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 5 0 2 5 10
An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings 0 0 1 630 0 0 2 1,335
Business Failure Classification Models: An International Survey 0 0 0 3 0 1 5 883
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 0 0 0 1 244
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 666 0 0 0 1,748
Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade 0 0 0 1 0 1 4 988
Credit Risk Measurement: Developments over the Last 20 Years 0 0 0 1 0 0 4 764
Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001 0 0 1 502 0 1 3 1,020
Gated-type polling systems with walking and switch-in times 0 0 0 0 0 0 0 6
Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-1998 0 0 0 287 1 1 1 1,038
Rating Migration of Corporate Bonds: Comparative Results and Investor/Lender Implications 0 0 0 1 0 0 0 346
Revisiting SME default predictors: The Omega Score 0 1 6 37 2 5 16 73
Revisiting SME default predictors: The Omega Score 0 0 1 35 1 4 7 52
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 0 1 1 175
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 1 1 1 176
The Investment Performance of Defaulted Bonds for 1987-95 and Market Outlook 0 0 0 0 0 0 0 83
The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios 0 0 0 175 0 1 1 632
Total Working Papers 0 1 10 2,343 5 18 51 9,573


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 1 1 3 147 3 3 7 361
A Further Empirical Investigation of the Bankruptcy Cost Question 3 6 24 1,249 6 18 72 2,666
A Race for Long Horizon Bankruptcy Prediction 1 3 6 19 3 6 14 49
A universal critical density underlying the physics of electrons at the LaAlO3/SrTiO3 interface 0 0 0 0 0 0 0 1
Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 5 0 0 0 22
An analysis and critique of the BIS proposal on capital adequacy and ratings 0 1 4 354 0 2 10 838
An emerging market credit scoring system for corporate bonds 5 14 36 506 6 17 59 1,067
An integrated pricing model for defaultable loans and bonds 0 0 0 17 0 0 0 89
Analyzing risks, returns and potential interest in the U.S. high yield corporate debt market for Japanese investors 0 0 0 5 0 0 0 38
Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models? 0 0 1 32 0 1 6 130
Assessing Potential Financial Problems for Firms in Brazil 0 1 4 92 1 5 12 342
Assessing the credit worthiness of Italian SMEs and mini-bond issuers 1 2 9 30 1 3 21 115
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 0 49 0 1 5 238
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 1 2 5 0 1 2 18
Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers? 0 2 4 80 1 5 15 201
Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending 0 0 9 137 2 3 19 294
Common Stock Price Volatility Measures and Patterns 0 0 2 15 0 2 5 35
Comparative Analysis of Risk Measures: France and the United States 0 0 1 65 0 0 2 189
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation 0 0 0 44 2 2 2 120
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation: Reply 0 0 0 21 0 0 0 83
Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) 2 3 18 1,469 4 6 41 3,330
Credit ratings and the BIS capital adequacy reform agenda 0 0 2 149 0 0 6 504
Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets 0 1 1 102 0 1 1 380
Credit risk measurement: Developments over the last 20 years 2 3 11 1,351 2 9 47 2,979
Customer lifetime value: stochastic optimization approach 0 0 1 18 1 1 4 42
Default rates in the syndicated bank loan market: A mortality analysis 0 0 1 548 1 2 6 1,483
Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review 0 0 3 45 0 0 5 123
Dynamic Games in Novel Networks: Guest Editors’ Forewords 0 0 0 2 0 0 0 15
Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs 0 0 1 105 0 2 4 523
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 16 59 371 3,219 49 160 893 9,249
Financial Applications of Discriminant Analysis: A Clarification 0 0 1 60 0 0 2 142
Financial Distress and Restructuring Models 0 0 0 0 2 3 20 666
Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience 0 0 0 22 0 0 1 74
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? 1 1 2 82 1 1 6 157
Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications 1 1 2 8 1 1 14 29
How rating agencies achieve rating stability 0 3 15 533 4 12 50 1,114
Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 22 0 0 2 77
Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses 0 0 0 22 0 0 1 63
Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 0 0 13 382 1 3 27 924
Introduction: Company and country risk models 0 0 1 64 0 1 2 138
Knowledge based framework for facilitating e-learning services 0 0 1 3 0 0 4 12
Managing Credit Risk: A Challenge for the New Millennium 0 3 4 15 0 6 7 51
Modelling Credit Risk for SMEs: Evidence from the U.S. Market 5 12 43 375 9 32 122 1,080
Morgan Stanley Roundtable on Managing Financial Trouble 0 0 0 31 0 0 0 118
On the Convergence to Nash Equilibrium in Problems of Distributed Computing 0 0 0 6 0 0 0 14
Post‐Chapter 11 Bankruptcy Performance: Avoiding Chapter 22 0 1 3 49 0 1 8 155
Predicting Railroad Bankruptcies in America 0 0 3 236 0 0 7 795
Predicting performance in the savings and loan association industry 0 1 5 191 0 3 9 429
REVISITING THE HIGH YIELD BOND MARKET: MATURE BUT NEVER DULL 0 0 4 38 0 1 6 114
Railroad Bankruptcy Propensity 1 1 2 57 1 3 5 245
Ratio Analysis and the Prediction of Firm Failure: A Reply 0 0 2 127 0 0 4 281
Rethinking SME default prediction: a systematic literature review and future perspectives 0 0 4 17 0 2 15 66
Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns 0 0 0 42 0 1 2 87
Share Markets and Portfolio Theory 0 0 0 0 0 1 1 3
Sovereign default risk assessment 0 0 0 33 0 0 1 123
Statistical classification models applied to common stock analysis 0 0 1 53 0 0 1 202
THE PREDICTION OF CORPORATE BANKRUPTCY: A DISCRIMINANT ANALYSIS 1 4 25 130 3 7 52 426
THE VALUE OF PERSONAL CREDIT HISTORY IN RISK SCREENING OF ENTREPRENEURS: EVIDENCE FROM MARKETPLACE LENDING 0 0 1 1 0 0 2 8
The Anatomy of Distressed Debt Markets 0 0 0 6 0 0 1 23
The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It? 0 0 0 6 1 1 5 44
The Controversy Over Executive Compensation 0 0 0 42 0 1 1 204
The Equity Performance of Firms Emerging from Bankruptcy 1 2 3 71 1 2 6 341
The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics 0 0 0 281 1 1 1 911
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications 0 0 15 522 5 13 48 1,541
The importance and subtlety of credit rating migration 0 0 2 334 0 0 5 779
The success of business failure prediction models: An international survey 1 2 12 930 2 5 21 2,029
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk 0 0 0 0 0 0 0 84
Toward a bottom-up approach to assessing sovereign default risk: an update 0 0 0 0 0 0 2 207
Ultimate recovery mixtures 0 0 3 102 0 1 9 297
Volatility Behavior of Industrial Stock Price Indices 0 0 1 29 0 0 2 103
Z-Score Models’ application to Italian companies subject to extraordinary administration 1 1 4 88 2 5 12 298
ZETATM analysis A new model to identify bankruptcy risk of corporations 8 17 68 2,855 12 30 127 6,258
Total Journal Articles 51 146 754 17,745 128 387 1,869 46,236
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 1 7 16 38
MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET 0 0 6 24 1 3 15 82
Predicting financial distress of companies: revisiting the Z-Score and ZETA® models 32 89 249 1,215 72 194 619 4,202
TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE 0 0 0 1 0 0 0 18
Total Chapters 32 89 255 1,240 74 204 650 4,340


Statistics updated 2025-03-03