Geometric approach to static and dynamic measurements of risk, bankruptcy and market ranking

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Geometric approach to static and dynamic measurements of risk, bankruptcy and market ranking

This thesis presents two new geometric techniques for empirical analysis of financial data with empirical application on bankruptcy risk prediction. Within these frameworks, we propose the use of new ratio representations (index), the Risk Box measure (RB) and the Dynamic Risk Space (DRS). We also d...

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Bibliographic Details
Main Author:	Bahiraie, Alireza
Format:	Thesis
Language:	English English
Published:	2010
Subjects:	Geometric analysis Bankruptcy Risk
Online Access:	http://psasir.upm.edu.my/id/eprint/22126/ http://psasir.upm.edu.my/id/eprint/22126/1/IPM%202010%2020R.pdf

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