E. Altman

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ZETATM analysis A new model to identify bankruptcy risk of corporations

E. Altman, R. G. Haldeman, P. Narayanan, 1977 .

Predicting performance in the savings and loan association industry

E. Altman, 1977 .

Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress

H. Frydman, E. Altman, Duen-Li Kao, 1985 .

Corporate Financial Distress and Bankruptcy: A Complete Guide to Predicting & Avoiding Distress and Profiting from Bankruptcy

E. Altman, 1993 .

The Link between Default and Recovery Rates

E. Altman, Brooks Brady, Andrea Resti, 2003 .

Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs

E. Altman, G. Sabato, 2005 .

Modelling Credit Risk for SMEs: Evidence from the U.S. Market

E. Altman, G. Sabato, 2007 .

An Analysis and Critique of the Bis Proposal on Capital Adequacy and Ratings

E. Altman, Edward I. Altman, 1999 .

Corporate Credit Scoring–insolvency Risk Models

E. Altman, E. Hotchkiss, 2011 .

Managing Credit Risk: The Next Great Financial Challenge

E. Altman, John B. Caouette, P. Narayanan, 1998 .

The success of business failure prediction models: An international survey

E. Altman, 1984 .

Predicting FinancialDistress of Companies : Revisiting the Z-Score and ZETA ® Models *

E. Altman, 2000 .

Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction: Default recovery rates and LGD in credit risk modelling and practice: An updated review of the literature and empirical evidence

Edward I. Altman, E. Altman, 2008 .

Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence

E. Altman, Andrea Resti, A. Sironi, 2003 .

Corporate Financial Distress and Bankruptcy

Edward I. Altman, E. Altman, 1993 .

Introduction: Company and country risk models

Edward I. Altman, E. Altman, 1984 .

Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models?

E. Altman, 2018, International Journal of Financial Studies.

The Value of Non-Financial Information in SME Risk Management

E. Altman, G. Sabato, N. Wilson, 2008 .

Financial Distress Prediction in an International Context: A Review and Empirical Analysis of Altman's Z‐Score Model

E. Laitinen, E. Altman, Arto Suvas, 2017 .

Corporate financial distress : a complete guide to predicting, avoiding, and dealing with bankruptcy

E. Altman, 1983 .

Measuring Corporate Bond Mortality and Performance

E. Altman, 1989 .

Predicting Railroad Bankruptcies in America

E. Altman, 1973 .

A Further Empirical Investigation of the Bankruptcy Cost Question

E. Altman, 1984 .

Credit risk measurement: Developments over the last 20 years

A. Saunders, E. Altman, 1997 .

PREDICTING FINANCIAL DISTRESS OF COMPANIES: REVISITING THE Z-SCORE AND ZETA ® MODELS

E. Altman, 2013 .

Recent Advances in Corporate Finance

E. Altman, M. Subrahmanyam, 1985 .

Handbook of corporate finance

E. Altman, M. McKinney, 1986 .

Ultimate recovery mixtures

E. Altman, Egon Kalotay, 2014 .

Distressed Firm and Bankruptcy Prediction in an International Context: A Review and Empirical Analysis of Altman's Z-Score Model

E. Laitinen, E. Altman, Arto Suvas, 2014 .

Modeling Credit Risk for Smes: Evidence from the Us Market

E. Altman, G. Sabato, Gabriele Sabato, 2005 .

How Rating Agenices Achieve Rating Stability

E. Altman, H. Rijken, Edward I. Altman, 2003 .

Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending

Edward I. Altman, E. Altman, 1980, Journal of Financial and Quantitative Analysis.

An International Survey of Business Failure Classification Models

Edward I. Altman, E. Altman, P. Narayanan, 1997 .

An emerging market credit scoring system for corporate bonds

Edward I. Altman, E. Altman, 2005 .

Statistical classification models applied to common stock analysis

Edward I. Altman, E. Altman, 1981 .

An Integrated Pricing Model for Defaultable Loans and Bonds

Mario Onorato, E. Altman, Edward I. Altman, 2003, European Journal of Operational Research.

Financial and Non-Financial Variables as Long-Horizon Predictors of Bankruptcy

E. Laitinen, E. Altman, Arto Suvas, 2015 .

The Equity Performance of Firms Emerging from Bankruptcy

Edward I. Altman, Reena Aggarwal, E. Altman, 1999 .

