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A volatility-based single parameter Loss Given Default model

Yang, Hank - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 196-210

Persistent link: https://www.econbiz.de/10011306351

The value relevance of financial distress risk in the case of RASDAQ companies

Robu, Ioan-Bogdan; Robu, Mihaela-Alina; Mironiuc, Marilena - In: Journal of accounting & management information systems … 13 (2014) 4, pp. 623-642

The financial distress risk concept has been referred as follow: negative net assets, insolvency, bond default …

Persistent link: https://www.econbiz.de/10011310008

Financial distress prediction : a comparative study of solvency test and Z-score models with reference to Sri Lanka

Chandana Gunathilaka - In: The IUP journal of financial risk management : IJFRM 11 (2014) 3, pp. 39-51

Persistent link: https://www.econbiz.de/10010458634

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

Dynamic forecast of financial distress of Australian firms

Kim, Maria H.; Partington, Graham H. - In: Australian journal of management 40 (2015) 1, pp. 135-160

Persistent link: https://www.econbiz.de/10011290886

Obvious and hidden features of corporate default in bankruptcy models

Kuběnka, Michal; Myšková, Renáta - In: Journal of business economics and management 20 (2019) 2, pp. 368-383

The aim of this article is to prove the key role of the structure of the research sample used for accuracy determining on the accuracy of bankruptcy models. The creators of these models report the accuracy usually in the range of 60 to 90%. The authors of this article claim that these values are...

Persistent link: https://www.econbiz.de/10012175694

Cost-sensitive business failure prediction when misclassification costs are uncertain : a heterogeneous ensemble selection approach

De Bock, Koen W.; Coussement, Kristof; Lessmann, Stefan - In: European journal of operational research : EJOR 285 (2020) 2, pp. 612-630

Persistent link: https://www.econbiz.de/10012239630

Grabit : gradient tree-boosted Tobit models for default prediction

Sigrist, Fabio; Hirnschall, Christoph - In: Journal of banking & finance 102 (2019), pp. 177-192

Persistent link: https://www.econbiz.de/10012162742

Prediction of company failure : past, present and promising directions for the future

Jayasekera, Ranadeva - In: International review of financial analysis 55 (2018), pp. 196-208

Persistent link: https://www.econbiz.de/10012006188

Polytomous response financial distress models : the role of accounting, market and macroeconomic variables

Hernandez Tinoco, Mario; Holmes, Philip; Wilson, Nicholas - In: International review of financial analysis 59 (2018), pp. 276-289

Persistent link: https://www.econbiz.de/10012006979