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Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables
Hernandez Tinoco, Mario; Wilson, Nicholas - In: International review of financial analysis 30 (2013), pp. 394-419
Persistent link: https://www.econbiz.de/10010461542
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Corporate bankruptcy prognosis : an attempt at a combined prediction of the bankkruptcy event and time interval of its occurrence
Philosophov, Leonid V.; Philosophov, Vladimir L. - In: International review of financial analysis 11 (2002) 3, pp. 375-406
Persistent link: https://www.econbiz.de/10001715991
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Optimization of corporate capital structure : a probabilistic Bayesian approach
Philosophov, Leonid V.; Philosophov, Vladimir L. - In: International review of financial analysis 8 (1999) 3, pp. 199-214
Persistent link: https://www.econbiz.de/10001495519
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Bankruptcy prediction : application of the Taylor's expansion in logistic regression
Laitinen, Erkki K.; Laitinen, Teija - In: International review of financial analysis 9 (2000) 4, pp. 327-349
Persistent link: https://www.econbiz.de/10001545822
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Forecasting consumer credit recovery failure : classification approaches
Kim, Hyeongjun; Cho, Hoon; Ryu, Doojin - In: The journal of credit risk : published quarterly by … 17 (2021) 3, pp. 117-140
Persistent link: https://www.econbiz.de/10012816939
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Chinese corporate distress prediction using LASSO : the role of earnings management
Li, Chunyu; Lou, Chenxin; Luo, Dan; Xing, Kai - In: International review of financial analysis 76 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012804735
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Corporate default risk modeling under distressed economic and financial conditions in a developing economy
Matenda, Frank Ranganai; Sibanda, Mabutho; Chikodza, Eriyoti - In: The journal of credit risk : published quarterly by … 17 (2021) 1, pp. 89-115
Persistent link: https://www.econbiz.de/10012519965
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Incorporating small-sample defaults history in loss given default models
Ptak-Chmielewska, Aneta; Kopciuszewski, Paweł - In: The journal of credit risk : published quarterly by … 17 (2021) 4, pp. 101-119
Persistent link: https://www.econbiz.de/10013185695
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Applying the zero-adjusted inverse Gaussian model to predict probability of default and exposure at default for a credit card portfolio
Troian, Rafael Rodrigues - In: The journal of credit risk : published quarterly by … 9 (2013) 2, pp. 63-81
Persistent link: https://www.econbiz.de/10009781085
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New risk analysis tools with accounting changes : adjusted Z-score
Cho, Seong; Fu, Liang; Yu, Yin - In: The journal of credit risk : published quarterly by … 8 (2012) 1, pp. 89-108
Persistent link: https://www.econbiz.de/10009539233