Bankruptcy, Credit Risk, and High Yield Junk Bonds

Edward I. Altman, E. Altman, 2002 .

A FINANCIAL EARLY WARNING SYSTEM FOR OVER-THE-COUNTER BROKER-DEALERS

Edward I. Altman, E. Altman, Bettina Loris, 1976 .

Assessing Italian SME and Mini-bond Issuer Credit Worthiness

E. Altman, G. Sabato, Maurizio Esentato, 2016 .

Examining Moyer's Re-examination of Forecasting Financial Failure

E. Altman, 1978 .

Failure Prediction: Evidence from Korea

Y. Eom, E. Altman, Dong Woon Kim, 1995 .

A Fifty-Year Retrospective on Credit Risk Models, the Altman Z -Score Family of Models and their Applications to Financial Markets and Managerial Strategies

E. Altman, 2018 .

Application of Classification Techniques in Business, Banking and Finance.

Edward I. Altman, John A. Haslem, R. Avery, 1983 .

A Race for Long Horizon Bankruptcy Prediction

E. Laitinen, E. Altman, Arto Suvas, 2020 .

RAILROAD BANKRUPTCY PROPENSITY

E. Altman, 1971 .

Corporate bankruptcy in America

Edward I. Altman, E. Altman, 1971 .

In This Issue: Private Equity, Capital Structure, and Payout Policy

E. Altman, 2007 .

Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble?

E. Altman, 2007 .

Emerging market corporate bonds — a scoring system

Edward I. Altman, Matthew Peck, E. Altman, 1998 .

Revisiting the Recidivism-Chapter 22 Phenomenon in the U.S. Bankruptcy System

E. Altman, 2014 .

The Investment Performance of Defaulted Bonds for 1994 and 1987-1994

Edward I. Altman, Barry Simon, E. Altman, 1994 .

Market Dynamics and Investment Performance of Distressed and Defaulted Debt Securities

E. Altman, 1998 .

The Rating Agencies

E. Altman, John B. Caouette, P. Narayanan, 2011 .

WHY BUSINESSES FAIL

Edward I. Altman, E. Altman, 1983 .

Sovereign default risk assessment

Edward I. Altman, H. A. Rijken, E. Altman, 2013 .

High tech company rating : financial and operative evaluation

E. Laitinen, E. Altman, R. Leppänen, 1997 .

Effects of corporate financial distress on peer firms: do intra-industry non-distressed firms become more conditionally conservative?

E. Altman, Jie Sun, F. Yin, 2022, Accounting and Business Research.

Investing in junk bonds

E. Altman, 1987 .

The Impact of the Rating Agencies' Through-the-Cycle Methodology on Rating Dynamics

E. Altman, H. Rijken, 2005 .

Rating Migration of Corporate Bonds: Comparative Results and Investor/Lender Implication

E. Altman, 1996 .

Information Effects and Stock Market Response to Signs of Firm Deterioration

E. Altman, M. Brenner, 1981, Journal of Financial and Quantitative Analysis.

The Default Rate Experience on High-Yield Corporate Debt

E. Altman, Scott A. Nammacher, 1985 .

Handbook of Financial Markets and Institutions

E. Altman, M. McKinney, 1987 .

EXPLORING THE ROAD TO BANKRUPTCY

E. Altman, 1983 .

A Yield Premium Model For The High-Yield Debt Market

E. Altman, Joseph C. Bencivenga, 1995 .

Ratio Analysis and the Prediction of Firm Failure: A Reply

E. Altman, 1970 .

Defaults and Returns on High Yield Bonds: First Quarter 2004

E. Altman, Gonzalo Fanjul, 2004 .

Default risk, mortality rates, and the performance of corporate bonds

Edward I. Altman, E. Altman, 1989 .

The PD/LGD link: Empirical Evidence from the Bond Market

Edward I. Altman, Andrea Resti, Andrea Sironi, 2005 .

Assessing the credit worthiness of Italian SMEs and mini-bond issuers

Edward I. Altman, E. Altman, G. Sabato, 2020 .

Credit market bubble building? A forming credit bubble could burst by 2017

E. Altman, B. Kuehne, 2016 .

Corporate financial distress diagnosis model and application in credit rating for listing firms in China

Ling Zhang, Jerome Yen, Edward I. Altman, 2010, Frontiers of Computer Science in China.

Rating Drift in High-Yield Bonds

Edward I. Altman, E. Altman, Duen-Li Kao, 1992 .

