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Monitoring credit risk in the social economy sector by means of a binary goal programming model

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Monitoring credit risk in the social economy sector by means of a binary goal programming model

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dc.contributor.author García García, Fernando es_ES
dc.contributor.author Guijarro Martínez, Francisco es_ES
dc.contributor.author Moya Clemente, Ismael es_ES
dc.date.accessioned 2016-04-15T13:41:32Z
dc.date.available 2016-04-15T13:41:32Z
dc.date.issued 2013-09
dc.identifier.issn 1862-8516
dc.identifier.uri http://hdl.handle.net/10251/62639
dc.description The final publication is available at Springer via http://dx.doi.org/10.1007/s11628-012-0173-7 es_ES
dc.description.abstract Monitoring the credit risk of firms in the social economy sector presents a considerable challenge, since it is difficult to calculate ratings with traditional methods such as logit or discriminant analysis, due to the relatively small number of firms in the sector and the low default rate among cooperatives. This paper intro- duces a goal programming model to overcome such constraints and to successfully manage credit risk using economic and financial information, as well as expert advice. After introducing the model, its application to a set of Spanish cooperative societies is described. es_ES
dc.language Inglés es_ES
dc.publisher Springer Verlag (Germany) es_ES
dc.relation.ispartof Service Business es_ES
dc.rights Reserva de todos los derechos es_ES
dc.subject Credit risk es_ES
dc.subject Cooperative firms es_ES
dc.subject Financial information es_ES
dc.subject Financial service institutions es_ES
dc.subject.classification ECONOMIA FINANCIERA Y CONTABILIDAD es_ES
dc.title Monitoring credit risk in the social economy sector by means of a binary goal programming model es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1007/s11628-012-0173-7
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials es_ES
dc.description.bibliographicCitation García García, F.; Guijarro Martínez, F.; Moya Clemente, I. (2013). Monitoring credit risk in the social economy sector by means of a binary goal programming model. Service Business. 7(3):483-495. doi:10.1007/s11628-012-0173-7 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion http://dx.doi.org/10.1007/s11628-012-0173-7 es_ES
dc.description.upvformatpinicio 483 es_ES
dc.description.upvformatpfin 495 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 7 es_ES
dc.description.issue 3 es_ES
dc.relation.senia 253350 es_ES
dc.identifier.eissn 1862-8508
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