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Financial distress drivers in Brazilian banks : a dynamic slacks approach
Wanke, Peter; Barros, Carlos Pestana; Faria, João Ricardo - In: European journal of operational research : EJOR 240 (2015) 1, pp. 258-268
Persistent link: https://www.econbiz.de/10010491713
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Nonstationary Z-Score measures
Mare, Davide Salvatore; Moreira, Fernando; Rossi, Roberto - In: European journal of operational research : EJOR 260 (2017) 1, pp. 348-358
Persistent link: https://www.econbiz.de/10011698038
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An incentive-compatible solution for trade credit term incorporating default risk
Shi, Xiaojun; Zhang, Shunming - In: European journal of operational research : EJOR 206 (2010) 1, pp. 178-196
Persistent link: https://www.econbiz.de/10003968498
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Support vector machines for default prediction of SMEs based on technology credit
Kim, Hong Sik; Sohn, So Young - In: European journal of operational research : EJOR 201 (2010) 3, pp. 838-846
Persistent link: https://www.econbiz.de/10003959870
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Mixture cure models in credit scoring : if and when borrowers default
Tong, Edward N. C.; Mues, Christophe; Thomas, Lyn C. - In: European journal of operational research : EJOR 218 (2012) 1, pp. 132-139
Persistent link: https://www.econbiz.de/10009501056
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Credit risk model with contagious default dependencies affected by macro-economic condition
Takada, Hideyuki; Sumita, Ushio - In: European journal of operational research : EJOR 214 (2011) 2, pp. 365-379
Persistent link: https://www.econbiz.de/10009307344
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Risk analysis with contractual default : does covenant breach matter?
Borgonovo, Emanuele; Gatti, Stefano - In: European journal of operational research : EJOR 230 (2013) 2, pp. 431-443
Persistent link: https://www.econbiz.de/10009771822
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Default probability estimation via pair copula constructions
Dalla Valle, Luciana; De Giuli, Maria Elena; Tarantola, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 298-311
Persistent link: https://www.econbiz.de/10011435851
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An empirical comparison of classification algorithms for mortgage default prediction : evidence from a distressed mortgage market
Fitzpatrick, Trevor; Mues, Christophe - In: European journal of operational research : EJOR 249 (2016) 2, pp. 427-439
Persistent link: https://www.econbiz.de/10011436704
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Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
Allen, David E.; Powell, R. J.; Singh, Abhay Kumar - In: European journal of operational research : EJOR 249 (2016) 2, pp. 465-475
Persistent link: https://www.econbiz.de/10011436713