• 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