4.6 Article

EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Computer Science, Artificial Intelligence

SIMULATION OPTIMIZATION: APPLICATIONS IN RISK MANAGEMENT

Marco Better et al.

INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING (2008)

Article Computer Science, Artificial Intelligence

An efficient algorithm for solving a quadratic programming model with application in credit card holders' behavior

K. -J. Tseng et al.

INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING (2008)

Article Computer Science, Artificial Intelligence

A GEOMETRICAL METHOD ON MULTIDIMENSIONAL DYNAMIC CREDIT EVALUATION

YING ZHANG et al.

INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING (2008)

Article Business, Finance

Forecasting default with the Merton distance to default model

Sreedhar T. Bharath et al.

REVIEW OF FINANCIAL STUDIES (2008)

Article Computer Science, Artificial Intelligence

Feature selection via Least Squares Support Feature Machine

Jianping Li et al.

INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING (2007)

Review Management

Bankruptcy prediction in banks and firms via statistical and intelligent techniques - A review

P. Ravi Kumar et al.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2007)

Article Business, Finance

Multi-period corporate default prediction with stochastic covariates

Darrell Duffie et al.

JOURNAL OF FINANCIAL ECONOMICS (2007)

Article Computer Science, Artificial Intelligence

Model risk in VaR estimation: An empirical study

Jing Yao et al.

INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING (2006)

Article Business

Capital structure, debt maturity, and stochastic interest rates

Nengjiu Ju et al.

JOURNAL OF BUSINESS (2006)

Article Business

Estimating structural bond pricing models

J Ericsson et al.

JOURNAL OF BUSINESS (2005)

Article Computer Science, Artificial Intelligence

An application of support vector machines in bankruptcy prediction model

KS Shin et al.

EXPERT SYSTEMS WITH APPLICATIONS (2005)

Article Business, Finance

Default risk in equity returns

M Vassalou et al.

JOURNAL OF FINANCE (2004)

Article Business, Finance

Structural models of corporate bond pricing: An empirical analysis

YH Eom et al.

REVIEW OF FINANCIAL STUDIES (2004)

Article Business, Finance

A barrier option framework for corporate security valuation

P Brockman et al.

JOURNAL OF FINANCIAL ECONOMICS (2003)

Article Business, Finance

Optimal capital structure and endogenous default

B Hilberink et al.

FINANCE AND STOCHASTICS (2002)

Article Business, Finance

The term structure of credit spreads with jump risk

CS Zhou

JOURNAL OF BANKING & FINANCE (2001)

Article Business, Finance

Do credit spreads reflect stationary leverage ratios?

P Collin-Dufresne et al.

JOURNAL OF FINANCE (2001)

Article Business, Finance

Debt valuation, renegotiation, and optimal dividend policy

H Fan et al.

REVIEW OF FINANCIAL STUDIES (2000)

Article Business, Finance

A comparative study of structural models of corporate bond yields: An exploratory investigation

R Anderson et al.

JOURNAL OF BANKING & FINANCE (2000)