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Risk box : ウィキペディア英語版
Risk box

The risk box is a framework proposed by Alireza Bahiraie et al. (2008).〔()〕 It is a two-dimensional box in which associated with ratio values in which pair values of each risk ratios (Xi, Yi) are represented as Cartesian coordinates. For expositional purposes suppose our proxy for risk chosen is employed by Xi as numerator and Yi as denominator values of Xi/Yi ratio. We can construct a two dimensional box that encapsulates all of these variables for n years. The dimensions of the risk box are generated by the maximum value of either Xi and Yi value during the period of study.
==Precedents==
Bahiraie's work built upon mathematical modeling researcher. Since the 1930s there had been numerous research on indicators for prediction and estimations purposes.
Bahiraie's work, published in 2008 and 2009,〔〔 was the first to apply a new geometric approach to predict bankruptcy for a pair-matched sample of firms. Bahiraie's primary improvement was to apply a new mathematical method, which could take into account multiple variables simultaneously and to solve the problems with common indicators.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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