APPLYING BANKRUPTCY PREDICTION MODELS TO DISTRESSED HIGH YIELD BOND ISSUES
Year of publication: |
2004
|
---|---|
Authors: | Marchesini, Roberto ; Perdue, Grady ; Bryan, Vicki |
Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 13.2004, 4, p. 50-56
|
Saved in:
Saved in favorites
Similar items by person
-
Applying bankruptcy prediction models to distressed high yield bond issues
Marchesini, Roberto, (2004)
-
Investment management and personality type
yMayfield, Cliff, (2008)
-
The role of marketing in the valuation of a firm : exploring the underlying mechanism
Harrison-Walker, L. Jean, (2007)
- More ...