我国上市公司行业分析方法及违约风险预警模型研究

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1、华中科技大学博士学位论文我国上市公司行业分析方法及违约风险预警模型研究姓名：汪冬华申请学位级别：博士专业：企业管理指导教师：龚朴20040430华中科技大学博士学位论文果与实际市场情况相一致。关键词:本构关系违约风险非参数统计GARCH模型期货市场华中科技大学博士学位论文ABSTRAC丁WiththedevelopmentofthesecuritiesmarketinChinatoanormativeoperationsmodel,regardingsecurityinvestment,investorsandinvestmentinstitutionfocusedonspeculative

2、psychology,buthavetransferredtoanalysisonintrinsicinvestmentvalueofsecurity.So,itisthemostimportantproblemfacinginvestorsatpresentthathowtoanalyzesomanylistedcompaniesgenerallyandhowtoselectstockstoinvest.Tomakeastudyonintrinsicinvestmentvalueofsecuritycomprehensivelyandscientifically,onthebasisofa

3、nalysisonlimitsaboutpresentresearchmethodsofinvestmentvalueofsecurity,thispaperhavemadeaframeofintegratedevaluationsystemaboutindustryinvestmentvalueoflistedcompany.Atthesametime,onthebasisofanalysisontheconcretesituationaboutdefaultriskofthesecuritiesmarketinChina,thedefaultrisk-warningmodelispres

4、entedinthispaper.Onthebasisoftheabove,thispapermakesastudyoninvestmentvalueoflistedcompanyfromtheindustryoflistedcompanyanditsdefaultrisk.AndthispapermakesastudyondefaultriskoffuturesmarketinChina.Intheframeofintegratedevaluationsystemaboutindustryinvestmentvalueoflistedcompany,itpresentsananalysis

5、methodofconstitutiverelationaboutindustrialinvestmentvalueoflistedcompany,andfurtherresearchesintosuchvaluefromitsindustry.Theconstitutiverelationmethodtakesaccountofallefectsoftheindustryenvironmentfrommacrotomicro,aswellascombinesqualitativeanalysiswithquantitativeanalysis.Inaddition,thispaperhas

6、appliedfuzzymathematicstoanalysisandevaluationonindustrialinvestmentvalueoflistedcompany.Also,validityoftheevaluationframeisverifiedbycomparisonbetweenresultsfromempiricalanalysisandevaluationofinvestmentvalueinrealestateanditsactualperformance.Furthermore,accordingtothedefaultconditioninChineselis

7、tedcompany,thispaperintroducestheconceptofdefaultriskintoresearchoninvestmentvalueoflistedcompanyandconsequentlyachievesadefaultrisk-wamingmodeloflistedcompany,whichissofaraninnovativeidea.Accordingtoinform