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 2 12
An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings 0 0 1 631 1 2 3 1,338
Business Failure Classification Models: An International Survey 0 0 0 3 0 0 3 885
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 666 1 5 6 1,754
Corporate Bond and Commercial Loan Portfolio Analysis 0 0 0 0 2 4 4 248
Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade 0 0 0 1 1 1 2 989
Credit Risk Measurement: Developments over the Last 20 Years 0 0 0 1 2 3 9 773
Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001 0 0 1 503 2 5 11 1,030
Gated-type polling systems with walking and switch-in times 0 0 0 0 1 2 2 8
Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-1998 0 0 0 287 1 2 6 1,043
Rating Migration of Corporate Bonds: Comparative Results and Investor/Lender Implications 0 0 0 1 1 2 3 349
Revisiting SME default predictors: The Omega Score 0 0 1 36 2 5 16 64
Revisiting SME default predictors: The Omega Score 0 2 5 41 5 10 23 91
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 1 4 9 184
The Equity Performance of Firms Emerging from Bankruptcy 0 0 0 0 0 0 3 177
The Investment Performance of Defaulted Bonds for 1987-95 and Market Outlook 0 0 0 0 0 1 1 84
The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios 0 0 1 176 4 6 12 644
Total Working Papers 0 2 9 2,351 24 52 115 9,673


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 1 3 8 366
A Further Empirical Investigation of the Bankruptcy Cost Question 4 6 22 1,267 11 18 56 2,711
A Race for Long Horizon Bankruptcy Prediction 1 2 9 26 1 7 18 63
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 0 354 6 8 16 853
An emerging market credit scoring system for corporate bonds 1 6 37 532 6 19 63 1,117
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 0 2 4 42
Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models? 0 1 5 37 3 7 18 148
Assessing Potential Financial Problems for Firms in Brazil 0 1 6 97 0 1 8 347
Assessing the credit worthiness of Italian SMEs and mini-bond issuers 1 1 6 34 6 11 18 130
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 0 49 1 3 6 244
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices 0 0 0 5 2 7 8 26
Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers? 0 1 9 87 1 5 19 215
Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending 1 2 3 140 4 8 19 310
Common Stock Price Volatility Measures and Patterns 0 0 0 15 1 1 1 36
Comparative Analysis of Risk Measures: France and the United States 1 1 1 66 1 5 5 194
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation 0 0 0 44 1 1 4 122
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) 0 2 7 1,474 7 14 32 3,358
Credit ratings and the BIS capital adequacy reform agenda 0 0 0 149 2 4 4 508
Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets 0 0 0 102 1 2 3 383
Credit risk measurement: Developments over the last 20 years 1 2 8 1,356 3 10 47 3,020
Customer lifetime value: stochastic optimization approach 0 0 1 19 1 3 6 47
Default rates in the syndicated bank loan market: A mortality analysis 0 0 2 550 1 6 13 1,494
Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review 0 0 0 45 1 4 6 129
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 3 5 8 531
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 35 126 352 3,536 121 339 853 10,008
Financial Applications of Discriminant Analysis: A Clarification 0 0 1 61 1 1 3 145
Financial Distress and Restructuring Models 0 0 0 0 3 7 17 681
Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience 0 1 2 24 0 2 6 80
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? 0 0 1 82 1 7 9 165
Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications 1 5 10 17 11 29 44 72
How rating agencies achieve rating stability 3 5 16 549 6 13 53 1,162
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 2 2 6 388 3 7 18 941
Introduction: Company and country risk models 0 0 0 64 1 3 6 143
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 1 1 4 17 2 2 9 55
Modelling Credit Risk for SMEs: Evidence from the U.S. Market 1 7 36 404 11 35 120 1,178
Morgan Stanley Roundtable on Managing Financial Trouble 0 0 0 31 0 1 1 119
On the Convergence to Nash Equilibrium in Problems of Distributed Computing 0 0 0 6 1 2 2 16
Post‐Chapter 11 Bankruptcy Performance: Avoiding Chapter 22 1 1 3 51 3 6 9 163
Predicting Railroad Bankruptcies in America 0 0 1 237 1 3 5 800
Predicting performance in the savings and loan association industry 0 2 6 196 1 5 11 439
REVISITING THE HIGH YIELD BOND MARKET: MATURE BUT NEVER DULL 0 2 2 40 1 5 9 122
Railroad Bankruptcy Propensity 0 0 1 57 0 0 1 245
Ratio Analysis and the Prediction of Firm Failure: A Reply 0 0 2 129 0 1 4 285
Rethinking SME default prediction: a systematic literature review and future perspectives 0 1 2 19 3 7 15 80
Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns 0 0 1 43 1 2 4 91
Share Markets and Portfolio Theory 0 0 0 0 1 1 1 4
Sovereign default risk assessment 0 0 0 33 1 4 7 130
Statistical classification models applied to common stock analysis 0 0 0 53 0 0 1 203
THE PREDICTION OF CORPORATE BANKRUPTCY: A DISCRIMINANT ANALYSIS 2 7 16 143 14 43 71 491
THE VALUE OF PERSONAL CREDIT HISTORY IN RISK SCREENING OF ENTREPRENEURS: EVIDENCE FROM MARKETPLACE LENDING 0 0 0 1 1 2 3 11
The Anatomy of Distressed Debt Markets 0 1 2 8 2 4 5 28
The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It? 0 3 3 9 1 6 9 52
The Controversy Over Executive Compensation 0 0 0 42 0 4 5 208
The Equity Performance of Firms Emerging from Bankruptcy 0 1 5 74 2 5 13 352
The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics 3 3 4 285 5 8 14 924
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications 1 2 4 526 4 17 36 1,568
The importance and subtlety of credit rating migration 1 1 3 337 2 5 13 792
The success of business failure prediction models: An international survey 1 2 10 939 2 4 17 2,043
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk 0 0 0 0 3 7 9 93
Toward a bottom-up approach to assessing sovereign default risk: an update 0 0 0 0 3 6 11 218
Ultimate recovery mixtures 0 1 3 105 1 3 8 304
Volatility Behavior of Industrial Stock Price Indices 0 0 1 30 1 3 4 107
Z-Score Models’ application to Italian companies subject to extraordinary administration 0 1 6 93 1 4 13 307
ZETATM analysis A new model to identify bankruptcy risk of corporations 4 11 68 2,912 32 51 152 6,391
Total Journal Articles 66 211 694 18,344 311 811 1,997 47,988
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 3 11 46
MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET 0 0 0 24 3 6 13 94
Predicting financial distress of companies: revisiting the Z-Score and ZETA® models 20 57 362 1,509 117 248 909 4,978
TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE 0 0 2 3 2 4 8 26
Total Chapters 20 57 364 1,536 123 261 941 5,144


Statistics updated 2026-01-09