【作者】 袁陵；

【导师】 吴应宇；

【作者基本信息】 东南大学 ， 产业经济学， 2004， 硕士

【摘要】 危机预警问题是一个关系到投资者和经营管理者切身利益的重大问题。随着我国证券市场环境的不断改善、投资者投资理念的逐步成熟以及经营者经营心态的端正,对于有关企业危机预警的理论和方法将会有更多更广泛的需求。正是在这样的大背景下,本文选择了危机预警这一紧俏课题,并围绕着我国上市公司危机预警展开了详细地分析和论述。 本文在详细回顾了危机预警研究的发展历程的基础上,针对当前这一领域研究存在的问题和不足,在理论和实证两个层次、两个范畴作了分析和探讨。在理论研究范畴,本文重新审视和明确了企业危机的概念及特征认定,并在结合企业危机成因经验分析的过程中,深入地描述和探讨了企业危机的形成机制、成长及扩散问题,最终在这些研究的基础之上,本文提出了对企业危机预警体系的设计思想。在实证研究过程中,本文以理论研究成果为指导,在方法上首次选择了以因子分析、聚类分析以及逻辑回归分析三种计量方法组成的方法组合,对遴选的预警指标体系,利用我国深市机械、设备、仪表类上市公司的实际数据,展开了全面地分析,拟合出上市公司危机预警模型。更多还原

【Abstract】 The prediction of crisis is a big problem that concerns the vital interests of companies’ investors and managers. With a constant improvement of security market’s environment in our country, investor s ’ thoughts of investment becoming gradually ripe and the managers’ psychology becoming rational, there will be more extensive demands for the early warning of business crisis. Just in this background, this paper selects this hard-to-get problem for the thesis. And it has launched analysis and expounds in detail about the crisis early warning for listed companies of our country.It provides a specifical review of the literatures and development framework for this problem firstly. On base of it , to avoid some limitations and insufficient that exist in the present studies, it will take analysis and make discussions in two parts, one is in theory field and the other is in empirical study. In theory study, it examines closely and makes again clearly on the concept and characteristic of the business crisis. Along with the empirical analyses to origins, it describes and probes into the forming mechanism, growth and spreading of business crisis deeply. Finally, it puts forward a design philosophy to the crisis early warning system of enterprises. In positive research, using selected early warning index system and datum from Machinery, equipment, instrument type listed companies, it chooses and uses Factor Analysis approach, Cluster Analysis approach and Logistic Regression approach, three methods together for the first time , to get a prediction model. At the end, it successfully presents a early warning model with higher percentage that it correctly predicts.更多还原