Bwembya, Chikolwa; Felix, Chan - In: International Journal of Strategic Property Management 12 (2008) 2, pp. 69-94
Using artificial neural networks (ANN) and ordinal regression (OR) as alternative methods to predict Commercial Mortgage-backed Securities (CMBS) credit ratings, we examine the role that various financial and industry-based variables have on CMBS credit ratings issued by Standard and Poor's from...