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 0 1 4 888
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 0 0 3 11 255
Corporate Bond and Commercial Loan Portfolio Analysis 0 1 1 667 0 2 11 1,759
Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade 0 0 0 1 0 3 8 996
Credit Risk Measurement: Developments over the Last 20 Years 0 0 0 1 0 3 19 786
Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001 0 0 1 503 1 6 18 1,041
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 2 3 10 1,049
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 0 0 3 41 1 6 23 101
Revisiting SME default predictors: The Omega Score 0 1 3 38 2 6 17 73
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 0 5 19 654
Total Working Papers 0 3 10 2,356 6 56 194 9,791


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 0 10 372
A Further Empirical Investigation of the Bankruptcy Cost Question 1 6 20 1,278 7 25 65 2,748
A Race for Long Horizon Bankruptcy Prediction 0 4 9 31 0 10 26 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 0 3 6 29
An analysis and critique of the BIS proposal on capital adequacy and ratings 0 0 0 354 0 2 20 862
An emerging market credit scoring system for corporate bonds 2 6 30 549 6 18 74 1,158
An integrated pricing model for defaultable loans and bonds 0 0 0 17 0 1 3 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? 0 2 5 40 2 8 39 177
Assessing Potential Financial Problems for Firms in Brazil 0 0 4 98 1 3 12 356
Assessing the credit worthiness of Italian SMEs and mini-bond issuers 0 2 8 39 2 12 35 151
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 0 49 0 3 14 254
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 1 2 7 1 7 20 38
Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers? 0 0 3 87 0 0 8 215
Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending 1 2 6 143 1 9 29 328
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 0 1 1 45 0 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) 2 2 7 1,478 6 8 33 3,374
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 4 385
Credit risk measurement: Developments over the last 20 years 1 3 8 1,361 9 22 55 3,056
Customer lifetime value: stochastic optimization approach 0 1 1 20 0 7 15 58
Default rates in the syndicated bank loan market: A mortality analysis 0 1 2 551 0 6 17 1,503
Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review 0 0 1 46 0 2 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 0 2 14 539
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 31 124 424 3,764 120 397 1,218 10,710
Financial Applications of Discriminant Analysis: A Clarification 0 0 0 61 0 8 17 161
Financial Distress and Restructuring Models 0 0 0 0 1 8 22 693
Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience 0 0 1 24 0 2 8 84
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? 0 0 0 82 0 3 15 173
Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications 0 2 9 20 3 15 59 96
How rating agencies achieve rating stability 1 6 15 556 3 16 49 1,186
Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 22 0 1 8 85
Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses 0 0 1 25 1 3 5 74
Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 1 1 4 390 1 4 22 953
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 2 9 21
Managing Credit Risk: A Challenge for the New Millennium 0 1 3 19 0 4 15 68
Modelling Credit Risk for SMEs: Evidence from the U.S. Market 3 10 39 424 9 26 121 1,232
Morgan Stanley Roundtable on Managing Financial Trouble 0 0 0 31 0 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 1 1 2 52 3 11 26 183
Predicting Railroad Bankruptcies in America 0 1 2 238 1 3 11 806
Predicting performance in the savings and loan association industry 0 0 3 196 0 1 12 444
REVISITING THE HIGH YIELD BOND MARKET: MATURE BUT NEVER DULL 0 0 3 41 1 21 38 155
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 0 2 20 1 7 30 98
Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns 0 0 1 43 1 1 9 96
Share Markets and Portfolio Theory 0 0 0 0 0 1 2 5
Sovereign default risk assessment 0 0 1 34 0 2 16 141
Statistical classification models applied to common stock analysis 0 0 0 53 0 4 5 207
THE PREDICTION OF CORPORATE BANKRUPTCY: A DISCRIMINANT ANALYSIS 0 3 19 153 4 11 80 520
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 1 1 3 10 1 4 15 39
The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It? 0 0 4 10 1 5 20 65
The Controversy Over Executive Compensation 0 0 0 42 0 0 6 210
The Equity Performance of Firms Emerging from Bankruptcy 0 0 4 75 0 1 17 361
The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics 0 1 5 287 0 4 20 935
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications 0 2 10 533 2 8 44 1,591
The importance and subtlety of credit rating migration 0 0 2 337 0 1 15 798
The success of business failure prediction models: An international survey 0 3 6 942 1 9 26 2,064
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk 0 0 0 0 0 5 18 103
Toward a bottom-up approach to assessing sovereign default risk: an update 0 0 0 0 0 1 14 225
Ultimate recovery mixtures 0 1 4 107 0 2 10 310
Volatility Behavior of Industrial Stock Price Indices 0 0 0 30 0 2 5 109
Z-Score Models’ application to Italian companies subject to extraordinary administration 0 2 4 96 0 5 15 317
ZETATM analysis A new model to identify bankruptcy risk of corporations 11 24 61 2,945 19 46 166 6,474
Total Journal Articles 56 215 741 18,736 208 810 2,763 49,564
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 3 11 53
MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET 0 0 1 25 4 8 22 106
Predicting financial distress of companies: revisiting the Z-Score and ZETA® models 13 45 211 1,594 33 120 657 5,220
TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE 0 0 0 3 0 2 11 33
Total Chapters 13 45 212 1,622 38 133 701 5,412


Statistics updated 2026-07-10