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 0 5 0 1 3 11
An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings 0 1 1 631 0 1 1 1,336
Business Failure Classification Models: An International Survey 0 0 0 3 0 1 3 884
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 0 2 988
Credit Risk Measurement: Developments over the Last 20 Years 0 0 0 1 0 2 5 767
Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001 0 0 0 502 0 2 4 1,023
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 2 1,039
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 0 35 2 4 9 56
Revisiting SME default predictors: The Omega Score 0 1 4 38 0 5 15 78
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 0 0 2 176
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 0 1 2 177
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 1 1 176 0 2 4 635
Total Working Papers 0 3 6 2,346 2 19 53 9,597


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 2 147 0 1 7 362
A Further Empirical Investigation of the Bankruptcy Cost Question 2 9 24 1,258 5 15 70 2,683
A Race for Long Horizon Bankruptcy Prediction 2 3 7 22 2 4 14 53
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 1 1 23
An analysis and critique of the BIS proposal on capital adequacy and ratings 0 0 2 354 2 4 9 842
An emerging market credit scoring system for corporate bonds 2 10 45 519 4 13 67 1,084
An integrated pricing model for defaultable loans and bonds 0 0 0 17 1 1 1 90
Analyzing risks, returns and potential interest in the U.S. high yield corporate debt market for Japanese investors 0 2 2 7 0 2 2 40
Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models? 1 1 4 35 2 6 12 138
Assessing Potential Financial Problems for Firms in Brazil 1 2 6 94 1 2 12 344
Assessing the credit worthiness of Italian SMEs and mini-bond issuers 1 1 8 31 1 1 17 116
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 1 5 0 0 1 18
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 0 49 1 1 5 240
Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers? 2 3 7 84 2 5 16 207
Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending 0 0 2 137 0 3 14 299
Common Stock Price Volatility Measures and Patterns 0 0 0 15 0 0 3 35
Comparative Analysis of Risk Measures: France and the United States 0 0 1 65 0 0 1 189
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation 0 0 0 44 0 0 3 121
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation: Reply 0 0 0 21 0 0 1 84
Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) 0 0 10 1,471 5 8 31 3,341
Credit ratings and the BIS capital adequacy reform agenda 0 0 1 149 0 0 1 504
Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets 0 0 1 102 1 1 2 381
Credit risk measurement: Developments over the last 20 years 0 2 9 1,353 4 18 47 3,001
Customer lifetime value: stochastic optimization approach 0 1 1 19 0 1 3 43
Default rates in the syndicated bank loan market: A mortality analysis 0 1 1 549 1 3 7 1,486
Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review 0 0 2 45 0 2 6 125
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 1 1 106 0 2 5 525
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 28 95 355 3,340 64 200 793 9,492
Financial Applications of Discriminant Analysis: A Clarification 0 1 2 61 0 1 3 144
Financial Distress and Restructuring Models 0 0 0 0 0 4 18 671
Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience 0 0 1 23 1 1 3 76
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? 0 0 2 82 0 1 6 158
Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications 2 2 4 11 3 6 15 37
How rating agencies achieve rating stability 3 8 18 541 6 19 54 1,137
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 2 2 24 0 6 6 69
Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 2 4 10 386 2 7 22 931
Introduction: Company and country risk models 0 0 1 64 0 1 3 139
Knowledge based framework for facilitating e-learning services 0 0 0 3 0 0 0 12
Managing Credit Risk: A Challenge for the New Millennium 0 1 4 16 1 2 8 53
Modelling Credit Risk for SMEs: Evidence from the U.S. Market 3 10 39 385 12 28 112 1,111
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 50 0 2 6 157
Predicting Railroad Bankruptcies in America 0 0 2 236 0 0 3 795
Predicting performance in the savings and loan association industry 0 1 6 193 0 2 10 432
REVISITING THE HIGH YIELD BOND MARKET: MATURE BUT NEVER DULL 0 0 2 38 0 3 6 117
Railroad Bankruptcy Propensity 0 0 2 57 0 0 5 245
Ratio Analysis and the Prediction of Firm Failure: A Reply 0 2 2 129 0 2 3 283
Rethinking SME default prediction: a systematic literature review and future perspectives 0 0 4 18 0 1 13 68
Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns 0 0 0 42 0 0 1 87
Share Markets and Portfolio Theory 0 0 0 0 0 0 1 3
Sovereign default risk assessment 0 0 0 33 0 2 3 125
Statistical classification models applied to common stock analysis 0 0 1 53 0 0 1 202
THE PREDICTION OF CORPORATE BANKRUPTCY: A DISCRIMINANT ANALYSIS 0 3 17 134 3 12 39 440
THE VALUE OF PERSONAL CREDIT HISTORY IN RISK SCREENING OF ENTREPRENEURS: EVIDENCE FROM MARKETPLACE LENDING 0 0 1 1 0 0 1 8
The Anatomy of Distressed Debt Markets 0 0 1 7 0 0 2 24
The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It? 0 0 0 6 0 1 3 45
The Controversy Over Executive Compensation 0 0 0 42 0 0 1 204
The Equity Performance of Firms Emerging from Bankruptcy 0 0 3 71 0 2 9 344
The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics 0 1 1 282 1 4 5 915
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications 0 0 5 523 1 2 32 1,547
The importance and subtlety of credit rating migration 0 0 2 335 1 2 8 783
The success of business failure prediction models: An international survey 1 4 11 936 3 7 20 2,038
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk 0 0 0 0 1 1 1 85
Toward a bottom-up approach to assessing sovereign default risk: an update 0 0 0 0 1 3 6 211
Ultimate recovery mixtures 0 0 3 103 0 2 8 300
Volatility Behavior of Industrial Stock Price Indices 0 0 1 30 0 0 1 104
Z-Score Models’ application to Italian companies subject to extraordinary administration 1 3 7 92 1 3 13 302
ZETATM analysis A new model to identify bankruptcy risk of corporations 8 24 67 2,884 18 40 119 6,308
Total Journal Articles 59 198 716 17,995 151 461 1,723 46,801
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 3 18 42
MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET 0 0 3 24 0 1 11 84
Predicting financial distress of companies: revisiting the Z-Score and ZETA® models 46 137 365 1,383 96 291 808 4,563
TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE 0 2 2 3 1 4 4 22
Total Chapters 46 139 370 1,410 97 299 841 4,711


Statistics updated 2025-07-04