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A classic statistical model developed towards predicting financial distress

Dissertation (MBA)--University of Pretoria, 2013.

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Other Authors: Marks, Jonathan
Format: Thesis
Language:English
Published: University of Pretoria 2014
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access_status_str Open Access
author2 Marks, Jonathan
author_browse Marks, Jonathan
author_facet Marks, Jonathan
collection Thesis
dc_rights_str_mv © 2014 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria.
description Dissertation (MBA)--University of Pretoria, 2013.
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institution University of Pretoria (South Africa)
language English
last_indexed 2026-06-10T12:36:18.633Z
license_str Other — see source repository
provenance_str_mv Harvested via OAI-PMH from UPSpace — University of Pretoria Institutional Repository
publishDate 2014
publishDateRange 2014
publishDateSort 2014
publisher University of Pretoria
publisherStr University of Pretoria
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source_str UPSpace — University of Pretoria Institutional Repository
spelling oai:repository.up.ac.za:2263/41983 A classic statistical model developed towards predicting financial distress Marks, Jonathan ichelp@gibs.co.za Le Roux, Marrelie UCTD Process control—Statistical methods Dissertation (MBA)--University of Pretoria, 2013. To date there has been significant research on the topic of financial distress prediction, due to its relevance to various stakeholders. Beaver (1966), Altman (1968) and Ohlson (1980) are generally regarded as the pioneers in this field of study, despite heavy criticism their models are widely accepted and used. Studies by Grice & Ingram (2001); Grice & Dugan (2001) and Sudarsanam & Taffler (1995) have shown that these models require to be updated regularly with new variables and coefficients due to various factors. This study proposes to add to the body of knowledge by developing a distress prediction model using a classic statistical method and financial ratios, calculated on published company data of organisations listed on the Johannesburg Stock Exchange. zkgibs2014 Gordon Institute of Business Science (GIBS) MBA Unrestricted 2014-09-11T06:58:28Z 2014-09-11T06:58:28Z 2014-04-30 2013 Mini Dissertation Le Roux, M 2013, A classic statistical model developed towards predicting financial distress, MBA Mini Dissertation, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/41983> http://hdl.handle.net/2263/41983 en © 2014 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. application/pdf University of Pretoria
spellingShingle UCTD
Process control—Statistical methods
A classic statistical model developed towards predicting financial distress
title A classic statistical model developed towards predicting financial distress
title_full A classic statistical model developed towards predicting financial distress
title_fullStr A classic statistical model developed towards predicting financial distress
title_full_unstemmed A classic statistical model developed towards predicting financial distress
title_short A classic statistical model developed towards predicting financial distress
title_sort classic statistical model developed towards predicting financial distress
topic UCTD
Process control—Statistical methods
url http://hdl.handle.net/2263/41983