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EAE Editorial Academia Espanola Valuación de Riesgos Estrátegico y Financiero: Para las Empresas Pequeñas y Medianas

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Description

Estudiar las PyMEs en México tiene relevancia ya que son consideradas eje para el desarrollo de un país, y requieren mayor atención para el logro de sus objetivos. Existen pocos estudios de predicción de quiebra que incorporen información tanto cualitativa como cuantitativa en la modelación de riesgos, especialmente, aplicable a las PyMEs en México, entonces, identificar factores asociados a la quiebra en estas empresas resulta significativo. En este trabajo se aplicó el Modelo de Probabilidad Lineal (MPL) y el Modelo de Regresión Logística (MRL) para predecir los riesgos de quiebra en empresas PyMEs en una muestra de 36 empresas de los sectores industrial, comercial y de servicios pertenecientes al Estado de Morelos, para los años 2010, 2011 y 2012. Partiendo de 18 variables cuantitativas y 5 cualitativas, se seleccionó el modelo de predicción, utilizando selección hacia atrás y el criterio de información Bayesiano en el MPL. Esta misma especificación de predictores, se aplicó en un MRL ajustando los errores estándar por las dependencias en los datos de la misma empresa en el tiempo, se valoró el poder de clasificación del modelo mediante análisis ROC.

Product Specifications

Format
Paperback
Domain
Amazon UK
Release Date
24 March 2020
Listed Since
18 April 2020

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