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 1 1 5 15
An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings 0 0 0 631 3 3 8 1,344
Business Failure Classification Models: An International Survey 0 0 0 3 0 0 4 887
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 666 1 3 10 1,758
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 0 2 3 10 254
Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade 0 0 0 1 2 4 7 995
Credit Risk Measurement: Developments over the Last 20 Years 0 0 0 1 2 6 19 785
Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001 0 0 1 503 3 5 16 1,038
Gated-type polling systems with walking and switch-in times 1 1 1 1 3 3 5 11
Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-1998 0 0 0 287 1 2 8 1,047
Rating Migration of Corporate Bonds: Comparative Results and Investor/Lender Implications 0 0 0 1 4 4 9 355
Revisiting SME default predictors: The Omega Score 0 0 4 41 2 3 22 97
Revisiting SME default predictors: The Omega Score 0 1 2 37 3 5 17 70
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 3 4 15 192
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 4 4 9 185
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 1 176 3 4 19 652
Total Working Papers 1 2 10 2,354 37 54 187 9,772

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 3 10 372
A Further Empirical Investigation of the Bankruptcy Cost Question 0 3 19 1,272 7 11 58 2,730
A Race for Long Horizon Bankruptcy Prediction 2 3 9 29 4 9 23 73
A universal critical density underlying the physics of electrons at the LaAlO3/SrTiO3 interface 0 0 0 0 1 1 2 3
Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 5 2 3 6 28
An analysis and critique of the BIS proposal on capital adequacy and ratings 0 0 0 354 2 5 22 862
An emerging market credit scoring system for corporate bonds 4 11 35 547 8 22 73 1,148
An integrated pricing model for defaultable loans and bonds 0 0 0 17 1 1 4 93
Analyzing risks, returns and potential interest in the U.S. high yield corporate debt market for Japanese investors 0 0 1 7 2 2 6 45
Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models? 1 2 5 39 3 17 40 172
Assessing Potential Financial Problems for Firms in Brazil 0 0 6 98 0 1 11 353
Assessing the credit worthiness of Italian SMEs and mini-bond issuers 1 3 8 38 9 13 33 148
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 0 49 3 6 15 254
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 1 2 2 7 4 6 17 35
Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers? 0 0 5 87 0 0 11 215
Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending 0 1 4 141 5 11 26 324
Common Stock Price Volatility Measures and Patterns 0 0 0 15 1 2 4 39
Comparative Analysis of Risk Measures: France and the United States 0 0 1 66 1 2 8 197
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation 0 0 0 44 1 1 4 125
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation: Reply 0 0 0 21 1 1 3 87
Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) 0 2 5 1,476 2 6 34 3,368
Credit ratings and the BIS capital adequacy reform agenda 0 0 0 149 2 2 9 513
Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets 1 1 1 103 1 1 5 385
Credit risk measurement: Developments over the last 20 years 0 1 6 1,358 5 8 52 3,039
Customer lifetime value: stochastic optimization approach 1 1 2 20 6 10 15 57
Default rates in the syndicated bank loan market: A mortality analysis 1 1 2 551 5 5 18 1,502
Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review 0 1 1 46 2 4 12 135
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 1 106 1 2 14 538
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 41 109 408 3,681 133 342 1,105 10,446
Financial Applications of Discriminant Analysis: A Clarification 0 0 0 61 2 4 11 155
Financial Distress and Restructuring Models 0 0 0 0 5 9 22 690
Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience 0 0 1 24 2 4 9 84
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? 0 0 0 82 1 2 14 171
Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications 0 1 9 18 4 8 53 85
How rating agencies achieve rating stability 5 6 19 555 9 11 57 1,179
Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 22 0 2 7 84
Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses 0 0 2 25 1 1 7 72
Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 0 1 6 389 1 5 23 950
Introduction: Company and country risk models 0 0 0 64 0 0 5 143
Knowledge based framework for facilitating e-learning services 0 0 0 3 2 5 9 21
Managing Credit Risk: A Challenge for the New Millennium 1 2 3 19 3 7 15 67
Modelling Credit Risk for SMEs: Evidence from the U.S. Market 3 9 39 417 8 25 121 1,214
Morgan Stanley Roundtable on Managing Financial Trouble 0 0 0 31 0 1 3 121
On the Convergence to Nash Equilibrium in Problems of Distributed Computing 0 0 0 6 1 1 3 17
Post‐Chapter 11 Bankruptcy Performance: Avoiding Chapter 22 0 0 1 51 7 14 23 179
Predicting Railroad Bankruptcies in America 0 0 1 237 1 2 9 804
Predicting performance in the savings and loan association industry 0 0 3 196 1 3 12 444
REVISITING THE HIGH YIELD BOND MARKET: MATURE BUT NEVER DULL 0 1 3 41 17 29 36 151
Railroad Bankruptcy Propensity 0 0 0 57 1 1 2 247
Ratio Analysis and the Prediction of Firm Failure: A Reply 0 0 0 129 2 3 8 291
Rethinking SME default prediction: a systematic literature review and future perspectives 0 1 2 20 5 10 29 96
Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns 0 0 1 43 0 2 8 95
Share Markets and Portfolio Theory 0 0 0 0 1 1 2 5
Sovereign default risk assessment 0 0 1 34 1 2 17 140
Statistical classification models applied to common stock analysis 0 0 0 53 3 3 4 206
THE PREDICTION OF CORPORATE BANKRUPTCY: A DISCRIMINANT ANALYSIS 2 7 18 152 4 14 80 513
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 0 0 2 9 2 3 13 37
The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It? 0 1 4 10 3 6 18 63
The Controversy Over Executive Compensation 0 0 0 42 0 1 6 210
The Equity Performance of Firms Emerging from Bankruptcy 0 1 4 75 1 6 19 361
The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics 0 0 4 286 2 2 20 933
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications 2 6 10 533 4 14 41 1,587
The importance and subtlety of credit rating migration 0 0 2 337 1 3 16 798
The success of business failure prediction models: An international survey 1 1 7 940 3 8 26 2,058
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk 0 0 0 0 1 3 15 99
Toward a bottom-up approach to assessing sovereign default risk: an update 0 0 0 0 1 1 17 225
Ultimate recovery mixtures 0 1 3 106 0 1 9 308
Volatility Behavior of Industrial Stock Price Indices 0 0 0 30 1 1 4 108
Z-Score Models’ application to Italian companies subject to extraordinary administration 1 1 4 95 3 5 14 315
ZETATM analysis A new model to identify bankruptcy risk of corporations 10 16 62 2,931 19 37 168 6,447
Total Journal Articles 78 196 732 18,599 335 757 2,622 49,089
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 6 11 52
MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET 0 0 1 25 1 3 15 99
Predicting financial distress of companies: revisiting the Z-Score and ZETA® models 15 41 277 1,564 43 111 783 5,143
TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE 0 0 1 3 2 3 14 33
Total Chapters 15 41 279 1,592 48 123 823 5,327

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06