IDEAS home Printed from https://ideas.repec.org/a/eee/jbrese/v57y2004i5p484-494.html
   My bibliography  Save this article

Uncertainty, flexibility, and sustained competitive advantage

Author

Listed:
  • Dreyer, Bent
  • Gronhaug, Kjell

Abstract

No abstract is available for this item.

Suggested Citation

  • Dreyer, Bent & Gronhaug, Kjell, 2004. "Uncertainty, flexibility, and sustained competitive advantage," Journal of Business Research, Elsevier, vol. 57(5), pages 484-494, May.
    • Handle: RePEc:eee:jbrese:v:57:y:2004:i:5:p:484-494
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0148-2963(02)00315-6
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Beaver, Wh, 1966. "Financial Ratios As Predictors Of Failure," Journal of Accounting Research, Wiley Blackwell, vol. 4, pages 71-111.
    2. Banker, Rajiv D., 1984. "Estimating most productive scale size using data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 17(1), pages 35-44, July.
    3. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, September.
    4. Jay B. Barney & Edward J. Zajac, 1994. "Competitive Organizational Behavior: Toward an Organizationally‐Based Theory of Competitive Advantage," Strategic Management Journal, Wiley Blackwell, vol. 15(S1), pages 5-9, December.
    5. Edward I. Altman, 1968. "The Prediction Of Corporate Bankruptcy: A Discriminant Analysis," Journal of Finance, American Finance Association, vol. 23(1), pages 193-194, March.
    6. Lo, Andrew W., 1986. "Logit versus discriminant analysis : A specification test and application to corporate bankruptcies," Journal of Econometrics, Elsevier, vol. 31(2), pages 151-178, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Mohammad Mahdi Mousavi & Jamal Ouenniche, 2018. "Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions," Annals of Operations Research, Springer, vol. 271(2), pages 853-886, December.
    2. Le, Hong Hanh & Viviani, Jean-Laurent, 2018. "Predicting bank failure: An improvement by implementing a machine-learning approach to classical financial ratios," Research in International Business and Finance, Elsevier, vol. 44(C), pages 16-25.
    3. repec:hum:wpaper:sfb649dp2013-037 is not listed on IDEAS
    4. Mohammad Mahdi Mousavi & Jamal Ouenniche & Kaoru Tone, 2023. "A dynamic performance evaluation of distress prediction models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 756-784, July.
    5. Harlan D. Platt & Marjorie B. Platt, 2008. "Financial Distress Comparison Across Three Global Regions," JRFM, MDPI, vol. 1(1), pages 1-34, December.
    6. Carlos Serrano-Cinca, 1997. "Feedforward neural networks in the classification of financial information," The European Journal of Finance, Taylor & Francis Journals, vol. 3(3), pages 183-202.
    7. Becchetti, Leonardo & Castelli, Annalisa & Hasan, Iftekhar, 2008. "Investment-cash flow sensitivities, credit rationing and financing constraints," Research Discussion Papers 15/2008, Bank of Finland.
    8. Leonardo Becchetti & Annalisa Castelli & Iftekhar Hasan, 2010. "Investment–cash flow sensitivities, credit rationing and financing constraints in small and medium-sized firms," Small Business Economics, Springer, vol. 35(4), pages 467-497, November.
    9. Becchetti, Leonardo & Sierra, Jaime, 2003. "Bankruptcy risk and productive efficiency in manufacturing firms," Journal of Banking & Finance, Elsevier, vol. 27(11), pages 2099-2120, November.
    10. Mai, Nhat Chi, 2015. "Efficiency of the banking system in Vietnam under financial liberalization," OSF Preprints qsf6d, Center for Open Science.
    11. Dejan JOVANOVIĆ & Mirjana TODOROVIĆ & Milka GRBIĆ, 2017. "Financial Indicators As Predictors Of Illiquidity," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 128-149, March.
    12. Kallberg, Jarl G. & Udell, Gregory F., 2003. "The value of private sector business credit information sharing: The US case," Journal of Banking & Finance, Elsevier, vol. 27(3), pages 449-469, March.
    13. Marco Muscettola, 2016. "Medium Risk Companies: The Probability of Notching-Up," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(12), pages 63-76, December.
    14. Sueyoshi, Toshiyuki & Goto, Mika, 2009. "Methodological comparison between DEA (data envelopment analysis) and DEA-DA (discriminant analysis) from the perspective of bankruptcy assessment," European Journal of Operational Research, Elsevier, vol. 199(2), pages 561-575, December.
    15. Şaban Çelik, 2013. "Micro Credit Risk Metrics: A Comprehensive Review," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 20(4), pages 233-272, October.
    16. Becchetti, Leonardo & Castelli, Annalisa & Hasan, Iftekhar, 2008. "Investment-cash flow sensitivities, credit rationing and financing constraints," Bank of Finland Research Discussion Papers 15/2008, Bank of Finland.
    17. Marco Muscettola, 2019. "Distinctiveness of Highly Risky Italian Firms That are Saved-A Logistic Approach," Applied Economics and Finance, Redfame publishing, vol. 6(1), pages 64-73, January.
    18. Josep M. Argilés, 1998. "Accounting information and the prediction of farm viability," Economics Working Papers 277, Department of Economics and Business, Universitat Pompeu Fabra.
    19. repec:zbw:bofrdp:2008_015 is not listed on IDEAS
    20. José Willer Prado & Valderí Castro Alcântara & Francisval Melo Carvalho & Kelly Carvalho Vieira & Luiz Kennedy Cruz Machado & Dany Flávio Tonelli, 2016. "Multivariate analysis of credit risk and bankruptcy research data: a bibliometric study involving different knowledge fields (1968–2014)," Scientometrics, Springer;Akadémiai Kiadó, vol. 106(3), pages 1007-1029, March.
    21. Härdle, Wolfgang Karl & Prastyo, Dedy Dwi, 2013. "Default risk calculation based on predictor selection for the Southeast Asian industry," SFB 649 Discussion Papers 2013-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    22. Pinder, Jonathan P., 1996. "Decision analysis using multinomial logit models: Mortgage portfolio valuation," Journal of Economics and Business, Elsevier, vol. 48(1), pages 67-77, February.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jbrese:v:57:y:2004:i:5:p:484-494. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jbusres .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.