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 0 0 3 15
An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings 0 0 0 631 0 0 8 1,344
Business Failure Classification Models: An International Survey 0 0 0 3 0 0 3 888
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 1 667 1 1 11 1,760
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 0 0 1 12 256
Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade 0 0 0 1 0 2 10 998
Credit Risk Measurement: Developments over the Last 20 Years 0 0 0 1 1 1 17 787
Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001 0 0 0 503 0 2 18 1,043
Gated-type polling systems with walking and switch-in times 0 0 1 1 0 0 5 11
Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-1998 0 0 0 287 1 2 10 1,051
Rating Migration of Corporate Bonds: Comparative Results and Investor/Lender Implications 0 0 0 1 1 1 9 356
Revisiting SME default predictors: The Omega Score 0 1 3 39 0 4 18 77
Revisiting SME default predictors: The Omega Score 0 0 2 41 1 3 23 104
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 1 2 10 187
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 0 1 13 193
The Investment Performance of Defaulted Bonds for 1987-95 and Market Outlook 0 0 0 0 1 2 6 89
The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios 0 0 0 176 2 2 18 656
Total Working Papers 0 1 8 2,357 9 24 194 9,815


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 1 10 373
A Further Empirical Investigation of the Bankruptcy Cost Question 0 0 17 1,278 2 4 59 2,752
A Race for Long Horizon Bankruptcy Prediction 0 2 9 33 0 6 29 85
A universal critical density underlying the physics of electrons at the LaAlO3/SrTiO3 interface 0 0 0 0 1 2 4 5
Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 5 0 2 8 31
An analysis and critique of the BIS proposal on capital adequacy and ratings 0 0 0 354 0 1 18 863
An emerging market credit scoring system for corporate bonds 8 17 40 566 13 33 93 1,191
An integrated pricing model for defaultable loans and bonds 0 0 0 17 0 0 3 93
Analyzing risks, returns and potential interest in the U.S. high yield corporate debt market for Japanese investors 0 1 1 8 0 1 6 46
Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models? 1 3 7 43 2 9 45 186
Assessing Potential Financial Problems for Firms in Brazil 1 1 3 99 2 5 15 361
Assessing the credit worthiness of Italian SMEs and mini-bond issuers 0 0 6 39 0 4 36 155
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 0 49 0 1 14 255
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 2 7 1 1 20 39
Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers? 0 0 1 87 0 0 5 215
Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending 0 2 7 145 2 6 32 334
Common Stock Price Volatility Measures and Patterns 0 0 0 15 0 1 5 40
Comparative Analysis of Risk Measures: France and the United States 0 0 1 66 0 0 8 197
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation 0 0 1 45 0 0 5 126
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation: Reply 0 0 0 21 0 0 2 87
Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) 2 2 8 1,480 2 4 34 3,378
Credit ratings and the BIS capital adequacy reform agenda 0 0 0 149 1 2 11 515
Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets 0 0 1 103 0 0 4 385
Credit risk measurement: Developments over the last 20 years 0 1 8 1,362 0 2 48 3,058
Customer lifetime value: stochastic optimization approach 0 0 1 20 0 0 14 58
Default rates in the syndicated bank loan market: A mortality analysis 0 0 1 551 0 0 15 1,503
Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review 0 0 1 46 0 5 15 140
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 0 106 0 1 14 540
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 23 76 430 3,840 67 202 1,243 10,912
Financial Applications of Discriminant Analysis: A Clarification 0 0 0 61 0 0 17 161
Financial Distress and Restructuring Models 0 0 0 0 2 3 22 696
Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience 0 0 1 24 0 1 7 85
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? 0 0 0 82 1 3 18 176
Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications 0 0 8 20 1 3 56 99
How rating agencies achieve rating stability 0 0 12 556 3 6 43 1,192
Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 22 0 0 7 85
Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses 0 1 1 26 0 3 7 77
Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 1 2 6 392 3 5 24 958
Introduction: Company and country risk models 0 0 0 64 0 1 4 144
Knowledge based framework for facilitating e-learning services 0 0 0 3 0 1 9 22
Managing Credit Risk: A Challenge for the New Millennium 0 0 3 19 0 2 17 70
Modelling Credit Risk for SMEs: Evidence from the U.S. Market 0 2 29 426 4 16 105 1,248
Morgan Stanley Roundtable on Managing Financial Trouble 0 0 0 31 0 1 7 125
On the Convergence to Nash Equilibrium in Problems of Distributed Computing 0 0 0 6 2 2 5 19
Post‐Chapter 11 Bankruptcy Performance: Avoiding Chapter 22 0 0 2 52 0 1 27 184
Predicting Railroad Bankruptcies in America 0 1 2 239 0 2 11 808
Predicting performance in the savings and loan association industry 0 0 2 196 0 1 11 445
REVISITING THE HIGH YIELD BOND MARKET: MATURE BUT NEVER DULL 0 0 3 41 0 2 40 157
Railroad Bankruptcy Propensity 0 0 0 57 1 2 4 249
Ratio Analysis and the Prediction of Firm Failure: A Reply 0 0 0 129 0 1 8 292
Rethinking SME default prediction: a systematic literature review and future perspectives 2 2 4 22 6 8 33 106
Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns 0 0 0 43 0 0 7 96
Share Markets and Portfolio Theory 0 0 0 0 0 2 4 7
Sovereign default risk assessment 0 0 1 34 0 1 16 142
Statistical classification models applied to common stock analysis 0 0 0 53 0 1 5 208
THE PREDICTION OF CORPORATE BANKRUPTCY: A DISCRIMINANT ANALYSIS 0 0 17 153 1 8 80 528
THE VALUE OF PERSONAL CREDIT HISTORY IN RISK SCREENING OF ENTREPRENEURS: EVIDENCE FROM MARKETPLACE LENDING 0 0 0 1 0 0 5 14
The Anatomy of Distressed Debt Markets 0 0 3 10 0 1 16 40
The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It? 0 0 4 10 1 2 21 67
The Controversy Over Executive Compensation 0 0 0 42 0 1 7 211
The Equity Performance of Firms Emerging from Bankruptcy 0 1 3 76 2 4 18 365
The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics 0 0 5 287 0 0 19 935
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications 0 2 11 535 3 9 49 1,600
The importance and subtlety of credit rating migration 0 1 2 338 0 1 12 799
The success of business failure prediction models: An international survey 0 1 6 943 0 2 27 2,066
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk 0 0 0 0 0 1 18 104
Toward a bottom-up approach to assessing sovereign default risk: an update 0 0 0 0 0 2 15 227
Ultimate recovery mixtures 0 0 3 107 2 4 13 314
Volatility Behavior of Industrial Stock Price Indices 0 0 0 30 0 1 6 110
Z-Score Models’ application to Italian companies subject to extraordinary administration 0 1 5 97 1 3 17 320
ZETATM analysis A new model to identify bankruptcy risk of corporations 2 5 49 2,950 5 21 155 6,495
Total Journal Articles 40 124 727 18,860 131 421 2,808 49,985
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 2 12 55
MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET 0 1 2 26 3 8 26 114
Predicting financial distress of companies: revisiting the Z-Score and ZETA® models 20 51 193 1,645 42 92 582 5,312
TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE 0 0 0 3 0 0 11 33
Total Chapters 20 52 195 1,674 47 102 631 5,514


Statistics updated 2026-10-11