A dynamic performance evaluation of distress prediction models
Year of publication: |
2023
|
---|---|
Authors: | Mousavi, Mohammad Mahdi ; Ouenniche, Jamal ; Tone, Kaoru |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 4, p. 756-784
|
Subject: | corporate credit risk | distress prediction models | Malmquist productivity index | performance evaluation | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Insolvenz | Insolvency | Performance-Messung | Performance measurement | Produktivität | Productivity |
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