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 1 2 5 0 1 4 8
An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings 0 1 1 630 0 2 3 1,335
Business Failure Classification Models: An International Survey 0 0 0 3 0 3 4 881
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 0 0 1 3 244
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 666 0 0 1 1,748
Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade 0 0 0 1 0 1 5 986
Credit Risk Measurement: Developments over the Last 20 Years 0 0 0 1 2 2 8 764
Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001 0 1 1 502 0 1 3 1,019
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 0 1,037
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 1 10 35 0 1 22 64
Revisiting SME default predictors: The Omega Score 0 0 3 35 0 0 9 47
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 0 0 1 174
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 0 0 1 175
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 0 0 175 0 0 0 631
Total Working Papers 0 4 17 2,341 2 12 64 9,548


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 1 3 146 0 3 5 358
A Further Empirical Investigation of the Bankruptcy Cost Question 0 5 24 1,237 3 13 59 2,622
A Race for Long Horizon Bankruptcy Prediction 0 1 8 15 0 1 17 39
A universal critical density underlying the physics of electrons at the LaAlO3/SrTiO3 interface 0 0 0 0 0 0 1 1
Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 5 0 0 1 22
An analysis and critique of the BIS proposal on capital adequacy and ratings 0 1 5 353 1 3 13 835
An emerging market credit scoring system for corporate bonds 2 4 18 477 3 8 36 1,022
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 0 0 0 5 0 0 0 38
Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models? 0 0 4 31 0 1 8 126
Assessing Potential Financial Problems for Firms in Brazil 1 1 7 89 1 1 10 333
Assessing the credit worthiness of Italian SMEs and mini-bond issuers 2 4 10 27 6 10 25 108
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 0 49 1 2 8 237
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 2 4 0 0 3 17
Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers? 0 0 4 77 0 1 15 192
Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending 0 3 12 136 0 3 21 286
Common Stock Price Volatility Measures and Patterns 0 1 2 15 0 1 3 32
Comparative Analysis of Risk Measures: France and the United States 0 1 1 65 0 1 2 189
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation 0 0 2 44 0 0 3 118
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation: Reply 0 0 0 21 0 0 1 83
Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) 1 6 20 1,464 2 10 48 3,315
Credit ratings and the BIS capital adequacy reform agenda 0 2 2 149 0 2 6 504
Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets 0 0 1 101 0 0 2 379
Credit risk measurement: Developments over the last 20 years 0 2 9 1,344 4 9 57 2,960
Customer lifetime value: stochastic optimization approach 0 0 3 18 0 1 6 41
Default rates in the syndicated bank loan market: A mortality analysis 0 0 3 548 1 1 8 1,480
Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review 0 1 2 43 0 1 3 119
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 1 105 0 0 3 520
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 26 92 354 3,046 58 199 822 8,827
Financial Applications of Discriminant Analysis: A Clarification 0 1 2 60 0 1 5 142
Financial Distress and Restructuring Models 0 0 0 0 3 5 17 657
Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience 0 0 1 22 1 1 2 74
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? 0 0 0 80 0 1 3 153
Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications 0 1 4 7 0 3 17 23
How rating agencies achieve rating stability 1 5 20 525 4 16 58 1,092
Information Effects and Stock Market Response to Signs of Firm Deterioration 0 0 0 22 0 0 1 75
Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses 0 0 4 22 0 0 7 63
Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 1 1 12 377 1 5 24 911
Introduction: Company and country risk models 1 1 2 64 1 1 2 137
Knowledge based framework for facilitating e-learning services 0 1 2 3 0 1 6 12
Managing Credit Risk: A Challenge for the New Millennium 0 0 3 12 0 0 4 45
Modelling Credit Risk for SMEs: Evidence from the U.S. Market 9 12 39 356 16 34 104 1,021
Morgan Stanley Roundtable on Managing Financial Trouble 0 0 1 31 0 0 4 118
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 1 1 7 48 2 4 16 153
Predicting Railroad Bankruptcies in America 1 2 7 236 2 4 12 795
Predicting performance in the savings and loan association industry 1 2 5 188 1 2 8 423
REVISITING THE HIGH YIELD BOND MARKET: MATURE BUT NEVER DULL 0 0 2 36 0 0 3 111
Railroad Bankruptcy Propensity 0 1 1 56 0 1 2 241
Ratio Analysis and the Prediction of Firm Failure: A Reply 0 0 5 127 0 1 9 281
Rethinking SME default prediction: a systematic literature review and future perspectives 0 0 3 14 1 4 17 58
Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns 0 0 0 42 0 0 1 86
Share Markets and Portfolio Theory 0 0 0 0 0 0 0 2
Sovereign default risk assessment 0 0 0 33 0 0 0 122
Statistical classification models applied to common stock analysis 0 1 1 53 0 1 1 202
THE PREDICTION OF CORPORATE BANKRUPTCY: A DISCRIMINANT ANALYSIS 2 4 20 120 4 9 53 407
THE VALUE OF PERSONAL CREDIT HISTORY IN RISK SCREENING OF ENTREPRENEURS: EVIDENCE FROM MARKETPLACE LENDING 0 0 0 0 0 0 1 7
The Anatomy of Distressed Debt Markets 0 0 2 6 0 0 5 22
The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It? 0 0 2 6 0 0 5 42
The Controversy Over Executive Compensation 0 0 0 42 0 0 2 203
The Equity Performance of Firms Emerging from Bankruptcy 1 1 2 69 1 1 4 336
The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics 0 0 1 281 0 0 1 910
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications 3 7 26 522 4 10 51 1,520
The importance and subtlety of credit rating migration 0 1 5 333 0 2 11 776
The success of business failure prediction models: An international survey 2 2 14 927 2 3 21 2,020
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk 0 0 0 0 0 0 1 84
Toward a bottom-up approach to assessing sovereign default risk: an update 0 0 0 0 0 0 3 205
Ultimate recovery mixtures 1 2 4 101 1 2 8 293
Volatility Behavior of Industrial Stock Price Indices 0 1 1 29 0 1 2 103
Z-Score Models’ application to Italian companies subject to extraordinary administration 0 0 3 85 1 1 13 290
ZETATM analysis A new model to identify bankruptcy risk of corporations 2 9 53 2,819 6 17 137 6,197
Total Journal Articles 58 181 751 17,393 131 402 1,827 45,333
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 3 4 14 27
MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET 2 2 9 23 2 2 14 75
Predicting financial distress of companies: revisiting the Z-Score and ZETA® models 11 38 120 1,043 28 101 418 3,824
TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE 0 0 0 1 0 0 1 18
Total Chapters 13 40 129 1,067 33 107 447 3,944


Statistics updated 2024-09-04