教授 博士生导师 硕士生导师
性别: 男
毕业院校: 大连理工大学
学位: 博士
所在单位: 金融与会计研究所
学科: 管理科学与工程. 投资学. 会计学
办公地点: 大连理工大学经济管理学院D座535室
联系方式: 0411-84707374
电子邮箱: chigt@dlut.edu.cn
email : chigt@dlut.edu.cn
办公电话 : 0411-8470 7374
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论文类型: 期刊论文
第一作者: Yu, Shanli
通讯作者: Chi, GT (reprint author), Dalian Univ Technol, Fac Econ & Management, Dalian, Peoples R China.
合写作者: Chi, Guotai,Jiang, Xin
发表时间: 2019-01-14
发表刊物: MANAGEMENT DECISION
收录刊物: SCIE、SSCI、Scopus
卷号: 57
期号: 1
页面范围: 229-247
ISSN号: 0025-1747
关键字: Credit rating; Discriminatory power; Indicator system selection
摘要: Purpose The purpose of this paper is to propose a system with the highest discriminatory power by selecting an indicator system based on the K-S test according to the unique circumstances of small enterprises. Design/methodology/approach The proposed method relies on calculating the K-S test statistical magnitude of D iteratively to reach a system with the maximum discriminatory power. Findings The empirical results, demonstrated using 3,045 small businesses from a Chinese bank, show that credit rating system should focus on the indicator system's discriminatory power rather than a single indicator's discriminatory power, because the interaction between indicators affects the discriminatory power of the system. Practical implications The proposed method creates a credit rating system with the highest discriminatory power, rather than its indicators, which is a more reasonable and novel approach to credit rating. Originality/value The approach is unique because the final system will have high discriminatory power and has excellent potential for decision support. The authors believe that this contribution is theoretically and practically relevant because credit rating for small business is especially difficult and complicated.