科研管理

科研管理 ›› 2010, Vol. 31 ›› Issue (3): 158-164 .

• 论文 • 上一篇    下一篇

DEA模型在中小上市企业信用风险的实证研究

林莎，雷井生   



  1. （中南大学商学院，湖南 长沙410083）
  • 收稿日期:2008-10-19 修回日期:2009-04-28 出版日期:2010-05-27 发布日期:2010-05-27

Research on DEA model of the credit risks for listed SMEs

Lin Sha, Lei Jingsheng   

  1. （School of Business Administration, Central South University, Changsha 410083, China）
  • Received:2008-10-19 Revised:2009-04-28 Online:2010-05-27 Published:2010-05-27

PDF

2450

摘要： 摘要：相对于大型企业，我国中小上市企业失信违规行为时有发生，研究中小上市企业的信用风险对促进我国中小企业的健康发展具有重要意义。因此，本文在对DEA概念进行介绍的基础上，将Nomal/Worst DEA方法以及分层技术相结合，对中小上市企业进行信用风险评估，结果表明：该模型对上市中小企业信用风险前两年预测的精度较高，模型在输入和输出指标上的选取，不但克服了DMA类信用评估方法在选取样本公司和判别定点上的缺陷，还体现了较高的操作性。

关键词: DEA, 中小上市企业, 信用风险

Abstract: Abstract: Comparising with the large enterprises, the violation of promise and regulations of listed SMEs have occured frequently. It is importance to study the credit risks of listed SMEs for the purpose promoting the healthy development of SMEs. The DEA model based on Nomal/Worst DEA concept is introduced, and then the credit risks of listed SMEs in China are evaluated by this model. The result indicates that the credit risks of listed SMEs on basis of the model prediction is relatively correct in the past two years, the selection of input index and output index for the model has a higher accuracy and is more operable.

Key words: DEA, listed SMEs, credit risk

中图分类号: