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~person:"Altman, Edward I."
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Altman, Edward I.
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ECONIS (ZBW)
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A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies
Altman, Edward I.
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012041794
Saved in:
2
Intertemporal forecasts of defaulted bond recoveries and portfolio losses
Kalotay, Egon A.
;
Altman, Edward I.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
1
,
pp. 433-463
Persistent link: https://www.econbiz.de/10011778628
Saved in:
3
Defaults and returns in the high-yield bond market : third-quarter 2013 review
Altman, Edward I.
;
Kuehne, Brenda J.
- In:
Journal of financial management, markets and institutions
1
(
2013
)
2
,
pp. 269-296
Persistent link: https://www.econbiz.de/10011949626
Saved in:
4
Benchmarking the timeliness of credit agency ratings with credit score models
Altman, Edward I.
;
Rijken, Herbert A.
-
2003
Persistent link: https://www.econbiz.de/10001779253
Saved in:
5
Managing credit risk : a challenge for the new millennium
Altman, Edward I.
- In:
Economic notes : economic review of Banca Monte dei …
31
(
2002
)
2
,
pp. 201-214
Persistent link: https://www.econbiz.de/10001675996
Saved in:
6
Managing credit risk : a challenge for the new millennium
Altman, Edward I.
-
2001
Persistent link: https://www.econbiz.de/10001629741
Saved in:
7
Bankruptcy, credit risk, and high yield junk bonds
Altman, Edward I.
-
2002
Persistent link: https://www.econbiz.de/10001557610
Saved in:
8
Sovereign default risk assessment
Altman, Edward I.
;
Rijken, Herbert A.
- In:
International journal of banking, accounting and finance
5
(
2013/14
)
1/2
,
pp. 6-27
Persistent link: https://www.econbiz.de/10010359156
Saved in:
9
Ultimate recovery mixtures
Altman, Edward I.
;
Kalotay, Egon A.
- In:
Journal of banking & finance
40
(
2014
),
pp. 116-129
Persistent link: https://www.econbiz.de/10010402258
Saved in:
10
Default recovery rates in credit risk modelling : a review of the literature and empirical evidence
Altman, Edward I.
;
Resti, Andrea
;
Sironi, Andrea
- In:
Economic notes : economic review of Banca Monte dei …
33
(
2004
)
2
,
pp. 183-208
Persistent link: https://www.econbiz.de/10003690200
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