{"id":{"repo_id":"pretoria","oai_identifier":"oai:repository.up.ac.za:2263/41983"},"canonical_url":"https://search.dev.ndltd.org/etd/pretoria/oai:repository.up.ac.za:2263/41983","repository":{"repo_id":"pretoria","name":"University of Pretoria","base_url":"https://repository.up.ac.za/server/oai/request"},"display":{"title":"A classic statistical model developed towards predicting financial distress","abstract":"To date there has been significant research on the topic of financial distress prediction, due to its relevance to various stakeholders. Beaver (1966), Altman (1968) and Ohlson (1980) are generally regarded as the pioneers in this field of study, despite heavy criticism their models are widely accepted and used. Studies by Grice & Ingram (2001); Grice & Dugan (2001) and Sudarsanam & Taffler (1995) have shown that these models require to be updated regularly with new variables and coefficients due to various factors. 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