L’ALBERO DEL RISCHIO: RELAZIONI STOCASTICHE (ELEMENTARI) TRA GLI INDICATORI DI BILANCIO [The tree of risk: (elementary) stochastic relations between financial ratios]

Franco Varetto ()
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Franco Varetto: National Research Council of Italy, Research Institute on Sustainable Economic Growth CNR-IRCrES Torino, Italy, http://www.ircres.cnr.it/index.php/it/

IRCrES Working Paper from CNR-IRCrES Research Institute on Sustainable Economic Growth - Moncalieri (TO) ITALY - former Institute for Economic Research on Firms and Growth - Torino (TO) ITALY

Abstract: Starting from a map of financial ratios organized to analyse the corporate profitability, here is proposed a closed formula approach to compute the averages of ratios and their variabilities over the whole map. An application is provided using the 2016 edition of Mediobanca’s Dati Cumulativi. The proposed approach is easily generalizable and could be use in the domain of risk analysis of non-financial companies.

Keywords: financial ratios; financial statements analysis; statistical methods; risk analysis (search for similar items in EconPapers)
JEL-codes: C18 G32 M41 (search for similar items in EconPapers)
Pages: 39 pages
Date: 2016-10
New Economics Papers: this item is included in nep-ore and nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:csc:ircrwp:201604

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