Access Statistics for Edward I. Altman

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Airline Bankruptcy propensitites: A zeta analysis 0 0 1 6 0 1 4 15
An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings 0 0 0 631 0 3 8 1,344
Business Failure Classification Models: An International Survey 0 0 0 3 1 1 4 888
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 0 1 3 11 255
Corporate Bond and Commercial Loan Portfolio Analysis 1 1 1 667 1 2 11 1,759
Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade 0 0 0 1 1 5 8 996
Credit Risk Measurement: Developments over the Last 20 Years 0 0 0 1 1 3 19 786
Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001 0 0 1 503 2 6 17 1,040
Gated-type polling systems with walking and switch-in times 0 1 1 1 0 3 5 11
Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-1998 0 0 0 287 0 2 8 1,047
Rating Migration of Corporate Bonds: Comparative Results and Investor/Lender Implications 0 0 0 1 0 4 9 355
Revisiting SME default predictors: The Omega Score 1 2 3 38 1 5 17 71
Revisiting SME default predictors: The Omega Score 0 0 3 41 3 6 22 100
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 0 4 9 185
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 0 3 15 192
The Investment Performance of Defaulted Bonds for 1987-95 and Market Outlook 0 0 0 0 0 0 4 87
The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios 0 0 0 176 2 6 19 654
Total Working Papers 2 4 10 2,356 13 57 190 9,785