Credit Risk Migration

E. Altman, John B. Caouette, P. Narayanan, 2011 .

Are Outlooks and Rating Reviews capable to bridge the gap between the agencies through-the-cycle and short-term point-intime perspectives ?

Edward I. Altman, E. Altman, H. Rijken, 2005 .

Corporate Financial Distress Diagnosis in China

Jerome Yen, Edward I. Altman, E. Altman, 2007 .

Financial crises : institutions and markets in a fragile environment

Edward I. Altman, E. Altman, Arnold W. Sametz, 1978 .

Default Rates in the Syndicated Bank Loan Market: A Mortality Analysis

Edward I. Altman, E. Altman, Heather J. Suggitt, 2000 .

Default Recovery Rates and Lgd in Credit Risk Modelling and Practice

Edward I. Altman, E. Altman, 2011 .

Z-Score Models' Application to Italian Companies Subject to Extraordinary Administration

Alessandro Danovi, Edward I. Altman, Alberto Falini, 2013 .

ECONOMIC DIAGNOSTICS IN ENVIRONMENT OF STATICIZED RELATIONSHIP MARKETING

T. Ambler, E. Altman, J. Lambin, 2018 .

The Market in Defaulted Bonds and Bank Loans

E. Altman, William Stonberg, 2006 .

Market Size, Investment Performance, and Expected New Supply of Defaulted Bonds & Bank Loans: 1987-1999

E. Altman, Pierre-Alexandre Masset, 2000 .

Bankrupt Firms’ Equity Securities As an Investment Alternative

E. Altman, 1969 .

THE PREDICTION OF CORPORATE BANKRUPTCY: A DISCRIMINANT ANALYSIS*

Edward I. Altman, E. Altman, 1968 .

A Point-in-Time Perspective on Through-the-Cycle Ratings

Edward I. Altman, E. Altman, H. Rijken, 2006 .

The importance and subtlety of credit rating migration

Edward I. Altman, E. Altman, 1998 .

Defaults and Returns on High Yield Bonds: Analysis Through September 30, 2002

E. Altman, Gaurav Bana, 2002 .

Defaults & Returns on High Yield Bonds: Analysis Through 2001

E. Altman, Pablo Arman, 2002 .

Has the Evergrande Debt Crisis Rattled Chinese Capital Markets? A Series of Event Studies and Their Implications

E. Altman, Jing Yu, Xiaolu Hu, 2022, SSRN Electronic Journal.

Defaulted Bonds: Demand, Supply and Performance, 1987–1992

E. Altman, 1993 .

The Link between Default and Recovery Rates: Effects on the Procyclicality of Regulatory Capital Ratios

E. Altman, Andrea Resti, A. Sironi, 2005 .

Credit Risk Models Based upon Accounting Data and Market Values

E. Altman, John B. Caouette, P. Narayanan, 2011 .

Credit Models for Small Business, Real Estate, and Financial Institutions

E. Altman, John B. Caouette, P. Narayanan, 2011 .

Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)

Edward I. Altman, Giancarlo Marco, Franco Varetto, 1994 .

FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY

Edward I. Altman, E. Altman, 1968 .

Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses

E. Altman, Egon Kalotay, 2017 .

Rethinking SME default prediction: a systematic literature review and future perspectives

E. Altman, Francesco Ciampi, Giacomo Marzi, 2021, Scientometrics.

Corporate Financial Distress and Bankruptcy: Predict and Avoid Bankruptcy, Analyze and Invest in Distressed Debt

Edward I. Altman, E. Altman, E. Hotchkiss, 2005 .

Machine learning models and bankruptcy prediction

Herbert Kimura, Flavio Barboza, Edward I. Altman, 2017, Expert Syst. Appl..

Understanding Credit Risk for Chinese Companies using Machine Learning: A Default-Based Approach

E. Altman, Jing Yu, Xiaolu Hu, 2020, SSRN Electronic Journal.

Bank Debt Versus Bond Debt: Evidence from Secondary Market Prices

A. Saunders, E. Altman, Amar Gande, 2006 .

Informational Efficiency of Loans Versus Bonds: Evidence from Secondary Market Prices

A. Saunders, E. Altman, Amar Gander, 2004 .

Managing Credit Risk: The Great Challenge for the Global Financial Markets

Edward I. Altman, E. Altman, John B. Caouette, 2008 .

