Stochastische Unternehmensmodelle als Kern innovativer Ratingsysteme / Ulrich Blum ; Werner Gleißner ; Frank Leibbrand
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Discovery
505761513
URN
urn:nbn:de:gbv:3:2-4826
DOI
ISBN
ISSN
Autorin / Autor
Beiträger
Körperschaft
Erschienen
Halle : Inst. für Wirtschaftsforschung, 2005
Umfang
Online-Ressource (Text, 507 KB)
Ausgabevermerk
Sprache
ger
Anmerkungen
Inhaltliche Zusammenfassung
In our paper, we analyze, based on a new rating methodology, 105 enterprises from Saxony with respect to their ability to meet their financial obligations. It is based on classical financial-statement approach, a direct inclusion of risk and a stochastic simulation model of enterprise development. The results show that the method used is superior to presently used approaches and that it extends our knowledge of enterprise development. On and above its Basel-II applicability, it is a tool to analyze individual development strategies of firms.
Schriftenreihe
IWH-Diskussionspapiere ; 2005,6 ppn:37244492X