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Financial Early Warning System for Over-the-Counter Broker-Dealers 0 0 0 147 0 1 10 372
A Further Empirical Investigation of the Bankruptcy Cost Question 5 8 21 1,277 11 21 63 2,741
A Race for Long Horizon Bankruptcy Prediction 2 4 11 31 6 13 28 79
A universal critical density underlying the physics of electrons at the LaAlO3/SrTiO3 interface 0 0 0 0 0 1 2 3
Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 5 1 3 6 29
An analysis and critique of the BIS proposal on capital adequacy and ratings 0 0 0 354 0 2 22 862
An emerging market credit scoring system for corporate bonds 0 5 30 547 4 19 72 1,152
An integrated pricing model for defaultable loans and bonds 0 0 0 17 0 1 4 93
Analyzing risks, returns and potential interest in the U.S. high yield corporate debt market for Japanese investors 0 0 0 7 0 2 5 45
Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models? 1 2 6 40 3 9 39 175
Assessing Potential Financial Problems for Firms in Brazil 0 0 5 98 2 3 12 355
Assessing the credit worthiness of Italian SMEs and mini-bond issuers 1 2 9 39 1 11 34 149
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 1 2 7 2 7 19 37
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 0 49 0 4 15 254
Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers? 0 0 5 87 0 0 10 215
Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending 1 2 5 142 3 10 28 327
Common Stock Price Volatility Measures and Patterns 0 0 0 15 0 1 4 39
Comparative Analysis of Risk Measures: France and the United States 0 0 1 66 0 1 8 197
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation 1 1 1 45 1 2 5 126
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation: Reply 0 0 0 21 0 1 3 87
Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) 0 0 5 1,476 0 3 32 3,368
Credit ratings and the BIS capital adequacy reform agenda 0 0 0 149 0 2 9 513
Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets 0 1 1 103 0 1 5 385
Credit risk measurement: Developments over the last 20 years 2 3 7 1,360 8 15 50 3,047
Customer lifetime value: stochastic optimization approach 0 1 1 20 1 7 15 58
Default rates in the syndicated bank loan market: A mortality analysis 0 1 2 551 1 6 18 1,503
Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review 0 1 1 46 0 4 10 135
Dynamic Games in Novel Networks: Guest Editors’ Forewords 0 0 0 2 0 0 1 16
Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs 0 0 0 106 1 2 14 539
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 52 130 421 3,733 144 381 1,162 10,590
Financial Applications of Discriminant Analysis: A Clarification 0 0 0 61 6 8 17 161
Financial Distress and Restructuring Models 0 0 0 0 2 9 21 692
Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience 0 0 1 24 0 4 9 84
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? 0 0 0 82 2 3 15 173
Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications 2 2 11 20 8 12 59 93
How rating agencies achieve rating stability 0 6 17 555 4 15 52 1,183
Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 22 1 1 8 85
Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses 0 0 1 25 1 2 4 73
Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 0 1 5 389 2 7 23 952
Introduction: Company and country risk models 0 0 0 64 0 0 4 143
Knowledge based framework for facilitating e-learning services 0 0 0 3 0 3 9 21
Managing Credit Risk: A Challenge for the New Millennium 0 2 3 19 1 7 16 68
Modelling Credit Risk for SMEs: Evidence from the U.S. Market 4 7 39 421 9 20 124 1,223
Morgan Stanley Roundtable on Managing Financial Trouble 0 0 0 31 3 3 6 124
On the Convergence to Nash Equilibrium in Problems of Distributed Computing 0 0 0 6 0 1 3 17
Post‐Chapter 11 Bankruptcy Performance: Avoiding Chapter 22 0 0 1 51 1 11 23 180
Predicting Railroad Bankruptcies in America 1 1 2 238 1 2 10 805
Predicting performance in the savings and loan association industry 0 0 3 196 0 2 12 444
REVISITING THE HIGH YIELD BOND MARKET: MATURE BUT NEVER DULL 0 1 3 41 3 29 37 154
Railroad Bankruptcy Propensity 0 0 0 57 0 1 2 247
Ratio Analysis and the Prediction of Firm Failure: A Reply 0 0 0 129 0 2 8 291
Rethinking SME default prediction: a systematic literature review and future perspectives 0 1 2 20 1 10 29 97
Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns 0 0 1 43 0 1 8 95
Share Markets and Portfolio Theory 0 0 0 0 0 1 2 5
Sovereign default risk assessment 0 0 1 34 1 2 16 141
Statistical classification models applied to common stock analysis 0 0 0 53 1 4 5 207
THE PREDICTION OF CORPORATE BANKRUPTCY: A DISCRIMINANT ANALYSIS 1 6 19 153 3 13 79 516
THE VALUE OF PERSONAL CREDIT HISTORY IN RISK SCREENING OF ENTREPRENEURS: EVIDENCE FROM MARKETPLACE LENDING 0 0 0 1 0 0 6 14
The Anatomy of Distressed Debt Markets 0 0 2 9 1 4 14 38
The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It? 0 0 4 10 1 5 19 64
The Controversy Over Executive Compensation 0 0 0 42 0 0 6 210
The Equity Performance of Firms Emerging from Bankruptcy 0 1 4 75 0 2 17 361
The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics 1 1 5 287 2 4 21 935
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications 0 3 10 533 2 12 43 1,589
The importance and subtlety of credit rating migration 0 0 2 337 0 1 16 798
The success of business failure prediction models: An international survey 2 3 7 942 5 10 28 2,063
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk 0 0 0 0 4 6 19 103
Toward a bottom-up approach to assessing sovereign default risk: an update 0 0 0 0 0 1 15 225
Ultimate recovery mixtures 1 1 4 107 2 2 10 310
Volatility Behavior of Industrial Stock Price Indices 0 0 0 30 1 2 5 109
Z-Score Models’ application to Italian companies subject to extraordinary administration 1 2 5 96 2 7 16 317
ZETATM analysis A new model to identify bankruptcy risk of corporations 3 17 58 2,934 8 39 165 6,455
Total Journal Articles 81 217 744 18,680 267 801 2,706 49,356
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Defaults and Returns in the High-Yield Bond and Distressed Debt Market: Review and Outlook 0 0 0 0 0 5 10 52
MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET 0 0 1 25 3 5 18 102
Predicting financial distress of companies: revisiting the Z-Score and ZETA® models 17 44 244 1,581 44 123 720 5,187
TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE 0 0 0 3 0 3 12 33
Total Chapters 17 44 245 1,609 47 136 760 5,374

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Statistics updated 2026-06-04