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 0 4 12
An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings 0 0 1 631 1 1 2 1,337
Business Failure Classification Models: An International Survey 0 0 0 3 0 1 3 885
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 666 3 4 5 1,753
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 0 1 2 2 246
Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade 0 0 0 1 0 0 1 988
Credit Risk Measurement: Developments over the Last 20 Years 0 0 0 1 1 3 7 771
Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001 0 1 1 503 1 5 9 1,028
Gated-type polling systems with walking and switch-in times 0 0 0 0 1 1 1 7
Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-1998 0 0 0 287 1 2 5 1,042
Rating Migration of Corporate Bonds: Comparative Results and Investor/Lender Implications 0 0 0 1 1 2 2 348
Revisiting SME default predictors: The Omega Score 1 3 5 41 4 7 18 86
Revisiting SME default predictors: The Omega Score 0 0 1 36 0 4 14 62
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 0 0 3 177
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 1 4 8 183
The Investment Performance of Defaulted Bonds for 1987-95 and Market Outlook 0 0 0 0 1 1 1 84
The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios 0 0 1 176 2 2 9 640
Total Working Papers 1 4 9 2,351 18 39 94 9,649


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 1 147 0 3 7 365
A Further Empirical Investigation of the Bankruptcy Cost Question 1 3 20 1,263 5 9 52 2,700
A Race for Long Horizon Bankruptcy Prediction 1 1 9 25 5 7 19 62
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 2 24
An analysis and critique of the BIS proposal on capital adequacy and ratings 0 0 1 354 2 3 11 847
An emerging market credit scoring system for corporate bonds 2 10 39 531 7 23 61 1,111
An integrated pricing model for defaultable loans and bonds 0 0 0 17 0 0 1 90
Analyzing risks, returns and potential interest in the U.S. high yield corporate debt market for Japanese investors 0 0 2 7 2 2 4 42
Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models? 0 1 5 37 2 5 16 145
Assessing Potential Financial Problems for Firms in Brazil 1 1 6 97 1 1 10 347
Assessing the credit worthiness of Italian SMEs and mini-bond issuers 0 1 5 33 4 6 12 124
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 0 49 2 2 6 243
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 1 5 4 5 7 24
Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers? 1 1 9 87 4 4 18 214
Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending 0 1 2 139 3 5 15 306
Common Stock Price Volatility Measures and Patterns 0 0 0 15 0 0 2 35
Comparative Analysis of Risk Measures: France and the United States 0 0 0 65 3 4 4 193
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 2 85
Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) 2 2 8 1,474 6 7 27 3,351
Credit ratings and the BIS capital adequacy reform agenda 0 0 0 149 0 2 2 506
Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets 0 0 1 102 1 1 3 382
Credit risk measurement: Developments over the last 20 years 0 2 7 1,355 5 10 47 3,017
Customer lifetime value: stochastic optimization approach 0 0 1 19 0 2 5 46
Default rates in the syndicated bank loan market: A mortality analysis 0 1 2 550 3 7 12 1,493
Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review 0 0 0 45 0 3 5 128
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 1 106 2 2 7 528
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 53 117 341 3,501 132 287 798 9,887
Financial Applications of Discriminant Analysis: A Clarification 0 0 1 61 0 0 2 144
Financial Distress and Restructuring Models 0 0 0 0 2 7 15 678
Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience 1 1 2 24 1 3 6 80
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? 0 0 1 82 2 6 8 164
Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications 2 5 9 16 12 20 33 61
How rating agencies achieve rating stability 1 4 16 546 4 12 54 1,156
Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 22 0 2 3 80
Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses 0 0 3 25 0 0 7 70
Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 0 0 4 386 2 4 17 938
Introduction: Company and country risk models 0 0 0 64 1 2 5 142
Knowledge based framework for facilitating e-learning services 0 0 0 3 0 0 1 13
Managing Credit Risk: A Challenge for the New Millennium 0 0 4 16 0 0 8 53
Modelling Credit Risk for SMEs: Evidence from the U.S. Market 1 11 40 403 13 40 119 1,167
Morgan Stanley Roundtable on Managing Financial Trouble 0 0 0 31 1 1 1 119
On the Convergence to Nash Equilibrium in Problems of Distributed Computing 0 0 0 6 1 1 1 15
Post‐Chapter 11 Bankruptcy Performance: Avoiding Chapter 22 0 0 2 50 1 3 6 160
Predicting Railroad Bankruptcies in America 0 0 1 237 2 2 4 799
Predicting performance in the savings and loan association industry 1 3 6 196 2 5 12 438
REVISITING THE HIGH YIELD BOND MARKET: MATURE BUT NEVER DULL 0 2 2 40 1 4 8 121
Railroad Bankruptcy Propensity 0 0 1 57 0 0 3 245
Ratio Analysis and the Prediction of Firm Failure: A Reply 0 0 2 129 0 2 4 285
Rethinking SME default prediction: a systematic literature review and future perspectives 0 1 2 19 3 7 13 77
Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns 0 0 1 43 1 2 4 90
Share Markets and Portfolio Theory 0 0 0 0 0 0 1 3
Sovereign default risk assessment 0 0 0 33 0 4 6 129
Statistical classification models applied to common stock analysis 0 0 0 53 0 0 1 203
THE PREDICTION OF CORPORATE BANKRUPTCY: A DISCRIMINANT ANALYSIS 0 7 15 141 19 32 58 477
THE VALUE OF PERSONAL CREDIT HISTORY IN RISK SCREENING OF ENTREPRENEURS: EVIDENCE FROM MARKETPLACE LENDING 0 0 0 1 0 1 2 10
The Anatomy of Distressed Debt Markets 0 1 2 8 0 2 3 26
The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It? 2 3 3 9 3 6 8 51
The Controversy Over Executive Compensation 0 0 0 42 1 4 5 208
The Equity Performance of Firms Emerging from Bankruptcy 1 1 5 74 2 3 11 350
The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics 0 0 1 282 2 4 9 919
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications 0 2 3 525 8 14 36 1,564
The importance and subtlety of credit rating migration 0 1 2 336 1 6 11 790
The success of business failure prediction models: An international survey 1 1 10 938 1 2 17 2,041
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk 0 0 0 0 0 4 6 90
Toward a bottom-up approach to assessing sovereign default risk: an update 0 0 0 0 2 3 8 215
Ultimate recovery mixtures 0 1 3 105 1 2 7 303
Volatility Behavior of Industrial Stock Price Indices 0 0 1 30 1 2 3 106
Z-Score Models’ application to Italian companies subject to extraordinary administration 1 1 6 93 3 3 13 306
ZETATM analysis A new model to identify bankruptcy risk of corporations 2 17 70 2,908 6 39 131 6,359
Total Journal Articles 74 203 679 18,278 292 655 1,828 47,677
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 2 14 45
MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET 0 0 0 24 1 4 12 91
Predicting financial distress of companies: revisiting the Z-Score and ZETA® models 14 63 363 1,489 57 197 853 4,861
TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE 0 0 2 3 2 2 6 24
Total Chapters 14 63 365 1,516 61 205 885 5,021


Statistics updated 2025-12-06