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 1 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 1 2 6 988
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 1 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 0 0 0 1,037
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 0 1 35 3 3 6 51
Revisiting SME default predictors: The Omega Score 1 2 8 37 3 5 18 71
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 0 0 0 175
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 1 1 2 175
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 1 2 12 2,343 10 16 53 9,568


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 2 146 0 0 4 358
A Further Empirical Investigation of the Bankruptcy Cost Question 1 4 23 1,246 5 19 70 2,660
A Race for Long Horizon Bankruptcy Prediction 1 2 8 18 1 4 15 46
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 1 2 10 838
An emerging market credit scoring system for corporate bonds 6 13 32 501 7 18 57 1,061
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 1 1 32 0 3 6 130
Assessing Potential Financial Problems for Firms in Brazil 1 2 5 92 2 5 13 341
Assessing the credit worthiness of Italian SMEs and mini-bond issuers 1 1 9 29 2 4 22 114
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? 2 2 4 80 4 4 14 200
Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending 0 0 10 137 1 1 21 292
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 0 0 0 118
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) 0 1 17 1,467 0 5 38 3,326
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 1 3 10 1,349 4 11 49 2,977
Customer lifetime value: stochastic optimization approach 0 0 1 18 0 0 4 41
Default rates in the syndicated bank loan market: A mortality analysis 0 0 1 548 1 1 7 1,482
Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review 0 1 4 45 0 1 6 123
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 3 5 523
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 19 80 385 3,203 45 196 912 9,200
Financial Applications of Discriminant Analysis: A Clarification 0 0 1 60 0 0 2 142
Financial Distress and Restructuring Models 0 0 0 0 0 1 19 664
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? 0 0 1 81 0 0 5 156
Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications 0 0 3 7 0 1 16 28
How rating agencies achieve rating stability 0 3 19 533 1 9 53 1,110
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 2 63
Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 0 3 14 382 0 7 27 923
Introduction: Company and country risk models 0 0 1 64 1 1 2 138
Knowledge based framework for facilitating e-learning services 0 0 2 3 0 0 5 12
Managing Credit Risk: A Challenge for the New Millennium 2 3 5 15 5 6 8 51
Modelling Credit Risk for SMEs: Evidence from the U.S. Market 2 10 42 370 13 29 122 1,071
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 1 1 4 49 1 1 10 155
Predicting Railroad Bankruptcies in America 0 0 3 236 0 0 7 795
Predicting performance in the savings and loan association industry 1 1 5 191 1 3 9 429
REVISITING THE HIGH YIELD BOND MARKET: MATURE BUT NEVER DULL 0 1 4 38 1 2 6 114
Railroad Bankruptcy Propensity 0 0 1 56 0 3 4 244
Ratio Analysis and the Prediction of Firm Failure: A Reply 0 0 4 127 0 0 7 281
Rethinking SME default prediction: a systematic literature review and future perspectives 0 2 5 17 1 5 18 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 2 4 25 129 3 6 53 423
THE VALUE OF PERSONAL CREDIT HISTORY IN RISK SCREENING OF ENTREPRENEURS: EVIDENCE FROM MARKETPLACE LENDING 0 1 1 1 0 1 2 8
The Anatomy of Distressed Debt Markets 0 0 1 6 0 0 3 23
The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It? 0 0 0 6 0 1 4 43
The Controversy Over Executive Compensation 0 0 0 42 1 1 1 204
The Equity Performance of Firms Emerging from Bankruptcy 1 1 2 70 1 1 5 340
The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics 0 0 0 281 0 0 0 910
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications 0 0 16 522 4 11 46 1,536
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 0 1 15 929 1 4 24 2,027
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk 0 0 0 0 0 0 1 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 1 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 0 1 3 87 2 4 10 296
ZETATM analysis A new model to identify bankruptcy risk of corporations 3 14 64 2,847 7 30 127 6,246
Total Journal Articles 44 159 773 17,694 117 412 1,898 46,108
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 2 9 17 37
MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET 0 0 7 24 0 2 15 81
Predicting financial distress of companies: revisiting the Z-Score and ZETA® models 36 95 223 1,183 61 210 569 4,130
TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE 0 0 0 1 0 0 0 18
Total Chapters 36 95 230 1,208 63 221 601 4,266


Statistics updated 2025-02-05