| dc.contributor.advisor | 沈中華<br>黃台心 | zh_TW |
| dc.contributor.advisor | Shen,Chung Hua<br>Huang,Tai Hsin | en_US |
| dc.contributor.author (Authors) | 蔡家明 | zh_TW |
| dc.contributor.author (Authors) | Tsai,Jia Ming | en_US |
| dc.creator (作者) | 蔡家明 | zh_TW |
| dc.creator (作者) | Tsai,Jia Ming | en_US |
| dc.date (日期) | 2007 | en_US |
| dc.date.accessioned | 14-Sep-2009 09:30:30 (UTC+8) | - |
| dc.date.available | 14-Sep-2009 09:30:30 (UTC+8) | - |
| dc.date.issued (上傳時間) | 14-Sep-2009 09:30:30 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0095352022 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/31193 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 金融研究所 | zh_TW |
| dc.description (描述) | 95352022 | zh_TW |
| dc.description (描述) | 96 | zh_TW |
| dc.description.abstract (摘要) | 有鑑於公司治理優劣對於公司財務狀況影響之議題逐漸受到重視，因此本文首先由20個公司治理篩選對於危機具有鑑別能力之因子，由於公司治理提供財務報表之額外資訊，首先利用邏輯思迴歸進行傳統財務模型危機機率的估計，並利用線性加入公司治理因子、加入公司治理交乘項將原始模型延伸分別進行模型之危機機率估計，並以巴塞爾協定所提供之模型驗證方法進行樣本外資料評估模型鑑別危機與否能力；使用方法包括K-S檢定、ROC曲線、CAP曲線以及其相對應的值化方法包含AUC值以及Gini係數。結果加入利用公司治理資訊之延伸模型在各種驗證方法中皆強於原始財務模型，可提供公司治理對於企業危機預警之預測進行參考。 | zh_TW |
| dc.description.tableofcontents | 第一章、緒論...........................................6 1.1 研究背景..........................................6 1.2 研究目的..........................................7 1.3 研究流程..........................................9 第二章、文獻回顧........................................10 2.1 公司治理與財務預警文獻..............................10 2.2 採用模型文獻回顧...................................16 第三章、研究設計........................................20 3.1 研究模型..........................................21 3.2 樣本定義..........................................23 3.3 個別資訊評分模型...................................24 3.4 評分模型延伸......................................27 第四章、實證結果與分析...................................29 4.1 財務模型..........................................29 4.1 公司治理因子選取實證結果............................30 4.3 危機機率轉換.......................................34 4.4 模型延伸一實證結果..................................34 4.5 模型延伸二實證結果..................................36 4.6 模型驗證結果.......................................42 第五章、結論與建議......................................47 5.1 結論..............................................47 5.2 論文建議及限制.....................................49 參考文獻...............................................50 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0095352022 | en_US |
| dc.subject (關鍵詞) | 公司治理 | zh_TW |
| dc.subject (關鍵詞) | 邏輯思迴歸 | zh_TW |
| dc.subject (關鍵詞) | 危機機率 | zh_TW |
| dc.subject (關鍵詞) | 預警模型 | zh_TW |
| dc.title (題名) | 公司治理對於企業危機預警影響探討---Logistic迴歸應用 | zh_TW |
| dc.type (資料類型) | thesis | en |
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