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 0 3 15
An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings 0 0 0 631 0 0 8 1,344
Business Failure Classification Models: An International Survey 0 0 0 3 0 0 4 888
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 0 1 1 12 256
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 1 667 0 0 10 1,759
Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade 0 0 0 1 1 2 10 998
Credit Risk Measurement: Developments over the Last 20 Years 0 0 0 1 0 0 18 786
Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001 0 0 1 503 2 3 20 1,043
Gated-type polling systems with walking and switch-in times 0 0 1 1 0 0 5 11
Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-1998 0 0 0 287 1 3 10 1,050
Rating Migration of Corporate Bonds: Comparative Results and Investor/Lender Implications 0 0 0 1 0 0 9 355
Revisiting SME default predictors: The Omega Score 1 1 3 39 2 6 19 77
Revisiting SME default predictors: The Omega Score 0 0 3 41 1 3 24 103
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 1 1 14 193
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 1 1 9 186
The Investment Performance of Defaulted Bonds for 1987-95 and Market Outlook 0 0 0 0 1 1 5 88
The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios 0 0 0 176 0 0 16 654
Total Working Papers 1 1 10 2,357 11 21 196 9,806


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 11 373
A Further Empirical Investigation of the Bankruptcy Cost Question 0 1 18 1,278 0 9 59 2,750
A Race for Long Horizon Bankruptcy Prediction 2 2 9 33 3 6 30 85
A universal critical density underlying the physics of electrons at the LaAlO3/SrTiO3 interface 0 0 0 0 0 1 3 4
Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 5 1 2 8 31
An analysis and critique of the BIS proposal on capital adequacy and ratings 0 0 0 354 0 1 19 863
An emerging market credit scoring system for corporate bonds 5 11 37 558 13 26 90 1,178
An integrated pricing model for defaultable loans and bonds 0 0 0 17 0 0 3 93
Analyzing risks, returns and potential interest in the U.S. high yield corporate debt market for Japanese investors 1 1 1 8 1 1 6 46
Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models? 1 2 6 42 4 9 44 184
Assessing Potential Financial Problems for Firms in Brazil 0 0 2 98 0 4 13 359
Assessing the credit worthiness of Italian SMEs and mini-bond issuers 0 0 7 39 0 6 37 155
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 2 7 0 1 19 38
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 0 49 0 1 14 255
Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers? 0 0 1 87 0 0 5 215
Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending 1 3 7 145 1 5 31 332
Common Stock Price Volatility Measures and Patterns 0 0 0 15 0 1 5 40
Comparative Analysis of Risk Measures: France and the United States 0 0 1 66 0 0 8 197
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation 0 0 1 45 0 0 5 126
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation: Reply 0 0 0 21 0 0 2 87
Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) 0 2 6 1,478 1 8 32 3,376
Credit ratings and the BIS capital adequacy reform agenda 0 0 0 149 0 1 10 514
Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets 0 0 1 103 0 0 4 385
Credit risk measurement: Developments over the last 20 years 0 2 9 1,362 1 11 51 3,058
Customer lifetime value: stochastic optimization approach 0 0 1 20 0 0 14 58
Default rates in the syndicated bank loan market: A mortality analysis 0 0 2 551 0 0 17 1,503
Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review 0 0 1 46 4 5 15 140
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 0 1 14 540
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 23 84 433 3,817 62 255 1,245 10,845
Financial Applications of Discriminant Analysis: A Clarification 0 0 0 61 0 0 17 161
Financial Distress and Restructuring Models 0 0 0 0 0 2 23 694
Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience 0 0 1 24 0 1 8 85
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? 0 0 0 82 1 2 17 175
Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications 0 0 9 20 1 5 57 98
How rating agencies achieve rating stability 0 1 14 556 3 6 45 1,189
Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 22 0 0 7 85
Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses 1 1 1 26 1 4 7 77
Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 0 2 5 391 0 3 21 955
Introduction: Company and country risk models 0 0 0 64 0 1 4 144
Knowledge based framework for facilitating e-learning services 0 0 0 3 0 1 9 22
Managing Credit Risk: A Challenge for the New Millennium 0 0 3 19 1 2 17 70
Modelling Credit Risk for SMEs: Evidence from the U.S. Market 1 5 34 426 7 21 117 1,244
Morgan Stanley Roundtable on Managing Financial Trouble 0 0 0 31 1 1 7 125
On the Convergence to Nash Equilibrium in Problems of Distributed Computing 0 0 0 6 0 0 3 17
Post‐Chapter 11 Bankruptcy Performance: Avoiding Chapter 22 0 1 2 52 1 4 27 184
Predicting Railroad Bankruptcies in America 1 1 2 239 1 3 11 808
Predicting performance in the savings and loan association industry 0 0 3 196 1 1 12 445
REVISITING THE HIGH YIELD BOND MARKET: MATURE BUT NEVER DULL 0 0 3 41 1 3 40 157
Railroad Bankruptcy Propensity 0 0 0 57 0 1 3 248
Ratio Analysis and the Prediction of Firm Failure: A Reply 0 0 0 129 0 1 9 292
Rethinking SME default prediction: a systematic literature review and future perspectives 0 0 2 20 1 3 30 100
Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns 0 0 0 43 0 1 8 96
Share Markets and Portfolio Theory 0 0 0 0 1 2 4 7
Sovereign default risk assessment 0 0 1 34 0 1 17 142
Statistical classification models applied to common stock analysis 0 0 0 53 0 1 5 208
THE PREDICTION OF CORPORATE BANKRUPTCY: A DISCRIMINANT ANALYSIS 0 0 19 153 2 11 82 527
THE VALUE OF PERSONAL CREDIT HISTORY IN RISK SCREENING OF ENTREPRENEURS: EVIDENCE FROM MARKETPLACE LENDING 0 0 0 1 0 0 5 14
The Anatomy of Distressed Debt Markets 0 1 3 10 1 2 16 40
The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It? 0 0 4 10 0 2 21 66
The Controversy Over Executive Compensation 0 0 0 42 1 1 7 211
The Equity Performance of Firms Emerging from Bankruptcy 1 1 3 76 1 2 16 363
The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics 0 0 5 287 0 0 20 935
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications 2 2 12 535 5 8 47 1,597
The importance and subtlety of credit rating migration 1 1 3 338 1 1 15 799
The success of business failure prediction models: An international survey 0 1 6 943 0 3 27 2,066
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk 0 0 0 0 0 1 18 104
Toward a bottom-up approach to assessing sovereign default risk: an update 0 0 0 0 0 2 15 227
Ultimate recovery mixtures 0 0 3 107 1 2 11 312
Volatility Behavior of Industrial Stock Price Indices 0 0 0 30 0 1 6 110
Z-Score Models’ application to Italian companies subject to extraordinary administration 0 1 5 97 1 2 16 319
ZETATM analysis A new model to identify bankruptcy risk of corporations 0 14 57 2,948 5 35 170 6,490
Total Journal Articles 40 140 745 18,820 130 498 2,832 49,854
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 1 10 53
MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET 1 1 2 26 3 9 24 111
Predicting financial distress of companies: revisiting the Z-Score and ZETA® models 15 44 199 1,625 27 83 606 5,270
TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE 0 0 0 3 0 0 11 33
Total Chapters 16 45 201 1,654 30 93 651 5,467


Statistics updated 2026-09-10