Application of Portfolio Approaches

E. Altman, John B. Caouette, P. Narayanan, 2011 .

Corporate fi nancial distress diagnosis model and application in credit rating for listing fi rms in China

E. Altman, Ling Zhang, J. Yen, 2010 .

The value of non-financial information in small and medium-sized enterprise risk management

Nick Wilson, Edward I. Altman, E. Altman, 2010 .

A Flexible Approach to Modeling Ultimate Recoveries on Defaulted Loans and Bonds ∗

E. Altman, Egon Kalotay, 2010 .

The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications

Andrea Resti, Andrea Sironi, E. Altman, 2003 .

Corporate Bond and Commercial Loan Portfolio Analysis

E. Altman, 1996 .

COVID-19 and the Credit Cycle

E. Altman, 2020, The Journal of Credit Risk.

Regulation of Rating Agencies

Thomas F. Cooley, V. Acharya, L. White, 2011 .

Corporate Financial Distress, Restructuring, and Bankruptcy

E. Altman, E. Hotchkiss, Wei Wang, 2019 .

Financial Distress and Restructuring Models

E. Altman, J. Weston, Yeh-ning Chen, 1994 .

Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade

E. Altman, Edward I. Altman, 1998 .

Managing Credit Risk: A Challenge for the New Millennium

E. Altman, 2002 .

The Omega Score: An improved tool for SME default predictions

E. Altman, Stjepan Srhoj, Alessandro Giannozzi, 2023, Journal of the International Council for Small Business.

COVID-19 and the Credit Cycle: 2020 Revisited and 2021 Outlook

E. Altman, 2021, SSRN Electronic Journal.

The Anatomy of Distressed Debt Markets

E. Altman, Robert A. Benhenni, 2018, Annual Review of Financial Economics.

MANAGING A RETURN TO FINANCIAL HEALTH

E. Altman, J. Fleur, 1981 .

Comparative Analysis of Risk Measures: France and the United States

E. Altman, Michel Levasseur, Bertrand C Jacquillat, 1974 .

Defaults and Returns in the High Yield Bond Market: The Year 2005 in Review and Market Outlook

E. Altman, Gonzalo Fanjul, 2004 .

An Integrated Pricing Model for Defaultable Loans and Bonds

Edward I. Altman, Mario Onorato, E. Altman, 2003, Eur. J. Oper. Res..

The Return/Volatility Trade-Off of Distressed Corporate Debt Portfolios

E. Altman, Ping Chen, José F. González-Heres, 2014, The Journal of Portfolio Management.

Revisiting SME default predictors: The Omega Score

E. Altman, Stjepan Srhoj, Alessandro Giannozzi, 2022, Journal of Small Business Management.

Assessing Potential Financial Problems for Firms in Brazil

E. Altman, T. Baidya, Luis Manoel Ribeiro Dias, 1979 .

Common Stock Price Volatility Measures and Patterns

E. Altman, R. A. Schwartz, 1970, Journal of Financial and Quantitative Analysis.

Defaults and Returns on High Yield Bonds: Analysis Through 1994

E. Altman, Vellore Kishore, 1994 .

The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality

Andrea Resti, Andrea Sironi, E. Altman, 2002 .

Defaults and Returns in the High-Yield Bond and Distressed Debt Market: Review and Outlook

E. Altman, B. Kuehne, 2014 .

Post-Chapter 11 Bankruptcy Performance: Avoiding Chapter 22

E. Altman, Tushar Kant, Thongchai Rattanaruengyot, 2009 .

The Congruence of Shareholder and Bondholder Governance

Paul A. Gompers, K. J. Martijn Cremers, Vinay B. Nair, 2004 .

Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers?

E. Altman, G. Sabato, Oliviero Roggi, 2013 .

Revisiting Credit Scoring Models in a Basel 2 Environment

E. Altman, Edward I. Altman, 2002 .

The Financial Dynamics of the Insurance Industry

E. Altman, Irwin T. Vanderhoof, 1994 .

The impact of credit counseling on subsequent borrower credit usage and payment behavior

Roebuck, M. Staten, E. Altman, 2003 .

