CLUSTER ANALYSIS OF VARIABLES OF MODELS OF ASSESSMENT OF THE RISK OF DEFAULT ON BONDS IN THE SECURITIES MARKET
- Authors: Duplyakin V.M.1, Boldyrev M.A.1
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Affiliations:
- Department of Economics, Samara State Aerospace University, 34, Moskovskoye shosse, Samara, 443086, Russian Federation.
- Issue: Vol 6, No 9/2 (2015)
- Pages: 292-300
- Section: MATHEMATICAL AND INSTRUMENTAL METHODS OF ECONOMICS
- URL: https://journals.ssau.ru/eco/article/view/5734
- DOI: https://doi.org/10.18287/2542-0461-2015-0-9/2-292-300
- ID: 5734
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Abstract
The effectiveness of variables of models of financial sustainability implemented to assess the risk of default under bonds issue is analyzed. Cluster analysis is implemented. The most effective combination of variables is identified. Comparative analysis of selected combinations of variables with the models of financial sustainability is given.
About the authors
V. M. Duplyakin
Department of Economics, Samara State Aerospace University,34, Moskovskoye shosse, Samara, 443086, Russian Federation.
Author for correspondence.
Email: morenov.sv@ssau.ru
M. A. Boldyrev
Department of Economics, Samara State Aerospace University,34, Moskovskoye shosse, Samara, 443086, Russian Federation.
Email: morenov.sv@ssau.ru
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