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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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Credit rating
48
Kreditwürdigkeit
48
Credit risk
35
Kreditrisiko
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Insolvency
16
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16
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13
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13
credit risk
10
credit scoring
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logistic regression
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probability of default
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48
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Altman, Edward I.
2
Glennon, Dennis C.
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Hornik, Kurt
2
Pichler, Stefan
2
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1
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Chi, Guotai
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Ching, Wai Ki
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
169
Working paper / National Bureau of Economic Research, Inc.
76
NBER working paper series
70
The review of financial studies
65
European journal of operational research : EJOR
56
NBER Working Paper
53
Finance research letters
49
Journal of financial economics
47
Discussion paper / Centre for Economic Policy Research
45
International review of financial analysis
44
The journal of fixed income
42
Finance and economics discussion series
40
Management science : journal of the Institute for Operations Research and the Management Sciences
35
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
34
Journal of international financial markets, institutions & money
34
Die Bank
33
Europäische Hochschulschriften / 5
33
The journal of finance : the journal of the American Finance Association
33
International journal of forecasting
32
Journal of money, credit and banking : JMCB
32
Journal of the Operational Research Society : OR
32
SpringerLink / Bücher
32
Working papers / Federal Reserve Bank of Philadelphia, Research Department
31
Applied economics
30
The journal of corporate finance : contracting, governance and organization
30
The journal of real estate finance and economics
30
The journal of risk model validation
28
Journal of economics & business
27
The European journal of finance
27
Working paper
27
CFS working paper series
26
International review of economics & finance : IREF
26
Pacific-Basin finance journal
26
Journal of the Operational Research Society
25
Review of quantitative finance and accounting
25
Risks : open access journal
25
Working paper series / European Central Bank
25
MPRA Paper
24
Research in international business and finance
24
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ECONIS (ZBW)
48
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1
Banking on personality : psychometrics and consumer creditworthiness
Fine, Saul
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
2
,
pp. 57-75
Persistent link: https://www.econbiz.de/10014488903
Saved in:
2
Generalized additive modeling of the credit risk of Korean personal bank loans
Kim, Young Ah
;
Moffatt, Peter G.
;
Peters, Simon A.
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 77-103
Persistent link: https://www.econbiz.de/10013549664
Saved in:
3
A survey of machine learning in credit risk
Breeden, Joseph L.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 1-62
Persistent link: https://www.econbiz.de/10012816867
Saved in:
4
Review of credit risk and credit
scoring
models based on computing paradigms in financial institutions
Sharma, Deepika
;
Vashistha, Ashutosh
;
Gupta, Manoj K.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 63-77
Persistent link: https://www.econbiz.de/10012816875
Saved in:
5
Ensemble methods for credit
scoring
of Chinese peer-to-peer loans
Cao, Wei
;
He, Yun
;
Wang, Wenjun
;
Zhu, Weidong
; …
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 79-115
Persistent link: https://www.econbiz.de/10012816917
Saved in:
6
Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of defau...
Wosnitza, Jan Henrik
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 75-103
Persistent link: https://www.econbiz.de/10014488513
Saved in:
7
Benchmarking machine learning models to predict corporate bankruptcy
Alanis, Emmanuel
;
Chava, Sudheer
;
Shah, Agam
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
2
,
pp. 77-110
Persistent link: https://www.econbiz.de/10014488911
Saved in:
8
The effect of customer segmentation, borrower behaviors and analytical methods on the performance of credit
scoring
models in the agribusiness sector
Lazo, Daniela
;
Calabrese, Raffaella
;
Bravo, Cristián
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
4
,
pp. 119-156
Persistent link: https://www.econbiz.de/10012494774
Saved in:
9
How a credit run affects asset correlation
Imanto, Christopher Paulus
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014546385
Saved in:
10
Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities
Jakob, Kevin
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 29-63
Persistent link: https://www.econbiz.de/10014247865
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