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

• SPSS
• BANKADVISER
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Cites Work

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