DocumentCode
1841372
Title
Research on financial risk early warning indexes system based on combination weight
Author
Zhirui, Liu ; Zheng, Qin
Author_Institution
Inf. Manage. & Eng., Shanghai Univ. of Finance & Econ., Shanghai, China
Volume
1
fYear
2011
fDate
13-15 May 2011
Firstpage
397
Lastpage
402
Abstract
In this paper, from the view of financial risk early-warning, we select the indexes which can give early-warning of financial crisis, and propose two ways from subjectivity and objectivity to get weights, where we choose factorial analysis as objective method, and Analytic Hierarchy Process as subjective method. Then we use combined means to acquire a compositive weight of each index, then it can reflect the importance of each index in financial risk early-arming. At last, we can perpetrate early-arming of the condition of financial safety via the weight of the indexes.
Keywords
decision making; financial management; risk management; statistical analysis; analytic hierarchy process; combination weight; factorial analysis; financial crisis; financial risk early warning index system; objective method; subjective method; Economic indicators; Eigenvalues and eigenfunctions; Exchange rates; Indexes; Macroeconomics; Stock markets; AHP; Factorial analysis; Financial early-warning index; combined means;
fLanguage
English
Publisher
ieee
Conference_Titel
Business Management and Electronic Information (BMEI), 2011 International Conference on
Conference_Location
Guangzhou
Print_ISBN
978-1-61284-108-3
Type
conf
DOI
10.1109/ICBMEI.2011.5916957
Filename
5916957
Link To Document