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 1 1 4 11
An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings 0 1 2 631 0 1 3 1,336
Business Failure Classification Models: An International Survey 0 0 0 3 1 1 6 884
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 666 0 0 0 1,748
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 0 0 0 1 244
Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade 0 0 0 1 0 0 3 988
Credit Risk Measurement: Developments over the Last 20 Years 0 0 0 1 1 3 5 767
Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001 0 0 1 502 1 3 5 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 1 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 1 2 7 54
Revisiting SME default predictors: The Omega Score 1 1 4 38 3 5 15 78
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 0 1 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 1 1 1 176 2 3 4 635
Total Working Papers 2 3 9 2,346 10 22 59 9,595


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 3 7 24 1,256 6 12 69 2,678
A Race for Long Horizon Bankruptcy Prediction 0 1 6 20 1 2 13 51
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 1 1 1 23
An analysis and critique of the BIS proposal on capital adequacy and ratings 0 0 2 354 0 2 8 840
An emerging market credit scoring system for corporate bonds 5 11 44 517 5 13 66 1,080
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 1 2 2 7 1 2 2 40
Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models? 0 2 3 34 4 6 11 136
Assessing Potential Financial Problems for Firms in Brazil 1 1 5 93 1 1 11 343
Assessing the credit worthiness of Italian SMEs and mini-bond issuers 0 0 7 30 0 0 17 115
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 0 1 4 239
Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers? 0 2 5 82 1 4 14 205
Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending 0 0 4 137 1 5 16 299
Common Stock Price Volatility Measures and Patterns 0 0 1 15 0 0 4 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 1 3 121
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation: Reply 0 0 0 21 0 1 1 84
Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) 0 2 13 1,471 2 6 31 3,336
Credit ratings and the BIS capital adequacy reform agenda 0 0 2 149 0 0 2 504
Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets 0 0 1 102 0 0 1 380
Credit risk measurement: Developments over the last 20 years 1 2 11 1,353 10 18 46 2,997
Customer lifetime value: stochastic optimization approach 1 1 1 19 1 1 3 43
Default rates in the syndicated bank loan market: A mortality analysis 0 1 1 549 1 2 6 1,485
Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review 0 0 3 45 2 2 7 125
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 1 1 1 106 1 2 5 525
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 39 93 358 3,312 87 179 800 9,428
Financial Applications of Discriminant Analysis: A Clarification 0 1 2 61 0 2 3 144
Financial Distress and Restructuring Models 0 0 0 0 3 5 19 671
Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience 0 1 1 23 0 1 2 75
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? 0 0 2 82 1 1 6 158
Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications 0 1 3 9 2 5 14 34
How rating agencies achieve rating stability 2 5 18 538 9 17 55 1,131
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 1 2 2 24 4 6 6 69
Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 1 2 8 384 2 5 23 929
Introduction: Company and country risk models 0 0 1 64 1 1 3 139
Knowledge based framework for facilitating e-learning services 0 0 1 3 0 0 1 12
Managing Credit Risk: A Challenge for the New Millennium 0 1 4 16 0 1 7 52
Modelling Credit Risk for SMEs: Evidence from the U.S. Market 4 7 38 382 6 19 112 1,099
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 1 2 8 157
Predicting Railroad Bankruptcies in America 0 0 2 236 0 0 4 795
Predicting performance in the savings and loan association industry 0 2 7 193 0 3 11 432
REVISITING THE HIGH YIELD BOND MARKET: MATURE BUT NEVER DULL 0 0 2 38 2 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 1 4 18 1 2 14 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 2 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 4 18 134 4 11 39 437
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 1 1 7 0 1 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 2 3 9 344
The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics 0 1 1 282 1 3 4 914
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications 0 1 8 523 0 5 36 1,546
The importance and subtlety of credit rating migration 0 1 3 335 0 3 8 782
The success of business failure prediction models: An international survey 2 5 10 935 3 6 18 2,035
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk 0 0 0 0 0 0 0 84
Toward a bottom-up approach to assessing sovereign default risk: an update 0 0 0 0 2 3 5 210
Ultimate recovery mixtures 0 1 4 103 1 3 9 300
Volatility Behavior of Industrial Stock Price Indices 0 1 2 30 0 1 2 104
Z-Score Models’ application to Italian companies subject to extraordinary administration 0 3 6 91 0 3 12 301
ZETATM analysis A new model to identify bankruptcy risk of corporations 7 21 66 2,876 11 32 110 6,290
Total Journal Articles 69 191 724 17,936 183 414 1,719 46,650
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 4 19 42
MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET 0 0 3 24 0 2 11 84
Predicting financial distress of companies: revisiting the Z-Score and ZETA® models 50 122 332 1,337 107 265 744 4,467
TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE 1 2 2 3 2 3 3 21
Total Chapters 51 124 337 1,364 110 274 777 4,614


Statistics updated 2025-06-06