109

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摘要 本文对国外有关风险研究的文献进行了介绍,并且阐述了风险的内涵及其研究 状况;在此基础上提出了研究风险管理的理论框架,并对风险分析模型进行了概述和总结,最 后提出了未来的研究方向。
作者 汪忠 黄瑞华
出处 《外国经济与管理》 CSSCI 北大核心 2005年第2期25-31,共7页 Foreign Economics & Management
基金 国家自然科学基金资助项目(批准号:70171007和70472038)
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参考文献20

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二级参考文献15

  • 1王春峰,万海晖,张维.组合预测在商业银行信用风险评估中的应用[J].管理工程学报,1999,13(1):11-14. 被引量:67
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  • 7Lundy M. Cluster analysis in credit scoring[A]. Credit Scoring and Credit Control[ M]. New York: Oxford University Press, 1993.25--36.
  • 8Gordy M B. A comparative anatomy of credit risk models[J]. Journal of Banking and Finance, 2000, (24) : 119--149.
  • 9Thorsen Poddig. Bankruptcy prediction: A comparison with discfiminant analysis[ A ]. Neural Networks in the Capital Markets[M].edited by Apostolos-Paul Refenes, 1992. 311--323
  • 10Frydman H, Altman E 1, Kao Duen-Li. Introducing recursive partitioning for financial classification: The case of financial distress[J]. Journal of Finance, 1985, 40(1): 269--291.

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引证文献109

二级引证文献441

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