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 1 1 1 6 2 2 4 14
An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings 0 0 1 631 3 5 6 1,341
Business Failure Classification Models: An International Survey 0 0 0 3 2 2 4 887
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 666 1 5 7 1,755
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 0 3 6 7 251
Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade 0 0 0 1 2 3 3 991
Credit Risk Measurement: Developments over the Last 20 Years 0 0 0 1 6 9 15 779
Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001 0 0 1 503 3 6 13 1,033
Gated-type polling systems with walking and switch-in times 0 0 0 0 0 2 2 8
Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-1998 0 0 0 287 2 4 8 1,045
Rating Migration of Corporate Bonds: Comparative Results and Investor/Lender Implications 0 0 0 1 2 4 5 351
Revisiting SME default predictors: The Omega Score 0 0 1 36 1 3 14 65
Revisiting SME default predictors: The Omega Score 0 1 4 41 3 12 23 94
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 4 6 13 188
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 4 4 6 181
The Investment Performance of Defaulted Bonds for 1987-95 and Market Outlook 0 0 0 0 3 4 4 87
The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios 0 0 1 176 4 10 16 648
Total Working Papers 1 2 9 2,352 45 87 150 9,718


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 1 147 3 4 11 369
A Further Empirical Investigation of the Bankruptcy Cost Question 2 7 23 1,269 8 24 59 2,719
A Race for Long Horizon Bankruptcy Prediction 0 2 8 26 1 7 18 64
A universal critical density underlying the physics of electrons at the LaAlO3/SrTiO3 interface 0 0 0 0 1 1 1 2
Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 5 1 1 3 25
An analysis and critique of the BIS proposal on capital adequacy and ratings 0 0 0 354 4 12 19 857
An emerging market credit scoring system for corporate bonds 4 7 35 536 9 22 65 1,126
An integrated pricing model for defaultable loans and bonds 0 0 0 17 2 2 3 92
Analyzing risks, returns and potential interest in the U.S. high yield corporate debt market for Japanese investors 0 0 2 7 1 3 5 43
Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models? 0 0 5 37 7 12 25 155
Assessing Potential Financial Problems for Firms in Brazil 1 2 6 98 5 6 11 352
Assessing the credit worthiness of Italian SMEs and mini-bond issuers 1 2 6 35 5 15 21 135
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 0 49 4 7 10 248
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 0 5 3 9 11 29
Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers? 0 1 7 87 0 5 15 215
Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending 0 1 3 140 3 10 21 313
Common Stock Price Volatility Measures and Patterns 0 0 0 15 1 2 2 37
Comparative Analysis of Risk Measures: France and the United States 0 1 1 66 1 5 6 195
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation 0 0 0 44 2 3 6 124
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation: Reply 0 0 0 21 1 1 3 86
Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) 0 2 7 1,474 4 17 36 3,362
Credit ratings and the BIS capital adequacy reform agenda 0 0 0 149 3 5 7 511
Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets 0 0 0 102 1 3 4 384
Credit risk measurement: Developments over the last 20 years 1 2 8 1,357 11 19 54 3,031
Customer lifetime value: stochastic optimization approach 0 0 1 19 0 1 6 47
Default rates in the syndicated bank loan market: A mortality analysis 0 0 2 550 3 7 15 1,497
Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review 0 0 0 45 2 3 8 131
Dynamic Games in Novel Networks: Guest Editors’ Forewords 0 0 0 2 1 1 1 16
Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs 0 0 1 106 5 10 13 536
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 36 124 369 3,572 96 349 904 10,104
Financial Applications of Discriminant Analysis: A Clarification 0 0 1 61 6 7 9 151
Financial Distress and Restructuring Models 0 0 0 0 0 5 17 681
Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience 0 1 2 24 0 1 6 80
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? 0 0 1 82 4 7 13 169
Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications 0 3 10 17 5 28 49 77
How rating agencies achieve rating stability 0 4 16 549 6 16 58 1,168
Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 22 2 2 5 82
Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses 0 0 3 25 1 1 8 71
Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 0 2 6 388 4 9 22 945
Introduction: Company and country risk models 0 0 0 64 0 2 5 143
Knowledge based framework for facilitating e-learning services 0 0 0 3 3 3 4 16
Managing Credit Risk: A Challenge for the New Millennium 0 1 2 17 5 7 9 60
Modelling Credit Risk for SMEs: Evidence from the U.S. Market 4 6 38 408 11 35 118 1,189
Morgan Stanley Roundtable on Managing Financial Trouble 0 0 0 31 1 2 2 120
On the Convergence to Nash Equilibrium in Problems of Distributed Computing 0 0 0 6 0 2 2 16
Post‐Chapter 11 Bankruptcy Performance: Avoiding Chapter 22 0 1 2 51 2 6 10 165
Predicting Railroad Bankruptcies in America 0 0 1 237 2 5 7 802
Predicting performance in the savings and loan association industry 0 1 5 196 2 5 12 441
REVISITING THE HIGH YIELD BOND MARKET: MATURE BUT NEVER DULL 0 0 2 40 0 2 8 122
Railroad Bankruptcy Propensity 0 0 1 57 1 1 2 246
Ratio Analysis and the Prediction of Firm Failure: A Reply 0 0 2 129 3 3 7 288
Rethinking SME default prediction: a systematic literature review and future perspectives 0 0 2 19 6 12 20 86
Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns 0 0 1 43 2 4 6 93
Share Markets and Portfolio Theory 0 0 0 0 0 1 1 4
Sovereign default risk assessment 1 1 1 34 8 9 15 138
Statistical classification models applied to common stock analysis 0 0 0 53 0 0 1 203
THE PREDICTION OF CORPORATE BANKRUPTCY: A DISCRIMINANT ANALYSIS 2 4 16 145 8 41 76 499
THE VALUE OF PERSONAL CREDIT HISTORY IN RISK SCREENING OF ENTREPRENEURS: EVIDENCE FROM MARKETPLACE LENDING 0 0 0 1 3 4 6 14
The Anatomy of Distressed Debt Markets 1 1 3 9 6 8 11 34
The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It? 0 2 3 9 5 9 14 57
The Controversy Over Executive Compensation 0 0 0 42 1 2 5 209
The Equity Performance of Firms Emerging from Bankruptcy 0 1 4 74 3 7 15 355
The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics 1 4 5 286 7 14 21 931
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications 1 2 5 527 5 17 37 1,573
The importance and subtlety of credit rating migration 0 1 3 337 3 6 16 795
The success of business failure prediction models: An international survey 0 2 10 939 7 10 23 2,050
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk 0 0 0 0 3 6 12 96
Toward a bottom-up approach to assessing sovereign default risk: an update 0 0 0 0 6 11 17 224
Ultimate recovery mixtures 0 0 3 105 3 5 10 307
Volatility Behavior of Industrial Stock Price Indices 0 0 1 30 0 2 4 107
Z-Score Models’ application to Italian companies subject to extraordinary administration 1 2 7 94 3 7 14 310
ZETATM analysis A new model to identify bankruptcy risk of corporations 3 9 68 2,915 19 57 164 6,410
Total Journal Articles 59 199 709 18,403 344 947 2,224 48,332
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 2 9 46
MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET 1 1 1 25 2 6 15 96
Predicting financial distress of companies: revisiting the Z-Score and ZETA® models 14 48 340 1,523 54 228 902 5,032
TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE 0 0 2 3 4 8 12 30
Total Chapters 15 49 343 1,551 60 244 938 5,204


Statistics updated 2026-02-12