D 2004

VARIANTY ALTMANOVA MODELU A MANIPULACE JEHO VYPOVÍDACÍ SCHOPNOSTI

KALOUDA, Frantiek

Basic information

Original name

VARIANTY ALTMANOVA MODELU A MANIPULACE JEHO VYPOVÍDACÍ SCHOPNOSTI

Authors

KALOUDA, Frantiek (203 Czech Republic, guarantor)

Edition

Brno, Management, Economics and Business Development in thr New European Conditions, p. 30-34, 2004

Publisher

FP VUT Brno

Other information

Language

English

Type of outcome

Stať ve sborníku

Field of Study

50200 5.2 Economics and Business

Country of publisher

Czech Republic

Confidentiality degree

není předmětem státního či obchodního tajemství

Organization unit

Faculty of Economics and Administration

ISBN

80-214-2661-6

Keywords in English

proof of hypothesis; new variant of Altman model (variant Ltd.); less sensitive; manipulations of input data; EBIT; original Z-function (variant Inc.); exact proof; exploitation of mathematical apparatus; first (partial) derivative of the function

Tags

Změněno: 4/7/2004 17:12, Ing. František Kalouda, CSc., MBA

Abstract

V originále

The contribution is dedicated to a proof of hypothesis, that the new variant of Altman model (variant Ltd.) is less sensitive to eventual manipulations of input data (explicitly to manipulations of variable EBIT) than original Z-function (variant Inc.). These sensitivities are exactly defined with exploitation of mathematical apparatus for analysis of behaviour of the function, in particular with exploitation of a first-order (partial) derivative of the function.

Links

GA402/02/1408, research and development project
Name: Komparace vývoje finančních trhů v ČR a zemích EU
Investor: Czech Science Foundation, Comparing Financial Markets Development in the Czech Republic and EU-Countries