Toward a Bottom-Up Approach to Assessing Sovereign Default Risk

E. Altman, H. Rijken, Edward I. Altman, 2011, Corporate Financial Distress, Restructuring, and Bankruptcy.

the Dodd-Frank Wall Street Reform and Consumer Protection Act: Accomplishments and Limitations

J. Manyika, E. Altman, D. Hunt, 2011 .

Corporate Credit Scoring Models: Approaches and Standards for Successful Implementation

E. Altman, Edward I. Altman, 1995 .

The Role of Distressed Debt Markets, Hedge Funds and Recent Trends in Bankruptcy on the Outcomes of Chapter 11 Reorganizations

E. Altman, 2013 .

CDS Trading and Banking Relationship

Todd A. Gormley, Philip H. Dybvig, Philip E. Strahan, 2019 .

The Effects of Rating Through the Cycle on Rating Stability, Rating Timeliness and Default Prediction Performance

E. Altman, H. Rijken, Edward I. Altman, 2005 .

Small and Medium-sized Enterprises that Borrow from 'Alternative' Lenders in the United Kingdom: Who Are They?

E. Altman, G. Sabato, G. Andreeva, 2019 .

Revisiting the High-Yield Bond Market

E. Altman, 1992 .

The High-Yield Debt Market: Investment Performance and Economic Impact

E. Altman, 1998 .

Information Effects and Stock Market Response to Signs of Firm Deterioration

Edward I. Altman, Menachem Brenner, E. Altman, 1981, Journal of Financial and Quantitative Analysis.

Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds

E. Altman, I. AltmanEdward, I AltmanEdward, 1996 .

Do Seniority Provisions Protect Bondholders' Investments?

E. Altman, Allan C. Eberhart, 1994 .

A Simple Empirical Model of Equity-ImpliedProbabilities of Default

E. Altman, N. Fargher, Egon Kalotay, 2010, The Journal of Fixed Income.

The Implications of Corporate Bond Ratings Drift

E. Altman, Duen-Li Kao, I AltmanEdward, 1992 .

The Re-Emergence of Distressed Exchanges in Corporate Restructurings

E. Altman, Brenda Karlin, 2009 .

First Draft : November 2002 Current Draft : October 2003 Preliminary : Not for circulation

A. Saunders, E. Altman, Amar Gande, 2003 .

Application of Classification Techniques in Business, Banking and Finance

E. Altman, 1981 .

Structural Hubs: Clearinghouses, Derivative Product Companies, and Exchanges

E. Altman, John B. Caouette, P. Narayanan, 2011 .

Application of Classification Techniques in Business, Banking and Finance.

Katherine Schipper, John A. Haslem, R. Avery, 1983 .

VOLATILITY BEHAVIOR OF INDUSTRIAL STOCK PRICE INDICES

E. Altman, R. A. Schwartz, 1973 .

OF FINANCIAL AND QUANTITATIVE ANALYSIS Proceedings Issue Volume XV , No . 4 , November 1980 COMMERCIAL BANK LENDING : PROCESS , CREDIT SCORING , AND COSTS OF ERRORS IN LENDING

E. Altman, 2009 .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS March 1978 FINANCIAL APPLICATIONS OF DISCRIMINANT ANALYSIS: A CLARIFICATION

E. Altman, 2009 .

Anatomy of Bank Distress: The Information Content of Accounting Fundamentals within and Across Countries

E. Altman, H. Rijken, Edward I. Altman, 2014 .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS November 1976 ABSTRACT: INFORMATION EFFECTS AND STOCK MARKET RESPONSE TO SIGNS OF FIRM DETERIORATION

E. Altman, M. Brenner, 2009 .

Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience

E. Altman, Michel Schlosser, Pierre Vernimmen, 1974, Journal of Financial and Quantitative Analysis.

Recovery Risk: The Next Challenge in Credit Risk Management

Edward I. Altman, Andrea Resti, Andrea Sironi, 2005 .

Are Historically Based Default and Recovery Models in the High-Yield and Distressed Debt Markets Still Relevant in Today's Credit Environment?

E. Altman, 2007 .

Credit ratings and the BIS capital adequacy reform agenda

Edward I. Altman, Sreedhar T. Bharath, Anthony Saunders, 2002 .

The Link between Default and Recovery Rates: Effects on the Procyclicality of Regulatory Capital Ratios

E. Altman, Andrea Resti, A. Sironi, 2005 .

Investing in junk bonds : inside the high yield debt market

E. Altman, Scott A. Nammacher, 1987 .

Market Size and Investment Performance of Defaulted Bonds and Bank Loans: 1987-2002

E. Altman, Shubin Jha, 2003 .

Corporate Distress Prediction Models in a Turbulent Economic and Basel Ii Environment

E. Altman, Edward I. Altman, 2002 .